Re: [Gretl-users] Help with time-series analysis using ARIMA models in GRETL

2011-09-27 Thread Allin Cottrell
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

Re: [Gretl-users] On "restrict"

2011-09-27 Thread Allin Cottrell
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

[Gretl-users] On "restrict"

2011-09-27 Thread Giuseppe Vittucci
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