[Gretl-users] armax-auto option occasionally generates this error

loop q = 0..maxq

On Sat, 26 Apr 2014, oleg_komashko(a)ukr.net wrote: > You can use armax_auto (see time series menu in Gretl GUI). The function > has a drawback: the cycle crushes on encountering a unit root in MA part of > the model Also you can use auto.arima{forecast} in R My experience tells it > would be better to determine the order of integration (use unit root tests) > beforehand and use, say "d=1" in auto.arima (type ?auto.arima in R console) That's a function package, you may need to install it first: go to Files>Function Files>On server. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users