My 2 bob's worth is to agree with AC (for what its worth) Puter algorithms struggle when seeking mini differences tween local and global, min or max values when surfaces are pretty flat. Is this any help
Dr RJF Hudson Qld Australia rjfhud(a)powerup.com.au ----- Original Message ----- From: Allin Cottrell To: Gretl list Sent: Monday, January 10, 2011 2:35 PM Subject: Re: [Gretl-users] Some questions about X-12-ARIMA On Mon, 10 Jan 2011, [big5] wrote: > In a word, why are the most outcomes of seasonal ARIMA and > X-12-ARIMA almost the same(ex:ARIMA(1,1,1)(1,1,0) and > X-12-ARIMA(1,1,1)(1,1,0), ARIMA(2,1,1)(0,1,2) and > X-12-ARIMA(2,1,1)(0,1,2)). Their general equations are > different. Shouldn't their outcomes be different? What makes you think the results should be different? In your examples you are estimating the same seasonal ARIMA model using the same method (conditional ML) (a) via gretl itself and (b) via X-12-ARIMA. There are differences between native-gretl and X-12-ARIMA (explained in section 22.2 of the Gretl User's Guide) but if the model does not contain a constant or any exogenous variables these differences will not be apparent. (Of course, differences may emerge if the likelihood-maximization is particularly difficult and one or other of the programs fails to find the maximum.) Allin Cottrell ------------------------------------------------------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users
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My 2 bob's worth is to agree with AC (for what
its worth)
Puter algorithms struggle when seeking
mini differences tween local and global, min or max
values
when surfaces are pretty flat.
Is this any help
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