El jue, 03-06-2010 a las 12:05 -0700, deepak bhatia escribió:
I am new to gretl and have been using the windows/UI version for a
couple of days now. Could someone help me understand how/where can I
specify the seasonal difference to be 3 or any number. The UI does not
allow me to specify a seasonal difference (lag) parameter (I am
assuming that it performs a 12 month seasonal difference when I
specify a seasonal ARIMA model by default).
The periodicity of the data is what defines the type of seasonal length.
If you have monthly data, periodicity is 12 and the seasonal difference
is y(t)-y(t-12) if your data are quarterly, periodicity is 4 and the
seasonal difference is y(t)-y(t-4).
Gretl admits periodicity 1 (annual), 4 (quarter), 12 (month) and 52
(week) having as reference period (for defining the seasonals cycles)
the year, diary periodicity with 5 days, 6 days and 7 days, taking as
reference the week, and hourly taking the day as reference. There is
also the possibility of defining decennial data and user-defined
periodicity.
When you build your dataset with gretl you may specify the periodicity
when gretl asks for the type of data (time series/cross section/panel)
and you select time series. If you have imported your data from other
source you can change the periodicity by selecting "Time series" in the
menu "/Data/Dataset structure".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es