Re: [Gretl-devel] arima libretl/-x-12 contradicting results with no estimation

likely to bump up against History: to test auto_arima from lagreg I applied it for every series in greene5_1.gdt (non-percentage variables were transformed to logs) One difference between libgretl and --x-12... is in that for models for which nothing estimated arima 0 d 0; 0 D 0; y --nc, where d+D>=0 --x-12... outputs lnl and ICs while libgretl does not I inserted lnl and ICs manually for arima 0 d 0; y --nc (d>=1) Immediately after that for log(pop) (pop=population) best model became (0 2 0) That was the first file with macro variables tested! After that I started to write out lnl for arima 0 0 0; 0 1 0 and noticed the difference Oleh 6 листопада 2018, 00:03:28, від "Allin Cottrell" <cottrell(a)wfu.edu&gt;: On Mon, 5 Nov 2018, oleg_komashko(a)ukr.net wrote: Namely, that gretl's "arma" with --x-12-arima option was not working right in the case of (a) seasonal integration, but (b) no AR, MA or regression parameters (even a constant) estimated. (That is, only the variance of the series in question is being estimated.) That's now fixed in git. I don't suppose it's a case that users are likely to bump up against, but anyway we now have it right. Allin _______________________________________________ Gretl-devel mailing list Gretl-devel(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel