Send Gretl-users mailing list submissions to
gretl-users@lists.wfu.edu
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.wfu.edu/mailman/listinfo/gretl-users
or, via email, send a message with subject or body 'help' to
gretl-users-request@lists.wfu.edu
You can reach the person managing the list at
gretl-users-owner@lists.wfu.edu
When replying, please edit your Subject line so it is more specific
than "Re: Contents of Gretl-users digest..."
Today's Topics:
1. Re: New plot for arma models (Clive Nicholas)
2. Re: New plot for arma models (Riccardo (Jack) Lucchetti)
3. Re: New plot for arma models (Allin Cottrell)
4. Re: New plot for arma models (Clive Nicholas)
5. Re: New plot for arma models (Riccardo (Jack) Lucchetti)
6. Re: New plot for arma models (Sven Schreiber)
----------------------------------------------------------------------
Message: 1
Date: Sun, 26 Mar 2017 20:43:41 +0100
From: Clive Nicholas <clivelists@googlemail.com>
To: r.lucchetti@univpm.it, Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] New plot for arma models
Message-ID:
<CAHs5aThatA_Dmq9oLkPixD4X=bheHtL6gnd=DrrTFrg6gKULEQ@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
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@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.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universit? Politecnica delle Marche
(formerly known as Universit? di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users