On Thu, 13 Jan 2011, [big5] ������ ������ wrote: > 1. If I use data from 1980M01 to 2000M12 to estimate the > model(in-sample forecasting). It can calculate the MAPE of > 1980M01-2000M12. > > Can it just calculate the MAPE of within-sample like > 1999M1-2000M12�B1998M01-2000M12 or so on in gretl?
You can calculate MAPE for any series over any range by setting the sample range and applying the simple formula: MAPE = sum(abs(y)) / $nobs > 2. Why does the test of AR and MA show t-statistics in > gretl1.8.4, but z-statistics in gretl1.9.1? We decided it was best to display these as z-statistics for estimators whose validity is based on asymptotic theory and where standard errors are based on ML estimation. That may be dabatable, but it's a legitimate choice. Allin Cottrell
