Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: New plot for arma models (Clive Nicholas) 2. Re: New plot for arma models (Riccardo (Jack) Lucchetti) 3. Re: New plot for arma models (Allin Cottrell) 4. Re: New plot for arma models (Clive Nicholas) 5. Re: New plot for arma models (Riccardo (Jack) Lucchetti) 6. Re: New plot for arma models (Sven Schreiber) ---------------------------------------------------------------------- Message: 1 Date: Sun, 26 Mar 2017 20:43:41 +0100 From: Clive Nicholas <clivelists(a)googlemail.com&gt; To: r.lucchetti(a)univpm.it, Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] New plot for arma models Message-ID: <CAHs5aThatA_Dmq9oLkPixD4X=bheHtL6gnd=DrrTFrg6gKULEQ(a)mail.gmail.com&gt; Content-Type: text/plain; charset="utf-8" Confirmed on my Linux Mint 18.3 system after updating to 2017a. Very good work, Jack! C On 26 March 2017 at 11:00, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; wrote: > In the current git version and snapshots, we have a new diagnostic plot, > which IMHO is rather nice: after estimating an arima model, you get a > comparison of the sample periodogram vs the spectrum implied by the model > estimates. For example, try this: > > <script> > clear > open fedstl.bin > data houstnsa > series y = 100*sdiff(ln(houstnsa)) > arma 2 2 ; y --window > </hansl> > > In the "Graphs" menu of the model window you should now have a new item, > called "Spectrum vs sample periodogram", that should (hopefully) produce a > nice plot comparing the two. > > Please test. Comments, as usual, welcome. > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Universit? Politecnica delle Marche > (formerly known as Universit? di Ancona) > > r.lucchetti(a)univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > ------------------------------------------------------- > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >