1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
|
/*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
/* Sample program to estimate an ARMA model via libgretl */
#include <gretl/libgretl.h>
int arma_estimate (DATASET *dset, PRN *prn)
{
MODEL *model;
int *list;
int err;
model = gretl_model_new();
list = gretl_list_new(5);
list[1] = 1; /* AR order */
list[2] = 0; /* order of integration */
list[3] = 1; /* MA order */
list[4] = LISTSEP; /* separator */
list[5] = 1; /* position of dependent variable in dataset */
*model = arma(list, NULL, dset, OPT_NONE, prn);
err = model->errcode;
if (err) {
errmsg(err, prn);
} else {
printmodel(model, dset, OPT_NONE, prn);
}
gretl_model_free(model);
free(list);
return err;
}
int main (void)
{
DATASET *dset;
PRN *prn;
int err;
libgretl_init();
dset = datainfo_new();
prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
/* Give the full path to the gretl datafile unless it's
in the current working directory. Note that PREFIX is
defined in the Makefile
*/
err = gretl_read_native_data(PREFIX "/share/gretl/data/ramanathan/data9-7.gdt", dset);
if (err) {
errmsg(err, prn);
exit(EXIT_FAILURE);
}
err = arma_estimate(dset, prn);
destroy_dataset(dset);
gretl_print_destroy(prn);
libgretl_cleanup();
return 0;
}
|
