1:09 p.m.
Hello
I am a student working on ozone datas and i would like to use an arima
data to correlate ozone datas and gas emissions in order to predict
future ozone levels basing on other gas emissions.
Gretl should allow me to do this but I am not very used to statistics
and modelling.
Therefore I have two questions :
How can I set my datas (setobs) knowing that I have values of ozone each
30' during 6 days (48*6=288 values), gretl only recognize yearly datas ?
What model do you suggest me to use in order to build a model linking
ozone to gas in order to forecast ozone levels based on the gas ?
If I can t do this with gretl, what other softwares do you suggest me to
try ?
I hope that someone could help me :-)
Thank you
Adrien Beton
adrien.beton(a)cefe-cnrs.fr
--
passerelle antivirus du campus CNRS de Montpellier
--
5:52 p.m.
On Tue, 7 Jun 2005, Adrien BETON wrote:
Hello
I am a student working on ozone datas and i would like to use an arima
data to correlate ozone datas and gas emissions in order to predict
future ozone levels basing on other gas emissions.
Gretl should allow me to do this but I am not very used to statistics
and modelling.
Gretl should handle rather comfortably basic stuff. What you probably need
is some kind of armax model, as far as I can tell.
Therefore I have two questions :
How can I set my datas (setobs) knowing that I have values of ozone each
30' during 6 days (48*6=288 values), gretl only recognize yearly datas ?
No, but there is no support so far for infra-hour data. Your best bet is
to set yout dataset to Time Series/Other.
What model do you suggest me to use in order to build a model
linking
ozone to gas in order to forecast ozone levels based on the gas ?
It really depends on the data. In your case, it is important to se how
strong the 24-hour cycle is.
If I can t do this with gretl, what other softwares do you suggest me
to
try ?
In the realm of free software, you might probably want to have a go with
R (www.cran.org); R, however, is considerably more complex to use than
gretl.
I hope that someone could help me :-)
I hope this helps.
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università di Ancona
jack(a)dea.unian.it
http://www.econ.unian.it/lucchetti
1:56 p.m.
Hi
i am not sure whether this is going to be of a help, but EVIEWS might be
able to tackle your problem.
efi
On 6/8/05, Adrien BETON <Adrien.BETON(a)cefe.cnrs.fr> wrote:
Hello
I am a student working on ozone datas and i would like to use an arima
data to correlate ozone datas and gas emissions in order to predict future
ozone levels basing on other gas emissions.
Gretl should allow me to do this but I am not very used to statistics and
modelling.
Therefore I have two questions :
How can I set my datas (setobs) knowing that I have values of ozone each
30' during 6 days (48*6=288 values), gretl only recognize yearly datas ?
What model do you suggest me to use in order to build a model linking
ozone to gas in order to forecast ozone levels based on the gas ?
If I can t do this with gretl, what other softwares do you suggest me to
try ?
I hope that someone could help me J
Thank you
Adrien Beton
adrien.beton(a)cefe-cnrs.fr
--
*passerelle antivirus* du campus CNRS de Montpellier
--
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Department Accounting and Finance
The University of Auckland Business School
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Visit us at : http://www.business.auckland.ac.nz/
3:13 p.m.
El Martes, 7 de Junio de 2005 15:09, Adrien BETON escribió:
Hello
I am a student working on ozone datas and i would like to use an arima
data to correlate ozone datas and gas emissions in order to predict
future ozone levels basing on other gas emissions.
Gretl should allow me to do this but I am not very used to statistics
and modelling.
Therefore I have two questions :
How can I set my datas (setobs) knowing that I have values of ozone each
30' during 6 days (48*6=288 values), gretl only recognize yearly datas ?
The main problem now is that gretl do not support seasonal ARIMAs. I now Allin
is working hard now towards version 1.3.4, and probably this is not in his
inmediate plans, but it is in the "to do" list.
Without seasonal ARIMA, using "Time series/other" to define this type of
series does not have any advantage from defining them as "annual"
What model do you suggest me to use in order to build a model
linking
ozone to gas in order to forecast ozone levels based on the gas ?
The ozone example is one of the classical examples, and you may find
a usefull model in the article of Box and Tiao (1975) in JASA, vol 70, pages
70-79.
If I can t do this with gretl, what other softwares do you suggest me
to
try ?
You may use the "arima" command in R (see http://www.r-project.org ). It is
now in the "stats" package of R. There is a paper by Racine and Hyndman in
the Journal of Applied Econometrics showing some of the econometrics
functions of R. You may find there some examples of the use of the "arima"
command. The title is "Using R to teach Econometrics", and you can find a
working paper version in google.
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
http://www.bl.ehu.es/~etpdihei/
6897
days inactive
6898
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3 comments
4 participants
participants (4)
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Adrien BETON -
Effiezal Wahab -
Ignacio Díaz-Emparanza -
jack