Re: [Gretl-devel] ARMA developments

On Sun, 29 Apr 2018, Sven Schreiber wrote: > Am 29.04.2018 um 21:10 schrieb Allin Cottrell: > >> up with what I think is now the fastest ARMA around (faster than >> x12a/x13a, and much faster than R's arima()). > > So aim to replace the external X13? Not entirely seriously, but why > actually not? Well, I'd say it's still worth keeping X13 as an optional alternative. It's reasonably fast, and since it uses a quite different algorithm (IGLS) it may show up the odd case where our native code misses the MLE. I used X13 as a baseline in my testing of our new code and it would be a pain to have to do that sort of thing externally rather than just via the convenient "-x" option to our "arma" command.