Re: [Gretl-devel] autoregressive "genr" bug

On Mon, 11 Jun 2018, Allin Cottrell wrote: > I've just discovered something that I think is a bug, though it can > also be a convenience in some cases. I'd be interested to hear what > people think about it. > > Simplest case: > > series u = normal() > u = 0.5 * u(-1) > > The thing is that after the second line is executed, the first value > of u is not NA, it's just the original value. I've always considered this as a very nice feature. Suppose you want to generate a random walk as a discrete realisation of a Brownian motion. series x = 0 x = x(-1) + normal() I _want_ the first value to be 0, because that's what Wiener processes do. I'd be rather annoyed if my initialisation was bypassed silently.