Re: Scaled Frequency in Periodogram

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. Thanks

Tom

Riccardo (Jack) Lucchetti wrote:
> On Mon, 3 Mar 2008, Thomas La Bone wrote:
> 
>> Yes, that seems to be what Gretl is doing. Thanks. The next question 
>> is why? What is the advantage of scaling the frequency in this way?
> 
> If you have a time series with a marked cycle, a peak in the spectrum at 
> a specified "scaled frequency" tells you how many cycles you're likely 
> to observe in the data. Nice to have. Try this:
> 
> nulldata 150
> setobs 1 1 --special
> set seed 12345
> 
> e = normal()
> series y = 0
> y = 1.5*y(-1) - 0.8*y(-2) + e
> 
> 
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Universit` Politecnica delle Marche
> 
> r.lucchetti@...
> http://www.econ.univpm.it/lucchetti
> 
> 
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