Re: [Gretl-devel] libgretl arma
Hello Mr Cottrell,
Thank you for your help ! II am so grateful to you. I have one more
additional question:How do i need to construct the parameter list of arma
if i want to add an independent variable. (i.e: AR-X model) . In the
example code you have given, the list as constructed
list[1] = 1; /* AR order */
list[2] = 0; /* order of integration */
list[3] = 1; /* MA order */
list[4] = LISTSEP; /* separator */
list[5] = 1; /* position of dependent variable in dataset */
2012/2/8 Allin Cottrell <cottrell(a)wfu.edu>
On Wed, 8 Feb 2012, Emrah Samdan wrote:
I am a newbie for this mail list. Sorry, if i ask something not suitable.
> I have been trying to use libgretl api to make estimations using arma
> models, I have made the libgretl read my datafile. However, when i call
> arma function like this:
> ArmaModel = arma(list,NULL,dset,OPT_N,prn) ; it gives the error arma.so:
> cannot open shared object file: No such file or directory.
> I have execute sudo ldconfig /usr/local/lib/gretl-gtk2/ to add arma.so
> .But
> it didn't fix my problem.
>
> Do you have any solution to this ?
>
See
http://gretl.sourceforge.net/**API/new/gretl/gretl-Plugins.**html<http...
You should do:
gretl_setenv("GRETL_PLUGIN_**PATH", "/usr/local/lib/gretl-gtk2/");
to tell libgretl where to find the plugins.
Additionally, is there any place where some example code resides. I
> desperately need some example code for especially arma model. ?
>
I'm attaching a simple example.
Allin Cottrell
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Emrah Samdan
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