[Gretl-users] New plot for arma models

In the current git version and snapshots, we have a new diagnostic plot, which IMHO is rather nice: after estimating an arima model, you get a comparison of the sample periodogram vs the spectrum implied by the model estimates. For example, try this: <script> clear open fedstl.bin data houstnsa series y = 100*sdiff(ln(houstnsa)) arma 2 2 ; y --window </hansl> In the "Graphs" menu of the model window you should now have a new item, called "Spectrum vs sample periodogram", that should (hopefully) produce a nice plot comparing the two. Please test. Comments, as usual, welcome. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------