REGARIMA: RATS program to demonstrate estimation of a RegARIMA model (regression with ARIMA errors)

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Demonstrates estimation of a RegARIMA model (regression with an ARIMA error process).

Language: RATS
Requires: RATS 11.00
Keywords: ARIMA; RegARIMA (search for similar items in EconPapers)
Date: 2026-01-02
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