Re: [Gretl-users] Scaled Frequency in Periodogram
On Wed, 5 Mar 2008, Thomas La Bone wrote:
In this example an AR(2) dataset is simulated. I do not have a
lot of experience with the Gretl language and it is not clear to
me how to generate an MA dataset. Can someone suggest the
appropriate commands needed to generate an MA(2) dataset, for
example.
After the preamble,
nulldata 500
setobs 1 1 --special
The language is pretty much transparent:
series e = normal()
series MA2 = e + .4*e(-1) + .1*e(-2)
Allin Cottrell