On Thu, 26 Feb 2004, Ignacio [iso-8859-15] Díaz-Emparanza wrote:
for a person like me, who works mainly with time series the native
code for the ARMA estimation is very wellcome, but would it be very
difficult to do it slightly more general? In particular I would like
to have:
- Multiplicative seasonal models ( you can use a dialog box similar
to the one in the tramo/seats plugin)
- External regressors (explanatory variables) added to the ARIMA
equation. (So we may consider the estimation of intervention
models).
Following a suggestion from Riccardo, I'm currently working on
generalizing the gretl likelihood-maximization function. Once this is
done, it should not be too difficult to add the sort of thing you are
requesting.
Allin Cottrell