Would you mind stopping this spam? You start new threads all over again and mainly only ask the same questions!
Thanks Johannes On 07/30/2011 10:16 AM, Sam Sam wrote: > I put monthly data from 1980M1 to 1990M12. > > I set the data range from 1980M6 to 1990M12. > > When estimating ARIMA(3,0,0), data from 1980M3 to 1980M5 would be included. > > Question: > > Data from 1980M3 to 1980M5 is included for what? (both under exact > maximum likelihood and conditional maximum likelihood ) > > Would Data of 1980M3, 1980M4, and 1980M5 be used to estimate the > parameters of ARIMA(3,0,0) ? > > Would Data of 1980M3, 1980M4, and 1980M5 be used to generate the > predictor of 1980M6 (also 1980M7 and 1980M8)? > > Would Data of 1980M3, 1980M4, and 1980M5 be used to Q test of ARIMA(3,0,0)? > > Would Data of 1980M3, 1980M4, and 1980M5 be used to gain AIC value? > > p.s. Is data from 1980M1 to 1980 M2 included for any reason above? > > Thanks a lot > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users
