[Gretl-devel] bug with fcast
Hi all (and happy new year),
I just found that we have a bug when forecasting from a VECM with
exogeneity restrictions (only with certain options for the deterministic
part). Example:
<hansl>
open sw_ch14.gdt
infl = 100 * sdiff(log(PUNEW))
vecm 2 1 infl LHUR --crt --quiet
restrict --full
b[1,1] = 1
a[1,1] = 0
end restrict
fcast infl
</hansl>
If you remove the line "a[1,1] = 0", everything is ok. Otherwise, you get
this message:
<output>
VAR coefficient matrix B is of wrong size!
Error executing script: halting
</output>
and on stderr:
<stderr>
B should have 1 or 4 rows, but has 3
var->B (3 x 2)
-0.00081327 0.14284
0.43167 0.053219
-0.58767 0.58294
</stderr>
This is with current git.
I'm just back, so I have quite a lot of stuff to look at before I have
time to debug this, but it'd be nice if you guys could try to have a look
at it too.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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