Alright, thanks for all the very helpful clarifications. Only 3 or 4
follow-up-questions remaining:
6) Codebook
Thanks for the explanation, could you/somebody nevertheless please
describe how to get to that string?
> 12) Rescaled-range plot for
> what's the context here again?
The rescaled range plot is used in long memory models to compute the
>(R/S)
statistic (see below). R/S is the name of the statistic, we don't need >to
translate that.
Ok, but I don't find it anywhere. Any hints? (cli only?)
> 20) Seasonal
> seasonal dummy, effect, or what?
You'll see the context here if you open a quarterly or monthly
time-series dataset and then open the ARIMA dialog box. There
are two sets of selectors for AR and MA orders, labeled
"Seasonal" and "Non-seasonal". Could be expanded to "Seasonal
order".
Unrelated to translation: For non-quarterly/monthly data the error
message when using these buttons is a bit cryptic. Maybe it would be
best to disable the seasonal part whenever the data frequency isn't
supported by it?
And finally re the Hausman test and Jack's remarks: First, I'm amazed
that you knew that paper of mine, and I won't venture any further
speculation about the reasons for that... But to the point, so you agree
that gretl is partially using methods where "anything can happen", but
still advises to accept H0 in those cases? I still think gretl shouldn't
do that.
Thanks,
sven