ignacio.diaz-emparanza at ehu.es
Tue Oct 31 11:38:13 EST 2006
El Jueves, 26 de Octubre de 2006 18:24, Riccardo (Jack) Lucchetti escribió:
> On Thu, October 26, 2006 18:05, Ignacio Díaz-Emparanza wrote:
> > I would to ask for two new features:
> > -Complete the CUSUM test (and graphic) with the CUSUMSQ (CUSUM of
> > Squares) test. See Chapter 7 in Greene's Book or page 155 in Harvey's
> > "The Econometrics Analysis of Time Series" (The table for c_0 is here),
> > -Provide a command (similar to "corr") to calculate a cross-correlogram
> > between two series.
> These sound rather easy. Unfortunately, neither Allin nor I will be able to
> work very much on gretl in the next few days. If anyone wants to have a go
> at CUSUM, the actual calculation takes place in the function cusum_test(),
> at line 1965 of the file lib/src/compare.c.
> As for the cross-correlogram, would the name "xcorrgm" suit you?
This is good for me.
It is good not to have too many commands, but I think we should think in
mantaining the structure of the commands easy, so I think it is better to
have two different simple commands that have a unic difficult one (as in R).
Dpto. de Economía Aplicada III (Econometría y Estadística)
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