I would like to generate an arma dataset using libgretl which is same as
the datase created by below code:
setobs 7 2006/06/02
series a = normal()
series z = 0
z = 0.4*z(-1) + 0.40*z(-2) + a + 0.5*a(-1) + 0.6*a(-2)
z1 = z-mean(z)
z2 = z/sd(z)
z3 = (z-mean(z))/sd(z)
I have started with DATASET *dset = create_new_dataset(3, 2000, 0); and
don't know how to move further. Is there any sample code for data series
generation like above? can anyone help?
Thanks in advance.