Re: [Gretl-devel] grab 'hurst' results in a script
Am 10.10.2017 um 14:08 schrieb Riccardo (Jack) Lucchetti:
On Tue, 10 Oct 2017, Sven Schreiber wrote:
> a student alerted me to the fact that it currently seems
impossible to
> save the output from the 'hurst' command into a variable for scripting
> use.
> The natural way would be a $-accessor I guess.
In the short run, probably ($coeff being the obvious candidate, although
the hurst command doesn't create a model struct). In a broader
perspective, I guess we may want to provide a hurst() function.
Oh, and BTW, while you can get the _test_ results from the fractional
integration tests done with 'fractint', it doesn't seem possible to get
the _estimated_ order of integration from the local whittle or GPH
approach, right? (The ones which are also printed out after fractint.)
So instead of just hurst maybe we want to have a fracorder() function
with options "hurst", "whittle", "GPH", or something like
that.
(No new functionality at the C level wanted, just exposure of what's there.)
thanks,
sven