Re: [Gretl-devel] bug in modtest --autocorr
On Fri, 12 Sep 2014, Artur T. wrote:
Hi,
I found a bug in the modtest command. In the attached example you'll see
that the obtained test statistics for serial correlation of order one is
different when the --silent option is used.
I using current cvs on Linux.
Artur
<hansl>
set echo off
set messages off
open denmark.gdt -q
ols LRM 0 LRY IDE --quiet
modtest 1 --autocorr
scalar sc1 = $test
modtest 4 --autocorr
scalar sc4 = $test
printf "Test stats: SC1=%.3f SC4=%.3f\n", sc1, sc4
# The same using option --silent
ols LRM 0 LRY IDE --quiet
modtest 1 --autocorr --silent
scalar sc1 = $test
modtest 4 --autocorr --silent
scalar sc4 = $test
printf "\nTest stats: SC1=%.3f SC4=%.3f\n", sc1, sc4
</hansl>
Thanks, Artur. That's now fixed in CVS. A misplaced '}' was causing
modtest to skip storing the $test value when the --silent option was
given.
Allin