Hi send me the data in ascii form ie as a text file.
when I see you using z, I think you are using Shumway's method of expression
which is the reverse of Brockwell's, ie, the plus and minus signs are reversed.
But your constant estimated value is a worry..
rjfh
- Original Message -
On Wed, 20 Jun 2012, Skipper Seabold wrote:
> On Wed, Jun 20, 2012 at 1:16 PM, Skipper Seabold
> wrote:
>> On Wed, Jun 20, 2012 at 12:29 PM, Allin Cottrell wrote:
>>>
>>> On Wed, 20 Jun 2012, Skipper Seabold wrote:
>>>
I was playing around and I think I noticed a bug in ARMA prediction,
On 20/06/12 11:47, Sanzad Siddique wrote:
> Hi,
>
> I have tried the ARIMA command in GRETL with the attached time series
> data. The time series is constructed with the below formula ( a- is
> normal random values):
>
> z(t) = 0.50 + 0.50*z(t-1) + 0.40*z(t-2) + a(t)-0.25*a(t-1) -0.75*a(t-2);
>
On Wed, Jun 20, 2012 at 1:16 PM, Skipper Seabold wrote:
> On Wed, Jun 20, 2012 at 12:29 PM, Allin Cottrell wrote:
>>
>> On Wed, 20 Jun 2012, Skipper Seabold wrote:
>>
>> > I was playing around and I think I noticed a bug in ARMA prediction, or
>> > I
>> > am missing something. You can find the
On Wed, Jun 20, 2012 at 12:29 PM, Allin Cottrell wrote:
> On Wed, 20 Jun 2012, Skipper Seabold wrote:
>
> > I was playing around and I think I noticed a bug in ARMA prediction, or I
> > am missing something. You can find the data to replicate here
> >
> > http://www.pastie.org/4120330 [...]
>
>
On Wed, 20 Jun 2012, Allin Cottrell wrote:
> On Wed, 20 Jun 2012, Skipper Seabold wrote:
>
>> I was playing around and I think I noticed a bug in ARMA prediction, or I
>> am missing something. You can find the data to replicate here
>>
>> http://www.pastie.org/4120330 [...]
>
> (Annual sun
On Wed, 20 Jun 2012, Skipper Seabold wrote:
> I was playing around and I think I noticed a bug in ARMA prediction, or I
> am missing something. You can find the data to replicate here
>
> http://www.pastie.org/4120330 [...]
(Annual sun activity data, 1700 to 2008, attached in gretl
format for
Hi,
I was playing around and I think I noticed a bug in ARMA prediction, or I
am missing something. You can find the data to replicate here
http://www.pastie.org/4120330
I am on a recent CVS checkout. gretl 1.9.9. I don't know cvs well enough to
get more information.
It's yearly sunspot
On Wed, 20 Jun 2012, Sanzad Siddique wrote:
> I have tried the ARIMA command in GRETL with the attached time series data.
> The time series is constructed with the below formula ( a- is normal random
> values):
>
>z(t) = 0.50 + 0.50*z(t-1) + 0.40*z(t-2) + a(t)-0.25*a(t-1)
> -0.75*a(t-2);
>
>
Hi,
I have tried the ARIMA command in GRETL with the attached time series data.
The time series is constructed with the below formula ( a- is normal random
values):
z(t) = 0.50 + 0.50*z(t-1) + 0.40*z(t-2) + a(t)-0.25*a(t-1)
-0.75*a(t-2);
with the arima command (arima 2 0 2; 1), for order
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