Re: [Gretl-devel] a very strange case of arima (poor)convergence

Current scaling factor makes mean ~10 with 1 196 sample mean is ~10^-8 Hence, scaling factor ~10^18 provided sd was about 1 it will be huge and x1 and x2 becomes practically constants=> zero caeffs Use --x-12-arima add 1, 10, 10^5 to dep var and compare results --x-12-arima definitely use shifting a good variant to use  (y-mean(y))+1 and then restore const in terms of original y also desirable to standardize each x and then restore everything in terms of original variables Note that all z-statistics but for the one at const are invariant Oleh PS I do not know what do do with missing constant yet 28 жовтня 2018, 14:41:50, від "Allin Cottrell" <cottrell(a)wfu.edu&gt;: On Sun, 28 Oct 2018, Riccardo (Jack) Lucchetti wrote: Hmm, excluding the last 6 observations makes a huge difference to the scaling factor applied to diff_series. I'll take a closer look when I get time later today. Allin _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel