Re: [Gretl-users] New plot for arma models

Confirmed on my Linux Mint 18.3 system after updating to 2017a. Very good work, Jack! C On 26 March 2017 at 11:00, Riccardo (Jack) Lucchetti < r.lucchetti(a)univpm.it&gt; wrote: > In the current git version and snapshots, we have a new diagnostic plot, > which IMHO is rather nice: after estimating an arima model, you get a > comparison of the sample periodogram vs the spectrum implied by the model > estimates. For example, try this: > > <script> > clear > open fedstl.bin > data houstnsa > series y = 100*sdiff(ln(houstnsa)) > arma 2 2 ; y --window > </hansl> > > In the "Graphs" menu of the model window you should now have a new item, > called "Spectrum vs sample periodogram", that should (hopefully) produce a > nice plot comparing the two. > > Please test. Comments, as usual, welcome. > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Università Politecnica delle Marche > (formerly known as Università di Ancona) > > r.lucchetti(a)univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > ------------------------------------------------------- > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- Clive Nicholas "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users