Re: [Gretl-devel] arima: can not catch how it works now

Dear Allin, 1) Do you have examples when doing transformation is worse than not doing? 2) The cases I cited earlier for transformation were from just intuition: I have found them at the very first try. This way means I have not find all cases for transformation pop is strongly trended: for such variables mean/sd ratio is not very meaninful The situation with inadequate lnl and larege gradient norm at converging, and bad z-statistics are much more common then non-convergence The script attached illustrate it It should be run before last changes Ad hoc setting area from non-transformation is a solution up to I would send a new counter-example As for me, I'd prefer a new (standard) option, say --transf-y, or so to force the transformation Also, bad z-tatistics without --stdx starts in not exotic cases Oleh 11 листопада 2018, 18:26:03, від "Allin Cottrell" <cottrell(a)wfu.edu&gt;: On Sat, 10 Nov 2018, oleg_komashko(a)ukr.net wrote: The scaling is indeed "standardize(y) + 1", but as things stand we don't apply it in all cases. The criterion for doing so has been: abs(mean(y)) > 250 || abs(mean(y)) < 0.01 || sd(y)/abs(mean(y)) < 0.01 In git, I've just adjusted the first test to abs(mean(y)) > 200, which catches the "pop" case. Allin