Re: [Gretl-users] New plot for arma models
Am 26.03.2017 um 12:00 schrieb Riccardo (Jack) Lucchetti:
In the current git version and snapshots, we have a new diagnostic
plot,
which IMHO is rather nice: after estimating an arima model, you get a
comparison of the sample periodogram vs the spectrum implied by the
model estimates.
When you say "sample periodogram", I guess you're using the smoothed
periodogram? (As the raw periodogram isn't a consistent estimator.)
thanks,
sven