Re: [Gretl-users] Applying an ARIMA Model
On Tue, Sep 1, 2009 at 9:44 AM, Sven Schreiber<svetosch(a)gmx.net> wrote:
> In a gretl script, there's no limit to the extent to which
you can
> use an existing model as the basis for a new one. Just copy,
> paste and edit.
Actually, I thought that what Oliver had in mind when he spoke of a
model was the estimated coefficients as well, not "just" the general
specification. Then it wouldn't be so easy I guess, because a saved
model in gretl terms is tied to the used data sample as well, right?
But maybe I didn't understand him correctly...
Yes, you are correct. With RapidMiner for example your saved model is
ready to use with any new data of the same type the model was created
with. It works like a blackbox that is feeded with data and magically
spits out the corresponding estimation (e.g. the class for
classification tasks or the number value for regression tasks). The
model stores all its coefficients, so you don't have to do anything
other than to say "apply my ready-to-use model on this and that data".
The thing in gretl is, if i want to see how my estimated (on series A)
model performs on series B, i don't know how to actually do this
without fitting the model again, since i believe what Sven wrote: "a
saved model in gretl terms is tied to the used data sample as well".
Please correct me, if i'm wrong. :-)
--
Oliver