Re: [Gretl-users] AR(I)MA on hourly data

First of all, thanks for the quick answer! Great support. Let me just put the X-12-ARIMA and TRAMO/SEATS question in another way: Ok, monthly and quarterly is possible, daily maybe after revisiting gretl code. But am I right that both programs cannot handle hourly values at all? I thought that their seasonal adjustment algorithms just work for something more aggregated than hourly values. Correct? I tried to use TSW on a small subset of my data but already failed on specifying the periods in the data file. Again, thanks in advance for answer. :-) On Thu, Jul 23, 2009 at 12:03 AM, Allin Cottrell&lt;cottrell(a)wfu.edu&gt; wrote: > On Wed, 22 Jul 2009, Oliver Heering wrote: > >> i'd like to fit an ARMA or ARIMA model to hourly timeseries data. As i >> see monthly or quarterly timeseries in examples most of the time, some >> questions arise: >> >> My data summary: >> Type of data: time series >> Frequency: hourly >> Range: 1:01 - 3325:24 (n = 79800) <- yes, a lot i assume? >> >> - is there any possibility to use special labels for my values? I >> imported the timeseries from CSV files which had a timestamp for each >> value. gretl extracted these strings and stored them in >> string_table.txt. How can i use these strings for example in plots? >> Having only 3456:23 as label isn't much of a help, "2006-04-02 >> 15:00:00" would be much better. What is the string_table.txt for? >> Haven't found any clue in the docs. > > Hello Oliver, > > The string table is really meant for string variables, such as are > found in some datasets, rather than for observation identifiers. > (There's a short discussion in cjapter 4 of the User's Guide, > section "Common points on imported data".) > > If your CSV file contains timestamps you could add them as "case > markers": /Data/Add case markers.  However this won't work at > present to encode something like "2006-04-02 15:00:00", even if > you dropped the redundant trailing ":00:00", since gretl displays > only 8 characters of such markers.  That's probably something we > should revisit. > >> - I know about X-12-ARIMA and TRAMO/SEATS integration and i also know >> about their limitation of about 720/600 values. Is it true that both >> programs only work for monthly timeseries? > > Quarterly is OK too.  I'm pretty sure the programs can handle > ARIMA on daily data, but gretl is not set up to pass them the > right commands to do so.  Again maybe something to revisit. > >> - why can't i compact my data with gretl? hourly -> daily -> weekly -> >> monthly... even daily data cannot be compacted AFAIR. > > hourly -> daily would be easy, and daily -> monthly also, provided > we had correct calendar dates for the daily data.  There hasn't > been any demand for this to date, but it's something we could add. > Weeks are a mess to handle. > >> - a general question: can i resize the plots that gretl produces >> (aspect-ratio changes for example)? or do i have to: 1. save the plot >> as icon  2. copy over the plot commands to gnuplot  3. edit size of >> plot manually by issuing "set term ..." (i want to store the plot as >> file) > > No, gretl doesn't support resizing the plots it produces, you'd > have to do that via gnuplot commands. > > Allin Cottrell > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- mfg, Oliver _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users