On Fri, 25 May 2007, Ignacio Diaz-Emparanza wrote:
> I would like to add two small things to gretl's "wishes list":
>
> 1- Add a new command "rates" and a new item to the
> "Add" menu (for time series), which computes Y/Y(-1)-1. May be the dialog
> should allow for the logarithmic rate log(Y)-log
I would like to add two small things to gretl's "wishes list":
1- Add a new command "rates" and a new item to the
"Add" menu (for time series), which computes Y/Y(-1)-1. May be the dialog
should allow for the logarithmic rate log(Y)-log(Y(-1)), and for different
lag values Y/Y(k)-1 and log(Y)-
Hi,
I'm puzzling over this arch stuff trying to figure out how to use the
results to forecast. When I estimate the arch model I get a bunch of alphas
estimated and the usual output for coefficients. To forecast do you just use
the coefficients on the X's and multiply them by your new values to ge
