Thank you all for providing excellent pointers! I will be trying out some of the techniques and will surely post anything I learn from it.
Jeevan -----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Ignacio Diaz-Emparanza Sent: Wednesday, September 28, 2011 4:48 AM To: Gretl list Subject: Re: [Gretl-users] Help with time-series analysis using ARIMA models in GRETL El 28/09/11 13:17, Ignacio Diaz-Emparanza escribió: > printf "ARIMA(%1.0f, %1.0f, %1.0f)X(%1.0f, %1.0f, %1.0f) with > BIC=%f\n", p, d, q, P, D, Q, mmbic > print "+++++++++++++++++++++++++++++++++++++++++++++" > return morder > end function > # ------------ main ------------------------- > open bjg.gdt > Y=diff(lg) > Y=sdiff(Y) > series ruhat > matrix X = Rautoarima(Y,&ruhat) > </hansl> Sorry, the line beginning with BIC=% correspond to the end of the previous one and the diff and sdiff commands are not needed, you may run matrix X = Rautoarima(lg,&ruhat) and the procedure determines the differences. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users
