Re: [Gretl-users] Scaled Frequency in Periodogram
In this example an AR(2) dataset is simulated. I do not have a lot of
experience with the Gretl language and it is not clear to me how to
generate an MA dataset. Can someone suggest the appropriate commands
needed to generate an MA(2) dataset, for example. Thanks
Tom
Riccardo (Jack) Lucchetti wrote:
On Mon, 3 Mar 2008, Thomas La Bone wrote:
> Yes, that seems to be what Gretl is doing. Thanks. The next question
> is why? What is the advantage of scaling the frequency in this way?
If you have a time series with a marked cycle, a peak in the spectrum at
a specified "scaled frequency" tells you how many cycles you're likely
to observe in the data. Nice to have. Try this:
nulldata 150
setobs 1 1 --special
set seed 12345
e = normal()
series y = 0
y = 1.5*y(-1) - 0.8*y(-2) + e
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Universit` Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
------------------------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users