Re: [Gretl-users] small conflict in multiplicative ARMA
On Thu, 16 Feb 2006, Riccardo Jack Lucchetti wrote:
Ignacio, you're 100% right. Allin, I have a couple of ideas on
how
to modify the code. Before I start, though, I'd like to ask
everybody if they would object to having seasonal AR/MA parts like
an "on/off switch" rather than specifying an order. That would
make for much cleaner code; we wouldn't have the option of a
seasonal stucture like (1 - \Phi_1 L^s - \Phi_2 L^{2s}). It can be
done, but the code would come out much uglier (unless Allin has a
brilliant programming solution --- not unlikely).
One quick observation. If you use the x-12-arima option with arma
in gretl, you'll get the correct multiplicative model. At present
that will still have the problem of naming of coefficients, noted by
Ignacio, if the non-seasonal order is long enough to "bump into" the
seasonal component. But that issue should be quickly fixable.
As a temporary measure, I can fix the naming issue and perhaps
arrange that when mixed seasonal/non-seasonal arma is specified, we
just use x-12-arima.
Allin.