Re: [Gretl-users] hansl function similar to armax?

I wasn't sure if armax could be accessed via hansl.... Moreover, and slightly off-point, armax might be improved by having its function calls preceded by "catch" logic, since it crashes frequently. I wrote something in gretl/python that duplicates the basic functionality of armax. Mine and armax crash at the same points -- something about being "unable to compute the Hessian", according to my very flawed memory -- but the error can be caught and the next iteration typically works just fine. I don't know if that's meaningful info or not. I don't know whether continuing on after a crash is a menangful thing to do. Anyhow, thanks. TMN On Mon, May 19, 2014 at 11:07 AM, Allin Cottrell <cottrell(a)wfu.edu&gt; wrote: > On Mon, 19 May 2014, Tim Nall wrote: > >> Thanks, I see your point. >> TMN >> >> On Sun, May 18, 2014 at 9:52 PM, Sven Schreiber <svetosch(a)gmx.net&gt; wrote: >>> Am 18.05.2014 15:49, schrieb Tim Nall: >>>> Is there a way to estimate the best ARIMA model within hansl? Granted >>>> I could just generate a half dozen or so and compare selection >>>> criteria, but is there a more elegant way? Tks >>> >>> Define "best". > > Well, if you define "best" as the model which optimizes a chosen > information criterion, the gretl function package "armax" (by > Yi-Nung Yang) does that. > > /Tools/Function packages/on server > > Allin Cottrell > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan