Re: [Gretl-devel] libgretl arma
On Thu, 9 Feb 2012, Emrah Samdan wrote:
The mail has been sent magically before i finish it. Sorry for these
duplicate mail issue. I was close to end actually.
What do i need to add the list to add an independent variable to list ?
Regards,
Emrah Şamdan
2012/2/9 Emrah Samdan <emrahsamdan(a)gmail.com>
> Hello Mr Cottrell,
>
> Thank you for your help ! II am so grateful to you. I have one more
> additional question:How do i need to construct the parameter list of arma
> if i want to add an independent variable. (i.e: AR-X model) . In the
> example code you have given, the list as constructed
>
> list[1] = 1; /* AR order */
> list[2] = 0; /* order of integration */
> list[3] = 1; /* MA order */
> list[4] = LISTSEP; /* separator */
> list[5] = 1; /* position of dependent variable in dataset */
>
Just add them as extra elements to the array of ints; if you add
list[6] = 14;
then, variable 14 of your dataset will be added to the model as an
explanatory variable; of course, you'll also have to modify the
array size and list[0] accordingly.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti