Allin (and friends),
for a person like me, who works mainly with time series the native code for
the ARMA estimation is very wellcome, but would it be very difficult to do it
slightly more general? In particular I would like to have:
- Multiplicative seasonal models ( you can use a dialog box similar to the one
in the tramo/seats plugin)
- External regressors (explanatory variables) added to the ARIMA equation. (So
we may consider the estimation of intervention models).
Thanks in advance,
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
http://www.bl.ehu.es/~etpdihei/