| Date: | Sun, 22 Jun 2003 19:30:01 -0700 |
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| Reply-To: | Antonio <accpwong@INET.POLYU.EDU.HK> |
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| Sender: | "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU> |
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| From: | Antonio <accpwong@INET.POLYU.EDU.HK> |
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| Organization: | http://groups.google.com/ |
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| Subject: | Questions for Time series |
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| Content-Type: | text/plain; charset=ISO-8859-1 |
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Dear all,
I would like to ask some questions related to Time series analysis.
Hope somebody can help. Many thanks in advance.
Suppose I have a series of X value. I want to use the past values of X
to predict the future values of X. Something like this
Xt=f(Xt-1, Xt-2, ....)
Question 1: I should not use the Almon model. Because Almon model is a
distributed lag model. Am I correct?
Question 2: Suppose I have to choose among AR(3) and ARMA(3,3).
ARMA(3,3) reduces the power of the test because the degree of freedom
decreases. Am I right?
Question 3: I have only 24 observations. It is not appropriate to use
the time series technique like ARMA or AR. Am I correct?
Many thanks in advance.
Antonio
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