Re: [Gretl-devel] arima libretl/-x-12 contradicting results with no estimation
On Mon, 5 Nov 2018, oleg_komashko(a)ukr.net wrote:
Dear all,
script below illustrates the problem
Namely, that gretl's "arma" with --x-12-arima option was not working
right in the case of (a) seasonal integration, but (b) no AR, MA or
regression parameters (even a constant) estimated. (That is, only
the variance of the series in question is being estimated.)
That's now fixed in git. I don't suppose it's a case that users are
likely to bump up against, but anyway we now have it right.
Allin