Re: [Gretl-users] ARIMA forecast (very) strange behavior
On Tue, 30 Sep 2014, henrique.andrade(a)bb.com.br wrote:
Please take a look at the following (very simple) script:
<hansl>
open "Exemplo.gdt"
smpl 2004:10 2011:10
arima 0 0 1 ; 1 0 0 ; ipc_dive_m --x-12-arima
fcast 2011:11 2011:11
<hansl>
It gives me infinite values for the sum of squared residuals and a very
strange behaviour of the forecasted value [...]
This is now fixed in CVS and snapshots.
Allin Cottrell