Re: [Gretl-users] ARIMA(0,0,1)(0,0,1) forecasts
On Fri, 4 Mar 2011, Allin Cottrell wrote:
On Fri, 4 Mar 2011, & $ wrote:
> I'm having trouble understanding the way that Gretl computes
> forecasts for ARIMA(0,0,1)(0,0,1) models...
OK, I think I have found the problem, and there's a fix in CVS and
the current snapshots for Windows and OS X. Please test and see if
it now appears to be right.
Thanks to Chris ("& S") for the report: we don't want gretl to be
giving false values in forecasts.
Allin Cottrell