[Gretl-users] Scaled Frequency in Periodogram

[Riccardo (Jack) Lucchetti]

On Wed, 5 Mar 2008, Allin Cottrell wrote:

> 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)

See also the "Cheat sheet" chapter in the user's guide.


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti