El jue, 03-06-2010 a las 12:05 -0700, deepak bhatia escribió:
> I am new to gretl and have been using the windows/UI version for a
> couple of days now. Could someone help me understand how/where can I
> specify the seasonal difference to be 3 or any number. The UI does not
> allow me to specify a
Dear all listers, greetings from Paris !
I have finally pinpointed my data problem. Here is a summary:
As i wrote some time ago, I am still on a demand system analysis on large
cross-sectional data from a french familly expenditures survey.
Currently my data comes in a 10,240 x 581 matrix stored
On Fri, 4 Jun 2010, Franck Nadaud wrote:
> I have finally pinpointed my data problem. Here is a summary:
[...]
> I finally decided to do just that: open the safe data file, execute my
> script, then export the identifiers, weights and ONLY the created
> variables. But when this is done in the
On Fri, 4 Jun 2010, Riccardo (Jack) Lucchetti wrote:
> On Fri, 4 Jun 2010, Franck Nadaud wrote:
>
> > I have finally pinpointed my data problem. Here is a summary:
>
> [...]
>
> > I finally decided to do just that: open the safe data file, execute my
> > script, then export the identifiers, weigh
Could someone explain to me the last bit of the ARMAX output? I would think it
means that there's a unit root (or explosive), but when I run an augmented
dickey-fuller test, it says no unit root...thanks!
Model 1:
ARMAX, using observations 1957:06-1979:08 (T = 267)
Estimated
using Kalman filte
On Fri, 4 Jun 2010, lisa paul wrote:
> Could someone explain to me the last bit of the ARMAX output? I would
> think it means that there's a unit root (or explosive), but when I run
> an augmented dickey-fuller test, it says no unit root...thanks!
I think you're referring to the 1.1403 in the