On Mon, 16 Feb 2009, constantine wrote:
I 've finally started the translation of gretl into greek.
It's
something I have been willing to do since some years before...
Sounds good, thanks!
In other statistical software, such as Eviews, it is possible to
regress a model with the Least Squares method, assuming that the
residuals follow an AR(q) process.
For example the resulting regression is something like
y = 1.2154 + 0.2215 x + 0.251 AR(1)
How is it possible to do the same in gretl?
Take a look at the commands ar, ar1, and arima. You can also use
nls if you prefer.
Allin Cottrell