Re: [Gretl-devel] a small issue with $model.ainfo for arima
On Tue, 6 Nov 2018, oleg_komashko(a)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.
Allin