Why isn't ar(1) equal to gold(-1)?

by murat tuna   Last Updated August 13, 2019 20:19 PM - source

I think that gold(-1) gold(-2)= ar(1) ar(2). But when I try 2 equation their coefficents are different.Why?

I used Eviews and I estimated 2 different equation to see paralell output. Firstly d(log(altin)) c ar(1) ar(2) ar(3) secondly d(log(altin)) c gold(-1) gold(-2) gold(-3) I compare two of them but the coefficents are very different



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