Re: [Gretl-users] ARMA bug?

Methinks I found a bug in ARMA. Copy/paste the following data into a gretl column (possibly pasting into Word and ALT-copying and pasting the column into Excel): 0.019 0.046 -0.16 0.328 0.077 0.408 -0.08 -0.166 -0.596 0.344 0.008 0.053 0.026 0.383 -0.196 -0.23 0.012 0.249 0.276 -0.881 0.089 0.742 -0.164 0.109 -0.006 0.2 0.115 0.718 0.138 -0.299 -0.009 (They are 2nd differences of car ownership per 100 people in Greece, from 1970 to 2000 appr.) Then try to run an ARMA(1,1): you get a dialog that "The convergence criterion is not met". Unfortunately, it is possible to fiddle with the convergence criterios (# of iterations) on the ARMA dialog box! Here comes worse. Try to estimate an ARMA(0,1) WITHOUT THE CONSTANT: you get an "out of memory error"! Incidentally, these estimate ok in Statgraphics 5.1. BTW thanks to all for your kind responses to my graph querry: - Peter (of Colorado), many thanks for your tip -- I would rather not go through the PNG format because unlike vector graphics it deteriorates when zoomed and is usually not accepted by research journals. - Jean, your appropriate reference to Gnumeric made me delve deeper into Excel 2003 (yuck!) only to find out that the reason I do not get the format confirmation dialog anymore is that Excel 2003 has now a separate menu (Data>Import External Data...) that imports other formats! Using that menu worked fine! Warmest regards to all, John University of Piraues Greece PS I am mailing a separate gretl file with the above data to Allin (I cannot attach files to the user forum address, can I?) _______________________________________________ Gretl-users mailing list Gretl-users(a)ricardo.ecn.wfu.edu http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users