[Gretl-users] Feature List question

[Josiah Augenstein]

I am working on a research project with a professor of mine and I am trying
to model the program we have written with GRETL. By that I mean I want to
see if GRETL has all the same functionality and see if our numbers match up
reasonably well.

The feature list I am trying to emulate is as follows.


   1. Box & Jenkins for PACF
   2. Least Squares PACF from Box and Jenkins
   3. Thetas for MA using Innovation Algorithm
   4. AIC - Pena
   5. BIC - Brock
   6. SIC - Shum
   7. AIC checking AR(p) Brockwell
   8. Differencing
   9. Yule Walker initial estimate
   10. ARMA using Innovation Algorithm

I have found some of the equivalents through playing around with the
program. There are also several repeats of the functions that I omitted.
Thanks for your time:)

-- 
Josiah

I am working on a research project with a professor of mine and I am trying to model the program we have written with GRETL. By that I mean I want to see if GRETL has all the same functionality and see if our numbers match up reasonably well.

The feature list I am trying to emulate is as follows.

1. Box & Jenkins for PACF
2. Least Squares PACF from Box and Jenkins
3. Thetas for MA using Innovation Algorithm
4. AIC - Pena
5. BIC - Brock
6. SIC - Shum
7. AIC checking AR(p) Brockwell
8. Differencing
9. Yule Walker initial estimate 
10. ARMA using Innovation Algorithm

I have found some of the equivalents through playing around with the program. There are also several repeats of the functions that I omitted. Thanks for your time:) 

--
Josiah