[Gretl-users] small conflict in multiplicative ARMA

Hello everybody (although this is specially directed to Jack and Allin) I was playing with the ARMA dialog box for seasonal models, and I found and small conflict with the names of the coeffients that gretl assigns in the output. If I estimate an AR(1)xAR(1)s : (in Latex) (1-\phi_1L)(1-\Phi_1L^s)Y_t=\epsilon_t with, for example, quarterly data, the model output reports the coefficients with names: varname(-1) and varname(-4) which is slightly confusing since the coeffients of the above multiplicative model are not directly associated to an specific lag of the dependent variable. Furthermore, if I estimate an AR(4)xAR(1)s, gretl gives an error, since following the rule, it has to assign the same name to the fourth AR(4) coefficient and the unique AR(1)s one. (I obtain: "memory fault error"). Exactly the same occurs with the MA part. So I suggest to change the name of the coeffients in the model output: as the literature is quite standard referring to these coefficients as \phi and \theta, we could use phi_1, phi_2 etc for the regular AR part, and sphi_1, sphi_2 etc (or Phi_1, Phi_2, ... with less characters) for the seasonal part; theta_1, theta_2, ... for the regular MA and stheta_1, stheta_2 ... for the seasonal MA. This change is not needed for a non-seasonal model, but could be adopted for maintaining homogeneity if you want. -- Ignacio Díaz-Emparanza Dpto. de Economía Aplicada III (Econometría y Estadística) UPV-EHU