[Gretl-users] Classical Decomposition

[Sven Schreiber]

Am 01.02.2008 11:50, Tom La Bone schrieb:
> 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

For a reasonable (IMHO) definition of trend component that is only 
possible if you replace "random noise component" by "stationary component".

So I am still not entirely sure, but I suspect you may want to do 
Box-Jenkins ARIMA modeling. (Model->Time Series->Arima)

HTH,
sven