Re: [Gretl-users] hansl function similar to armax?
On Mon, 19 May 2014, Tim Nall wrote:
Thanks, I see your point.
TMN
On Sun, May 18, 2014 at 9:52 PM, Sven Schreiber <svetosch(a)gmx.net> wrote:
> Am 18.05.2014 15:49, schrieb Tim Nall:
>> Is there a way to estimate the best ARIMA model within hansl? Granted
>> I could just generate a half dozen or so and compare selection
>> criteria, but is there a more elegant way? Tks
>
> Define "best".
Well, if you define "best" as the model which optimizes a chosen
information criterion, the gretl function package "armax" (by
Yi-Nung Yang) does that.
/Tools/Function packages/on server
Allin Cottrell