[Gretl-users] Speed comparison ARIMA Python Gretl

Hey all, during the last couple of days I had to use Python's popular 'statsmodels' package for estimating ARIMA type of models. Here is a comparison with gretl's built-in apparatus for those who are interested: https://github.com/atecon/benchmark_arima To summarize: 'In terms of speed, statsmodels is no competitor at all.' ;-) Let me add one thing: The computational heavy task is done in some kalman-function which calls cython code which is written in C. However, tt seems that there optimization algorithm is not well-programmed compared to what Jack and Allin (maybe Sven?) have implemented. Well done, guys! :-) Artur