Dear all:
Allin Cottrell, thank you.
When I choose the options of Model/Time series/ARIMA/Using X-12-ARIMA to run the X-12-ARIMA model,
are the explanatory variables such as as number of working days,day of week effects, length of month etc inclued already?
If they are included automatically,
maybe there should be differences between native-gretl and X-12-ARIMA.
This question still puzzles me?
Thanks a lot