Re: [Gretl-users] X12-ARMA failing
On Mon, 31 Mar 2014, GOO Creations wrote:
Thanks Allin for getting back to me on this.
I've now done it and it seems that the executable was found. I now get the
following errors:
/Couldn't read from '/home/visore/.gretl/x12arima/.est'//
//problem reading X-12-ARIMA model info//
/
The directory /home/visore/.gretl/x12arima exists, but there is no file .est.
I've tried creating an empty file named .est, but that didn't help either.
Should I manually write out the model to file, or does the gretl library
handle that for me?
The gretl library writes out an x12a input file based on your
specification in the arma() function. This file is named on the pattern
$HOME/.gretl/x12arima/vname.spc
where "vname" is the name of the dependent variable. The file vname.est is
output from x12a, which libgretl tries to read after calling x12a.
The fact that the missing file in your case is named ".est" (with no vname
part) suggests that your dependent variable is anonymous. That won't work,
the series must be named (that is, for a series with position i in the
dataset, dataset->varname[i] must be non-empty, and should be a valid
gretl identifier).
strcpy(dataset->varname[i], "foo"); // max 31 characters
Allin Cottrell