Hello, I need something like y_t = (B(L)/A(L)) x_t + (C(L)/A'(L)) u_t where L is the lag operator and u_t is a white noise sequence and A(L) and A'(L) are different. I think --conditional option doesn't do that and in the manual I haven't found it. Is it possible? Thank you very much.Nieves.> Date: Tue, 12 Feb 2008 22:13:35 +0100> From: r.lucchetti(a)univpm.it> To: gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Tranfer function models> > On Tue, 12 Feb 2008, Nieves Sánchez Martínez wrote:> > >> > Hello, I need to use transfer function models but I don't know if Gretl > > can do it. I've read Gretl help documents and I haven't found it. Could > > you please tell me how can I do it using Gretl (if possible)?> > If what you need is a univariate model of the kind> > A(L)y_t = B(L)x_t + C(L)u_t> > where L is the lag operator and u_t is a white noise sequence, that's > exactly what the "arima" command, with the --conditional option, does. In > the graphical client, you must select Model>Time series>ARIMA and select > "Conditional maximum likelihood" just above the "Help" button (by default, > exact maximum likelihood is used, which estimates something different).> > You'll find a more complete discussion in the manual.> > > Riccardo (Jack) Lucchetti> Dipartimento di Economia> Università Politecnica delle Marche> > r.lucchetti(a)univpm.it> http://www.econ.univpm.it/lucchetti Sigue al minuto las principales noticias de tu ciudad MSN Deportes _________________________________________________________________ La vida de los famosos al desnudo en MSN Entretenimiento http://entretenimiento.es.msn.com/