[Gretl-users] Scaled Frequency in Periodogram

[Allin Cottrell]

On Wed, 5 Mar 2008, Thomas La Bone wrote:

> In this example an AR(2) dataset is simulated. I do not have a 
> lot of experience with the Gretl language and it is not clear to 
> me how to generate an MA dataset. Can someone suggest the 
> appropriate commands needed to generate an MA(2) dataset, for 
> example.

After the preamble,

  nulldata 500
  setobs 1 1 --special

The language is pretty much transparent:

  series e = normal()
  series MA2 = e + .4*e(-1) + .1*e(-2)

Allin Cottrell