On Sun, 23 Feb 2014, Salvador Rodriguez wrote:

> Thanks for taking the time to answer! has clarified the big question I had,
> have any recommendations of software which allows to generate a series
> arima model for weekly data?

There's no problem with estimating an ARIMA model on weekly data in
gretl, and you can even have a "seasonal" component (though
estimation may take a while). It's just that there's no standard
way of carrying out seasonal adjustment of weekly series.

Allin Cottrell

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