On Sat, 13 Oct 2018, oleg_komashko(a)ukr.net wrote:
Below is a script illustrating
some problems with arima command
For convenience .inp file is also added
Thanks for the reports. Comments on current status below.
arima 1 1 1; l_realcons
mod1 = $model
# it seems the both variants output series with ID = 1
That is, $ylist does not work correctly for arma/arima models: that
is now fixed in git. It was a bug of long standing.
# this crashes gretl (resent snpshots) both on Windows 10 (64)
# and Ubuntu 18.4 (64):
matrix a_matrix = zeros(2,1)
set initvals a_matrix
arima 1 1 1; l_realcons --nc
# but on 2018a the output is
The convergence criterion was not met
Error executing script: halting
> arima 1 1 1; l_realcons --nc
The crash is now fixed.