Re: [Gretl-users] Help with time-series analysis using ARIMA models in GRETL
Thank you all for providing excellent pointers!
I will be trying out some of the techniques and will surely post anything I learn from
it.
Jeevan
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Ignacio Diaz-Emparanza
Sent: Wednesday, September 28, 2011 4:48 AM
To: Gretl list
Subject: Re: [Gretl-users] Help with time-series analysis using ARIMA models in GRETL
El 28/09/11 13:17, Ignacio Diaz-Emparanza escribió:
printf "ARIMA(%1.0f, %1.0f, %1.0f)X(%1.0f, %1.0f, %1.0f)
with
BIC=%f\n", p, d, q, P, D, Q, mmbic
print "+++++++++++++++++++++++++++++++++++++++++++++"
return morder
end function
# ------------ main -------------------------
open bjg.gdt
Y=diff(lg)
Y=sdiff(Y)
series ruhat
matrix X = Rautoarima(Y,&ruhat)
</hansl>
Sorry, the line beginning with BIC=% correspond to the end of the
previous one and the diff and sdiff commands are not needed, you may run
matrix X = Rautoarima(lg,&ruhat) and the procedure determines the
differences.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
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