[Gretl-devel] arima: can not catch how it works now
Dear Allin,
From the previos discussion
I came to think
arima uses standardize(y) + 1
But it is not so:
open greene5_1.gdt
set bfgs_verbskip 999
pops = (pop-mean(pop))/sd(pop)+1
catch arima 0 0; 1 0 ; pop --verbose
arima 0 0; 1 0; pop --x-12-arima
arima 0 0; 1 0; pops --x-12-arima
arima 0 0; 1 0; pops
What is current scaling (if any)?
Oleh
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