[Gretl-users] Classical Decomposition

Tom La Bone labone at gforcecable.com
Fri Feb 1 05:50:41 EST 2008


Classical decomposition is breaking a univariate times series down into a
trend component, a seasonal component, and a random noise component (for
example, see Chapter 1 of Brockwell and Davis intro to time series book).

Tom



-----Original Message-----
From: Sven Schreiber [mailto:svetosch at gmx.net] 
Sent: Friday, February 01, 2008 5:41 AM
To: labone at gforcecable.com; Gretl list
Subject: Re: [Gretl-users] Classical Decomposition

Am 01.02.2008 11:31, Tom La Bone schrieb:
> Greetings,
> 
>  
> 
> 1) Can you suggest an easy way to search the gretl-users archive?

No, and it would be welcome.

> 
>  
> 
> 2) Using the Gretl GUI, can I perform a classical decomposition similar 
> to that performed by Minitab (e.g., see Chapter 7 of Minitab 13 manual)?
> 
>  

Forgive my ignorance, I don't know what it is, and not everybody has the 
Mintiab manual.

-sven



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