Greetings:
I just tried Gretl (1.8.0-cvs, for windows) out again and it's an amazing program!
It's very easy to use. I'm using the Arima modeling routine for arima and armax
models. I thought that Gretl could estimate transfer function noise models as well. But
Gretl won't allow me to add lagged dependant variables to the list of explanatary
variables in the Arima model screen. Am I doing something wrong? I was going to build
Gretl on Linux but rpm "said" I needed libgio. That doesn't appear in the
Gretl dependancies page at the sourceforge site. Does it need to be added seperately or is
it in the tar ball? I have an oldish version of Linux (Suse 10.3) that doesn't have
libgio.
thanks,
Bob