On Fri, 23 Mar 2012, Henrique Andrade wrote:

> Allin, looking further at this situation I found additional "misbehaviors"
> related to the automatic series creation. Please estimate the following
> model via the GUI:
>
> ols PAU const PUS(-1) PAU(-1) --robust
>
> You will notice that no series were created.

The two lag series are created. The issue here is just that
the main window is not being automatically updated to show the
lags. The workaround is to press "r" (refresh) in the main
window. Then you see them (under the "twisty") and can delete
them if you wish.

Ok, I tested the new snapshot and now we don`t need to press "r" (refresh) anymore. But the others inconsistences/problems I pointed are still there:

(1) Even if you don't save any model you are not able to delete the new variables ("PUS_1" and "PAU_1").

(2) If you estimate OLS, Arima or Garch models Gretl creates "new" variables, but if you try VAR and VEC estimations, Gretl does not create anything.

These are the commands I used to teste:

open australia.gdt
ols E const E(-1) PUS(-1) PAU(-1)

open australia.gdt
arima 1 0 0 ; E PAU(-1) PUS(-1)

open australia.gdt
garch 1 1 ; E PAU(-1) PUS(-1)

open australia.gdt
var 1 E PUS PAU

open australia.gdt
vecm 2 1 E PUS PAU

Best,
Henrique Andrade