Re: [Gretl-users] Help with ARMA and forecasts in libgretl
On Mon, 18 Jul 2011, Вадим Марковцев wrote:
Hello. I can't figure the following thing out myself (poor API
documentation), what the order of values in const int *list is in
MODEL arma (const int *list, const int *pqlags, const double **Z, const
DATAINFO *pdinfo, gretlopt opt, PRN *prn);
I say, p is 2, q is 2 and d is 0, dependent variable is #2,
no exogenous regressors. list[0] - autogenerated, list[1] = 2, list[2] =
2, list[3] = 2, right?
Not really. The "list" parameter is an array of integers which can have
various formats. You may want to have a look at the help for the "arima"
command and at the function "arma_check_list" in plugins/arma_common.c.
Besides, can you explain the meaning of fields in FITRESID structure?
Particularly, what is the forecast actually, FITRESID.double *actual
or FITRESID.double *fitted?
actual = real data
fitted = forecast
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti