Dear all,
The scrip below illustrates the problem
Hopefully, the printing of the script is transparent
The problem is in that 'set verbose off' inside
a function does not suppress BFGS message
<hansl>
open greene5_1.gdt -q
set verbose off
catch arima 2 1 0; 0 1 1; pop --nc -q
print "caught: arima 2 1 0; 0 1 1; pop --nc -q"
err = $error
msg = errmsg(err)
printf "This is error message: %s\n\n", msg
printf "f() simply runs 'catch arima 2 1 0; 0 1 1; y --nc -q'\n"
printf "inside a loop, preceded by 'set verbose off'\n"
printf "failed to suppress: f(pop, 3)\n\n"
function void f(series y, int n[1])
loop i=1..n -q
set verbose off
catch arima 2 1 0; 0 1 1; y --nc -q
set verbose on
endloop
end function
f(pop,3)
<hansl>
Oleh
P.S.
this model gives excellent Q-statistics
After the estimation, it is clear, AR(2) term is redundant
But it is not clear before estimation
The default init values are not outside the unit circle
Since 2018a is coming it is difficult to find time to
translate my method of transforming init values
into c and try
May be it would worth considering to send me
hansl code of the Rissanen init values for me
to experiment with