[Gretl-devel] 28512 arima results

Dear all, The topic name borrowed from Xavier Sala-i-Martin (I JUST RAN FOUR MILLION REGRESSIONS ) myfilem4em.zip contains auto_arima output with "-a" myfilem4em2.zip contains auto_arima output without "-a" 792 series: monthly economic M4 series In a previous message I wrote how to get this data set It is possible to look at the results and use more sophisticated script to obtain some auto-comparisons A sizable percentage of the series requires some transformations or large order arima to get rid of autocorrelation It is interesting to catch whether the percentage of different optimal IC models depends on whether the model is misspecified Oleh