Hi all,
when programming some stuff with Hansl functions, one of the recurring 
problems is that gretl's estimation commands work on series and list 
types, not on matrix stuff. (And yes, I know about mols().) Even after 
all these years it's not always clear to me how to work around this 
limitation, especially when auxiliary estimation routines are performed 
on kind of interim data (matrix-es) that do not really correspond well 
to the incoming dataset from the outer scope.
Let me give an arbitrary example which does not work:
<hansl>
# test an aux dataset inside a function
function void internalar (matrix x, int p)
     x = vec(x)
     T = rows(x)
     nulldata T # not allowed -> error
     setobs 1 1 --time-series
     series s = x
     ar p ; x
end function
open abdata # panel dataset just for the heck of it, but can be omitted
internalar(mnormal(50), 2)
</hansl>
In this example, I cannot use gretl's "ar" estimation command inside the 
function. (This is just an example, the question is about other commands 
as well, so please no answers on how to perform the equivalent by hand.)
Any fairly general hints and ideas on how to overcome this kind of problem?
thanks
sven
    
    
    
    
    
 
                    
                    
                        
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