I am working on a research project with a professor of mine and I am trying to model the program we have written with GRETL. By that I mean I want to see if GRETL has all the same functionality and see if our numbers match up reasonably well.<div>
<br></div><div>The feature list I am trying to emulate is as follows.</div><div><br></div><div><ol><li>Box &amp; Jenkins for PACF</li><li>Least Squares PACF from Box and Jenkins</li><li>Thetas for MA using Innovation Algorithm</li>
<li>AIC - Pena</li><li>BIC - Brock</li><li>SIC - Shum</li><li>AIC checking AR(p) Brockwell</li><li>Differencing</li><li>Yule Walker initial estimate </li><li>ARMA using Innovation Algorithm</li></ol>I have found some of the equivalents through playing around with the program. There are also several repeats of the functions that I omitted. Thanks for your time:) <br>
<br>-- <br>Josiah<br>
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