On Tue, 6 Nov 2018, Allin Cottrell wrote: > On Tue, 6 Nov 2018, oleg_komashko@ukr.net wrote: > >> Dear all, >> On viewing $model bundle content >> ainfo is indicated as list while it >> looks like 1X9 matrix, a kind of >> {p,q,P,Q,x5,x6,d,D,$pd} >> I have always obtained x5=p,x6=q >> It seems, it should be indicated as a matrix >> Also, what are x5 and x6? > > I guess it should be set as a matrix, though it's all just integers. x5 and > x6 are, respectively, the numbers of non-seasonal AR and MA coefficients, np > and nq. These numbers will equal p and q (the maximum non-seasonal AR and MA > lags) unless the specification is "gappy". For example, if the AR spec is > given as {1,4} we'd have p = 4 but np = 2. "ainfo" now appears as a matrix in the $model bundle after arma estimation. In addition, the roots now appear as a matrix under the name "roots". At present this is an old-style representation of a complex matrix, with real part in column 1 and imaginary part in column 2. Allin _______________________________________________ Gretl-devel mailing list Gretl-devel@lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-devel