[Gretl-devel] ARIMA output
Hi,
simple script:
<hansl>
open australia.gdt
arima 2 0 0 ; PAU PUS(-1 to -2) IAU IUS 0 --conditional
</hansl>
Since we have ARIMA(2,0,0) model I would expect PAU_1 and PAU_2
variables but we have phi_1 and phi_2 (from autoregressive polynomial I
suppose). Is this correct?
Regards,
Marcin
--
Marcin Błażejowski