Hi all,

when programming some stuff with Hansl functions, one of the recurring problems is that gretl's estimation commands work on series and list types, not on matrix stuff. (And yes, I know about mols().) Even after all these years it's not always clear to me how to work around this limitation, especially when auxiliary estimation routines are performed on kind of interim data (matrix-es) that do not really correspond well to the incoming dataset from the outer scope.

Let me give an arbitrary example which does not work:

<hansl>

# test an aux dataset inside a function 

function void internalar (matrix x, int p)
    x = vec(x)
    T = rows(x)
    nulldata T # not allowed -> error
    setobs 1 1 --time-series
    series s = x
    ar p ; x
end function 

open abdata # panel dataset just for the heck of it, but can be omitted
internalar(mnormal(50), 2)

</hansl>

In this example, I cannot use gretl's "ar" estimation command inside the function. (This is just an example, the question is about other commands as well, so please no answers on how to perform the equivalent by hand.)

Any fairly general hints and ideas on how to overcome this kind of problem?

thanks

sven