[Gretl-users] How to use the First Principal Component in PCA as an Index

Date: Sun, 31 Oct 2010 22:05:05 -0400 From: cottrell(a)wfu.edu To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Recursive processes: On Sun, 31 Oct 2010, Eloy A. Fisher Hogan wrote: > Hello everyone, I trying to migrate from Eviews to GRETL so > perhaps this is noob question - how can we state recursive > processes in GRETL? > I generate the nulldata 200 and create a random et using > randgen, I try to use the ARMA functionality but it doesn't > recognize the 0.8 coefficient, when I try to estimate yt I run > into problems. In E-views the code is: > > smpl @first @last > series e=nrnd > smpl @first @first > series y = 0 > smpl @first+1 @last > series y = .8*y(-1)+e It's very similar in gretl: nulldata 200 series e = normal() series y = 0 y = .8*y(-1) + e Alternatively, there's the filter() function. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users