When using GAUSS for any instruction the Error
G0290: arima.lcg library not found
is displayed. How can I resolve this?
arima.lcg is one of the library files in the deprecated GAUSS Time Series Application Module. If you own this application module, it should be listed on your download account as the file
This module has been replaced by Time Series MT (TSMT). Though, it should be noted that TSMT has all functions in one library
library tsmt;. So it has ARIMA functionality but does not have
library arima, or
how obtain this file app_ts_4.0_WIN.zip.
The file app_ts_4.0_WIN.zip contains the source code for the GAUSS Time Series Application Module. This can be purchased from Aptech. This link has some contact options.