Re: [Gretl-users] small conflict in multiplicative ARMA
On Thu, 16 Feb 2006, Riccardo Jack Lucchetti wrote:
I think that, with gretl as-is, the seasonal AR operator just
sticks the s-lagged dependent variable into the conditional mean
specification, which of course is not right from [Ignacio's]
viewpoint.
Yes, I can confirm that is the current state of things. Looks like
this needs some work.
Allin.