On Thu, 13 Aug 2009, alisson rocha wrote:
i have two questions:
1) I�m studying�a sarima(x) model about beer consumption with a
dummy variable to a local holiday that happen in february or
march,and the dummy aim to control this (1 in the month with
this particular holiday and 0 without it). In gretl, can i
estimate this model using the 'command' below(using the dummy as
exogenous variable)? arima p d q; P D Q; dependent_variable
dummy_variable
2) The other is a model�about net revenues from a local oil
company, where i want to use a sarimaX with brent price(the
barrel)�as exogenous variable. In this case, both variables(net
revenues and brent price) have to be stationary? In gretl, can i
estimate it using the command below? arima p d q; P D Q;
dependent_variable brent_oil
Yes, you can do these things. However, since there is some
ambiguity over the exact definition of ARIMAX models you should
probably take a look at Section 20.2 ("ARIMA models") of the Gretl
User's Guide to see what gretl is estimating for you.
Allin Cottrell