Re: [Gretl-devel] arima: can not catch how it works now
On Sun, 11 Nov 2018, oleg_komashko(a)ukr.net wrote:
> I've just adjusted the first test to abs(mean(y)) > 200
Dear Allin,
1) Do you have examples when doing transformation is
worse than not doing?
No, I haven't tested for that. I think I've mentioned before, the
conditionality for standardizing is in the function maybe_set_yscale()
in plugin/arma_init.c. You may wish to try experimenting with that and
see what recommendation you come up with.
[...]
As for me, I'd prefer a new (standard) option, say --transf-y,
or so to force the transformation
Could do, but I think we'd be better to try to figure out what is
optimal rather than proliferating options.
Allin