Re: [Gretl-devel] libgretl arma
On Thu, 9 Feb 2012, Emrah Samdan wrote:
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 */
list = gretl_list_new(6);
Then as before, but add
list[6] = <position of independent var>;
Allin Cottrell