On Thu, 13 Jan 2011, [big5] ������ ������ wrote:
1. If I use data from 1980M01 to 2000M12 to estimate the
model(in-sample forecasting). It can calculate the MAPE of
1980M01-2000M12.
Can it just calculate the MAPE of within-sample like
1999M1-2000M12�B1998M01-2000M12 or so on in gretl?
You can calculate MAPE for any series over any range by setting
the sample range and applying the simple formula:
MAPE = sum(abs(y)) / $nobs
2. Why does the test of AR and MA show t-statistics in
gretl1.8.4, but z-statistics in gretl1.9.1?
We decided it was best to display these as z-statistics for
estimators whose validity is based on asymptotic theory and where
standard errors are based on ML estimation. That may be dabatable,
but it's a legitimate choice.
Allin Cottrell