Hi There, Can anyone of you know, how I can estimate the order for a given time series data set. I can estimate the order for a AR or MA series separately using the autocorrelation and partial autocorrelation pattern ( cut off values), but it is not possible for mixed AR and MA. Is there any way to estimate the order from GRETL? Thanks, Sanzad _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users