|Date: ||Sun, 22 Jun 2003 19:30:01 -0700|
|Reply-To: ||Antonio <accpwong@INET.POLYU.EDU.HK>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||Antonio <accpwong@INET.POLYU.EDU.HK>|
|Subject: ||Questions for Time series|
|Content-Type: ||text/plain; charset=ISO-8859-1|
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.