Re: [Gretl-devel] NA patch for fracdiff functions
On Sat, 20 Jun 2009, Klein, Christoph wrote:
the current behaviour of fracdiff when invoked with a series
containing NAs is to issue an E_DATA error. I propose that in
this case fracdiff returns a series of NAs. I think returning
NAs would be more in line with the rest of gretl, but I'm not
sure. The attached patch changes the fracdiff function in the
proposed way.
Thanks. Jack's away from home right now; since fracdiff is his
baby I think I'll wait and let him make the judgement on that.
This is a tricky point. I'm not sure we're entirely consistent in
what we do at present (fracdiff apart).
Allin