> 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

On Wed, 31 Oct 2018, oleg_komashko@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

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