Re: [Gretl-devel] ARMA developments

On Mon, 30 Apr 2018, Sven Schreiber wrote: > But I tend to think there must be a more elegant and/or more efficient > way? I believe this is as efficient as you can get. <hansl> open fedstl.bin data unrate p = 3 q = 2 arma p q ; unrate m = $coeff[1] phi = $coeff[2:p+1] theta = $coeff[p+2:p+q+1] s = $sigma x = m + filter(s*normal(), 1|theta, phi) arma p q ; x </hansl>