On Tue, 30 Sep 2014, henrique.andrade(a)bb.com.br wrote: > Dear Gretl Team, > > Please take a look at the following (very simple) script: > > <hansl> > open "Exemplo.gdt" > > smpl 2004:10 2011:10 > > arima 0 0 1 ; 1 0 0 ; ipc_dive_m --x-12-arima > fcast 2011:11 2011:11 > > <hansl> > > It gives me infinite values for the sum of squared residuals and a very > strange behaviour of the forecasted value (9,87378e+307). The ipc_dive_m is > an inflation measure from Brazil.
Confirmed here. The strange numbers are obviously the result of an NA value getting involved in the calculations where this was not expected and therefore not handled properly. The next question is how/why did the NA value arise? As Hélio has remarked, this doesn't happen when the model is estimated via gretl's native arima functionality. So it's something to do with our interface with X-12-ARIMA (or X13-ARIMA-SEATS). I'm working on it. Allin Cottrell
