Re: [Gretl-users] Estimation of ARIMA

I put monthly data from 1980M1 to 1990M12. I set the data range from 1980M6 to 1990M12. When estimating ARIMA(3,0,0), data from 1980M3 to 1980M5 would be included. Question: Data from 1980M3 to 1980M5 is included for what? (both under exact maximum likelihood and conditional maximum likelihood ) Would Data of 1980M3, 1980M4, and 1980M5 be used to estimate the parameters of ARIMA(3,0,0) ? Would Data of 1980M3, 1980M4, and 1980M5 be used to generate the predictor of 1980M6 (also 1980M7 and 1980M8)? Would Data of 1980M3, 1980M4, and 1980M5 be used to Q test of ARIMA(3,0,0)? Would Data of 1980M3, 1980M4, and 1980M5 be used to gain AIC value? p.s. Is data from 1980M1 to 1980 M2 included for any reason above? Thanks a lot _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users