Hello again,
Thanks for your previous helps. All things went well up to now. However, I have a new problem. I have prepared a function in which I prepare data for arma function and use it according to Mr.Cottrell sample code.
However, when i call this function twice iteratively, something weird is happening and I cannot figure out the reason.
It only prints: "user-specified BFGS tolerance = 2.75859e-313
kalman_arma: optimizer returned 33 "
Here is a code part to show how I call those functions, and the part that is using libgretl respectively:
/* how i call function
makeEstimation(conDISK,"santralName1") ;
makeEstimation(conDISK,"santralName2") ;
*/
/* libgretl usage inside of makeEstimation function *****
libgretl_init();
gretl_setenv("GRETL_PLUGIN_PATH", "/usr/local/lib/gretl-gtk2/"); // gretl path should be set.
prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
dset = datainfo_new();
err = gretl_read_native_data(fileName, dset);
if (err)
{
pprintf(prn, "Got error %d reading data from %s\n", err,
fileName);
errmsg(err, prn);
}
else
{
pprintf(prn, "Read data from %s OK\n", fileName);
print_smpl(dset, 0, prn);
varlist(dset, prn);
err = arma_estimate(dset, prn);
}
destroy_dataset(dset);
gretl_print_destroy(prn);
libgretl_cleanup();
*/
It has been a really long question but i couldn't find a reason for this situation. How i can solve this problem ?
Thanks,
2012/2/9 Allin Cottrell
<cottrell@wfu.edu>
On Thu, 9 Feb 2012, Emrah Samdan wrote:
> Thank you for your help ! II am so grateful to you. I have one more
> additional question:How do i need to construct the parameter list of arma
> if i want to add an independent variable. (i.e: AR-X model) . In the
> example code you have given, the list as constructed
>
> list[1] = 1; /* AR order */
> list[2] = 0; /* order of integration */
> list[3] = 1; /* MA order */
> list[4] = LISTSEP; /* separator */
> list[5] = 1; /* position of dependent variable in dataset */
list = gretl_list_new(6);
Then as before, but add
list[6] = <position of independent var>;
--
---
Emrah Samdan