El 26/06/11 19:07, Sven Schreiber escribió:
Hi,
so I'm trying to make my function package work both with sub-sampled and
full-sampled data. This is not so easy because of gretl's behavior to
use pre-sample data for VAR/VECM estimation, if such data is available.
This means that the two cases (sub-sampled or not) have to be handled
differently. (IMHO this is bad, BTW, so taking up the issue which was
already discussed before, I still vote to always *prevent* gretl from
reaching back to pre-sample values.)
I have also been some time in the need that gretl does not 'remember'
the part of the sample that was before the first subsampled observation.
In general I think that this behaviour may be practical but in some cases
we need that gretl absolutely forget the previous observations. May be
possible to add an option --forget to the smpl command such that gretl
work in that way?
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