[Gretl-users] (no subject)
dear.sam at livemail.tw
Wed Jan 12 22:33:40 EST 2011
I have two questions:
1. If I use data from 1980M01 to 2000M12 to estimate the model(in-sample forecasting). It can calculate the MAPE of 1980M01-2000M12.
Can it just calculate the MAPE of within-sample like 1999M1-2000M12、1998M01-2000M12 or so on in gretl?
2. Why does the test of AR and MA show t-statistics in gretl1.8.4, but z-statistics in gretl1.9.1?
Their values in my sample are the same. But degree of freedom of t distribution in my sample is not large,
so the values of t-statistics (gretl 1.8.4) and z-statistics (gretl 1.0.1) should not be the same.
It seems that they are both z-statistics, but it shows t –statistics in gretl1.8.4.
Doesn't it test with t-statistics in general? Why does gretl use z-statistics?
Thanks a lot
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