Re: [Gretl-devel] a very strange case of arima (poor)... new script

x12/x13 is open source too; unfortunately I was taught paper fortran ~35 years ago and have never used since that times So it's unrealistic for me to understand in a realistic time what they really do But, look at lnl difference between libgretl/transformed and x-13 original: but for random last digits in numbers the difference was constant It is hard to imagine a different reason but for they actually use a similar transformation Only imaginable differences could be: I used 'one' for everything they could use another numbers: 10, 5, log(10), etc may be, they defined a range for non-traaforming I am sure this is all difference Oleh 1 листопада 2018, 16:47:07, від "Allin Cottrell" <cottrell(a)wfu.edu&gt;: On Thu, 1 Nov 2018, oleg_komashko(a)ukr.net wrote: OK! That's possible, though maybe they don't need to standardize. We know they use a switching algorithm -- ML for the ARMA terms plus GLS for the regression terms -- and since GLS has an analytical solution it shouldn't be so vulnerable to numerical problems in face of "wacky" data for the exogenous variables. Speaking of x12a, I've now (in git) enabled the $vcv accessor for this case. The covariances between the ARMA and regression terms will be identically zero since x12a doesn't calculate them. IIRC they argue that they should be uncorrelated asymptotically. Allin _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel