Re: [Gretl-users] Hello Group, On Shaza and other toos
On Thu, 20 Jul 2006, Allan_Bart(a)ibi.com wrote:
What is the expected level of capabillity of Gretl in the area
of times series analysis lets say in a year??
What we have already:
* Proper handling for numerous data frequencies: decennial,
annual, quarterly, monthly, weekly, daily (5-, 6- or 7-day) and
hourly).
* Easy and high-quality time series graphs, individual or
multiple.
* Various GLS methods for models with autoregresive errors
(Cochrane-Orcutt, generalized Cochrane-Orcutt, Hildreth-Lu,
Prais-Winsten).
* ARCH and GARCH.
* VARs and VECMs.
* ARIMA, including seasonal ARIMA, with a choice of estimation
method.
* Filters: Hodrick-Prescott and Baxter-King (command mode only,
no GUI yet).
* Correlogram and spectrum.
* Breusch-Godfrey autocorrelation test.
* Unit root tests: Dickey-Fuller and KPSS.
What might be added in the next year, depending on how
priorities work out:
* More advanced hypothesis testing for VECMs.
* Structural VARs
* GUI interface for time-series filters
* Your requests here
Allin Cottrell