On Fri, 23 Oct 2015, Data Analytics Corp. wrote:
Hi Allin,
Thanks. I understand the Delta y = error so there's nothing to estimate, yet
other programs (JMP) does this. Anyway, I'll try what you suggested.
I suppose it's arguable that arima should support the null model as
a special case, but as things stand gretl's model-printing apparatus
is set up on the assumption that there's at least one parameter
estimate to show.
Here's perhaps a simpler approach:
series fcerr = y - y(-1)
summary fcerr
gnuplot fcerr --time-series --with-lines --output=display
Or in GUI mode:
* select the variable of interest
* choose /Add/First differences...
* select the difference and right click: look at Summary
statistics, Time series plot, Correlogram, or whatever
you fancy.
Allin Cottrell