Re: [Gretl-users] Changing the limits of the ARMA estimation
However, I'm a little wary of the numerical problems that might
arise if you
tried to estimate a monster such as, for example, an ARMA(25,30). What would
you think is an upper limit we shouldn't exceed in any case?
Sorry, I just realised the monster is excluded anyway by the other checks we
have.
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona