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I am a new user of gretl and I installed the package but I am interested in
fitting a GARCH model and it seems these models are included in Time Series
models. It seems that the Time Series models is not active how can I install
it??
Thanks
Irma
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El Tuesday 06 May 2008 08:13:36 Irma Hernandez escribió:
I am a new user of gretl and I installed the package but I am
interested in
fitting a GARCH model and it seems these models are included in Time Series
models. It seems that the Time Series models is not active how can I
install it??
Thanks
Irma
You should go to "/Data/Dataset structure" (/Datos/Estructura del conjunto de
datos" in the Spanish version) and define your data as "time series",
because
if you want to use "Time series models" your data must be defined as "time
series".
--
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.et.bs.ehu.es
Irma Hernandez escribió:
I am a new user of gretl and I installed the package but I am
interested in fitting a GARCH model and it seems these models are
included in Time Series models. It seems that the Time Series models
is not active how can I install it??
Thanks
Irma
------------------------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Tienes que definir los datos como
una serie de tiempo, al crear un
conjunto nuevo de datos se puede definir un corte transversal, serie de
tiempo o datos de panel, las pruebas estadisticas de Gretl se activan
en funcion del tipo de datos. Quizas tus datos sean un corte transversal
y por ello aparece desactivada la opcion Garch.
Saludos
--
Sirvase confirmar la recepcion del mensaje.
Atentamente:
Profesor Hebert Suárez Cahuana
Departamento de Economía
Universidad Nacional de San Agustín
Av. Venezuela S/N Cercado
Arequipa-Peru
http://www.hebertsuarezc.blogspot.com
E-mail: hsuarezc(a)unsa.edu.pe
Cel 54-9358355 (Claro)
54-9553775 (Movistar)
"Ninguna nación llego a la ruina por el libre comercio" Benjamin Franklin
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Hebert Suarez Cahuana -
Ignacio Diaz-Emparanza -
Irma Hernandez