Confirmed on my Linux Mint 18.3 system after updating to 2017a.Very good work, Jack!COn 26 March 2017 at 11:00, Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it> 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.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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