On Fri, 11 Feb 2011, Sam Sam wrote: > I have a question about positive and negative signs of the > coefficients of ARIMA when it is expressed in the equation form.
Conventions differ on this, but the equations estimated by gretl are explained in chapter 22 of the Gretl User's Guide, "Univariate times series models". The current guide is available at http://sourceforge.net/projects/gretl/files/manual/ Allin Cottrell
