El Lunes, 23 de Enero de 2006 15:01, John Paravantis PhD escribió:
Allin,
Two suggestions for the next version of gretl, if you deem them worthy
of attention:
1. The new forecasting platform of gretl is SUPERB and allows one to
carry out model estimation and forecasting without the need for any
additional calculations or backtransformations. Would you consider
adding similar capabilities in ARMA, i.e. making the ARMA platform look
like an ARIMA platform that would, in other words, allow the user to
specify the degree of differencing and let gretl take care of the rest?
I agree with this. As you normally want to forecast the original series it is
better to setup the differences (also the seasonal diffs) in the ARMA dialog
box. So gretl (integrating the estimated data) may obtain the forecats for
the original series. With respect to this I would also suggest the
possibility to specify lags of the exogenous variables in that dialog box (or
may be it is solved with the lists you are considering?).
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
http://www.bl.ehu.es/~etpdihei/