On Wed, 5 Mar 2008, Allin Cottrell wrote:
On Wed, 5 Mar 2008, Thomas La Bone wrote:
> In this example an AR(2) dataset is simulated. I do not have a
> lot of experience with the Gretl language and it is not clear to
> me how to generate an MA dataset. Can someone suggest the
> appropriate commands needed to generate an MA(2) dataset, for
> example.
After the preamble,
nulldata 500
setobs 1 1 --special
The language is pretty much transparent:
series e = normal()
series MA2 = e + .4*e(-1) + .1*e(-2)
See also the "Cheat sheet" chapter in the user's guide.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti