Re: [Gretl-users] Bugs in ARIMA
On Sat, 21 May 2011, Bülent Miran wrote:
Dear Allin,
During my ARIMA modellings, I encountered several bugs. For example when I got a trial
with certain p and q parameters, I couldn't find the ARIMA estimation with those
parameters. Sometimes
I used the clear button to clean the previous model's parameters, but the new ARIMA
estimation was presented with previous model's parameters.
It may be a bug, or not. Perhaps the algorithm just failed to converge.
Could you send your data so that I can replicate your problem?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti