Para: Gretl list <gretl-users@lists.wfu.edu>
De: Allin Cottrell
Enviado por: gretl-users-bounces@lists.wfu.edu
Data: 02/10/2014 12:43
Assunto: Re: [Gretl-users] ARIMA forecast (very) strange behavior

On Tue, 30 Sep 2014, henrique.andrade@bb.com.br wrote:

> Please take a look at the following (very simple) script:
>
> <hansl>
> open "Exemplo.gdt"
>
> smpl 2004:10 2011:10
>
> arima 0 0 1 ; 1 0 0 ; ipc_dive_m --x-12-arima
> fcast 2011:11 2011:11
>
> <hansl>
>
> It gives me infinite values for the sum of squared residuals and a very
> strange behaviour of the forecasted value [...]

This is now fixed in CVS and snapshots.

Allin Cottrell
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