Date: Fri, 4 Mar 2011 18:44:24 -0500 (EST)
From: Allin Cottrell <cottrell@wfu.edu>
Subject: Re: [Gretl-users] ARIMA(0,0,1)(0,0,1) forecasts
To: Gretl list <gretl-users@lists.wfu.edu>
Message-ID: <Pine.A41.4.58.1103041841360.192740@f1n11.sp2net.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII

On Fri, 4 Mar 2011, Allin Cottrell wrote:

> On Fri, 4 Mar 2011, & $ wrote:
>
> >  I'm having trouble understanding the way that Gretl computes
> > forecasts for ARIMA(0,0,1)(0,0,1) models...

> OK, I think I have found the problem, and there's a fix in CVS and
> the current snapshots for Windows and OS X. Please test and see if
> it now appears to be right.

Thanks Allin,

I downloaded the Windows snapshot and it computes seasonal ARIMA forecasts as expected.

I tried the ARIMA(0,0,1)(0,0,1) and a range of other seasonal ARIMA specifications and all the forecasts
matched those that I computed in a spreadsheet.

Thanks again,
Chris.