Re: [Gretl-devel] crash recipe
On 12/12/2011 07:49 PM, Allin Cottrell wrote:
On Mon, 12 Dec 2011, Riccardo (Jack) Lucchetti wrote:
Good detective work! Yes, the problem is that sys->A (the
matrix of cofficients on lagged left-hand side variables)
was NULL. There's now a fix in CVS so that we don't attempt
sys_add_fcast_variance() out-of-sample if this matrix is not
present.
Thanks, I will test.
Next question: why is sys->A not present? The trouble is that
gretl is not finding any lagged dependent variable in the
system, and the reason is that on the left we have series
named IBO, IDE, LRM, and LRY while on the right we have a
series named rhs_1, the first lag of a series named rhs. This
happens to have originated as a copy of LRM, but that fact is
not immediately apparent to gretl.
Ok that explains why the forecast was performed until one period ahead
of the final available data.
However, what about the fact that happened to me that, quoting myself,
"trying to access the third row of $fcast to copy the value gave the
error message 'index 1 out of bounds'? Or does 'index 1' in fact mean
the first index, not that the index has the value one?
thanks,
sven