Re: [Gretl-users] hansl function similar to armax?
I wasn't sure if armax could be accessed via hansl.... Moreover,
and slightly off-point, armax might be improved by having its
function calls preceded by "catch" logic, since it crashes frequently.
I wrote something in gretl/python that duplicates the basic
functionality of armax. Mine and armax crash at the same points --
something about being "unable to compute the Hessian", according to my
very flawed memory -- but the error can be caught and the next
iteration typically works just fine. I don't know if that's meaningful
info or not. I don't know whether continuing on after a crash is a
menangful thing to do.
Anyhow, thanks.
TMN
On Mon, May 19, 2014 at 11:07 AM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
On Mon, 19 May 2014, Tim Nall wrote:
> Thanks, I see your point.
> TMN
>
> On Sun, May 18, 2014 at 9:52 PM, Sven Schreiber <svetosch(a)gmx.net> wrote:
>> Am 18.05.2014 15:49, schrieb Tim Nall:
>>> Is there a way to estimate the best ARIMA model within hansl? Granted
>>> I could just generate a half dozen or so and compare selection
>>> criteria, but is there a more elegant way? Tks
>>
>> Define "best".
Well, if you define "best" as the model which optimizes a chosen
information criterion, the gretl function package "armax" (by
Yi-Nung Yang) does that.
/Tools/Function packages/on server
Allin Cottrell
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Best regards,
Timothy M. Nall
Assistant Professor
National Quemoy University
Kinmen, Taiwan