Re: [Gretl-devel] Getting ACF/PACF/XCF as a matrix
On Tue, 3 Feb 2009, Riccardo (Jack) Lucchetti wrote:
On Tue, 3 Feb 2009, Allin Cottrell wrote:
> On second thoughts, I'm coming round to the idea of a single
> function. What about this:
>
> corrgm(series y, scalar p) ->
> p x 2 matrix with ACF and PACF, like the corrgm command
>
> corrgm(series y1, series y2, scalar p) ->
> p x 1 matrix with cross-correlogram
I take it you mean 2*p+1 here
Oops, yes.
> We could accept column vectors in place of series.
No proper matrices, then, right?
Well... the semantics of accepting a general matrix for the first
variant are reasonably predictable: the column-wise concatenation
of the individual results (ACF1, PACF1, ACF2, PACF2, ...), but for
the second variant they'd be somewhat obscure. And if we were to
restrict the general matrix option to the first variant that would
be an instance of the sort of overloading of which I'm wary
(convoluted help entry required). But I'm open to persuasion. I
won't start work on this till we have something acceptably close
to a consensus.
Allin.