Hello.
I can't figure the following thing out myself (poor API documentation), what
the order of values in *const int *list *is in
MODEL <
http://gretl.sourceforge.net/API/gretl-libgretl.html#MODEL:CAPS>
arma (*const int *list*,
*const int *pqlags*,
*const double **Z*,
*const
DATAINFO <
http://gretl.sourceforge.net/API/gretl-libgretl.html#DATAINFO:CAPS>
*pdinfo*,
*gretlopt
<
http://gretl.sourceforge.net/API/gretl-libgretl.html#gretlopt> opt*,
*PRN
<
http://gretl.sourceforge.net/API/gretl-PRN.html#PRN:CAPS> *prn*);
I say, p is 2, q is 2 and d is 0, dependent variable is #2,
no exogenous regressors. list[0] - autogenerated, list[1] = 2, list[2] = 2,
list[3] = 2, right?
Besides, can you explain the meaning of fields in FITRESID structure?
Particularly, what is the forecast actually, FITRESID.double *actual
or FITRESID.double *fitted?
Thanks,
Makovtsev Vadim.