[Limdep Nlogit List] ARMAX question

William Greene wgreene at stern.nyu.edu
Thu Oct 1 02:05:26 EST 2009


Bill. NLOGIT does not difference the RHS variables for you. It
only differences the LHS variable.
/Bill Greene

----- Original Message -----
From: "Bill Spitz" <bills at gra-inc.com>
To: "listserv LIMDEP" <limdep at limdep.itls.usyd.edu.au>
Sent: Wednesday, September 30, 2009 11:47:13 AM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] ARMAX question

I'm trying to estimate an ARMAX model with an explanatory variable. If I specify d=1, the LHS variable is differenced one time. My question is whether the software also differences the explanatory variable(s) automatically, or do I have to create my own differenced variables manually and use those directly in the RHS specification.

Thanks.

/Bill Spitz


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