Hi,

I would like to generate an arma dataset using libgretl which is same as the datase created by below code:

nulldata 2000

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.

Regards,

Sanzad