On Fri, 26 Aug 2011, Allin Cottrell wrote: > I'll do some more checking tomorrow to confirm that the fix is > right, but thanks for spotting this!
Confirmed, the fix looks ok to me. I'm attaching a zip file containing Skipper's dataset and a small script performing the relevant computations. Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti
<<attachment: skipper_arima_test.zip>>
