I didn't mean for my verdict to be humiliating
I it was
just poorly selected English word
I meant I was disappointed to see results
of the first script and didn't mean to
characterize intentions.
I was disappointed since I forgot to
insert smpl 1 194 into the first code (with my_arima)
With smpl 1 194 mean(diff_series) is O(10^-18)
and everything looks quite different
--x-12-arima comparison showed that
my transformations do actually nothing to
--x-12-arima estimation results
In my opinion this is an evidence that they
do something similar
Actually I have thought they did, analysing
the behavior of their estimates and based on
this conjecture I proposed the transformations
Oleh
1 листопада 2018, 00:04:18, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Wed, 31 Oct 2018, oleg_komashko(a)ukr.net wrote:
Dear Allin,
It seems that Riccardo implemented recently
not the same thing I proposed
So attached is arma_1() function which
realizes:
for y: (y-mean(y))/sd(y) + 1
for every x if any:
(x-mean(x))/sd(x)
In the sample the transformations applied twice:
for libgretl and for x-13
Hence 3 comparisons:
libretl based transformed and original libgretl
x-13 based transformed and original x-13
libretl based transformed and original x-13
Hopefully, this time your verdict would be
less humiliating
Thanks, Oleh. I didn't mean for my verdict to be humiliating, but
anyway... you have clearly shown that standardizing any exogenous
variables and "standardize plus 1" for the dependent can help
quite a bit in case of tricky data.
I'll follow up on this when I get some time.
Allin
_______________________________________________
Gretl-devel mailing list
Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel