On Mon, 26 Sep 2011, Jeevan Tambuluri wrote:
> I have time-series data with a large number of samples (anywhere
> from 180 to 360 daily samples). I would like to use GRETL to
> automatically pick a ARIMA model to forecast values for as many as
> 30-60 days into future. I would like to also mode
On Tue, 27 Sep 2011, Giuseppe Vittucci wrote:
> I was wondering if the F-test computed via "restrict" in gretl is
> heteroskedasticity (and autocorrelation) robust when it follows an
> estimation with the robust option.
Yes. This is quite easily verified:
open data4-10
set echo off
set messages
Hey,
I was wondering if the F-test computed via "restrict" in gretl is
heteroskedasticity (and autocorrelation) robust when it follows an
estimation with the robust option.
Thanks
Giuseppe