Re: [Gretl-users] Help with ARMA and forecasts in libgretl
On Mon, 18 Jul 2011, Riccardo (Jack) Lucchetti wrote:
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.
When looking at the help for a command such as arima, note
that the ";" which separates sub-lists translates into the
LISTSEP macro in C. For an ARIMA(2,0,2) model with dependent
variable #2 in the dataset, the list would be
int list[] = { 5, 2, 0, 2, LISTSEP, 2 };
Allin Cottrell