Re: [Gretl-devel] Series Creation: An important issue
Em 22 de março Allin escreveu:
On Thu, 22 Mar 2012, Henrique Andrade wrote:
> Ok, we will "kill" the automatic series creation in the KPSS test, but
what
> about the OLS estimations? In my opinion, Gretl should never create
series
> automatically :-)
Ah, you reckon we should destroy any newly created lags after,
for example "ols y 0 x(-1)"?
What do others think of that?
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. Now, if you try the same
estimation via the command line (CLI), Gretl creates the new series "PUS_1"
and "PAU_1". Additionally, it is not possible to delete (via the GUI)
"PUS_1" and "PAU_1", even if no models using these variables.
We can see the same behavior in the ARIMA modelling:
arima 1 0 0 ; E PAU(-1) PUS(-1) 0
When we perform VAR and VEC estimations (using GUI or CLI), no variables
are generated:
var 4 E PAU PUS --robust
vecm 4 1 E PAU PUS
In conclusion, this plurality of behavior is the main reason I believe the
automatic creation of series should be avoided.
Um abraço,
Henrique
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