Re: [Gretl-users] positive and negative signs of the coefficients in the ARIMA equations
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On Fri, 11 Feb 2011, Sam Sam wrote:
I have a question about positive and negative signs of the
coefficients of ARIMA when it is expressed in the equation form.
Conventions differ on this, but the equations estimated by gretl
are explained in chapter 22 of the Gretl User's Guide, "Univariate
times series models". The current guide is available at
http://sourceforge.net/projects/gretl/files/manual/
Allin Cottrell
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Allin Cottrell