[Gretl-users] Re: ARIMA on log transformed data

Thanks for the reply. The problem is that I need the funcionality of forecast menu of the program like UCL, LCL in a "good" plot. In some packages, like SPSS the re-transformation is given from the software and is supposed that the log model iw evaluated along with the non-log models. Στις Κυριακή 5 Ιανουαρίου 2025 στις 03:49:17 π.μ. EET, ο χρήστης Brian Revell <bjr.newmail(a)gmail.com&gt; έγραψε: Take the antilog of the log{y}=z transformed actual and fitted or forecast values from the ARIMA model, which if in natural logs will  be EXP(z). On Sat, 4 Jan 2025, 23:59 Cottrell, Allin, <cottrell(a)wfu.edu&gt; wrote: On Sat, Jan 4, 2025 at 2:55 PM <dbrilakis(a)yahoo.gr&gt; wrote: There's a standard means of converting from a forecast or fitted value of log(y) to that of y itself, if the error term is reckoned to be normal, plus some variations on the theme. Dave Giles has quite a nice discussion of the point: see https://davegiles.blogspot.com/2014/12/s.html Allin Cottrell _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/