Re: [Gretl-users] X-12-ARIMA FILTER
On Fri, 7 May 2010, Sebastian Fux wrote:
I have installed the X-12-ARIMA filter and changed the path names in
Gretl
so that this should be ok. When I would like to run the X-12ARIMA I always
get the following error message:
'Couldn't open C:\Users\Smith
Peter\AppData\Roaming\gretl\x12arima\USOPRI04H.d11'
In X-12-ARIMA the suffix ".d11" is used for the seasonally
adjusted output. It seems that x12a has not produced this output.
This may happen (if I remember correctly) if the series has no
seasonal component.
You could check that the x12a installation is working correctly by
selecting a clearly seasonal series for analysis, for example
"QNC" from the Ramanathan dataset data9-7, which is supplied with
gretl.
Allin Cottrell