12:24 p.m.
Hi,
I was trying out whether there are capabilities of 'omit' of which I
wasn't aware, and with 1.10.2 on Win8.1 this reproducibly crashes (=end
of life for the gretl instance) for me:
<hansl-crash>
open denmark
list all = IBO IDE LRM
var 2 all
list lag1 = lags(1, all)
list lags12 = lags(2, all)
list lag2 = lags12 - lag1
omit lag2
</hansl-crash>
According to the 'omit' documentation, this should work; at least there
are no exceptions for 'system' and/or 'var' estimations in the
explanations. (But I admit that I wasn't really expecting it to work, so
the reference probably needs to be corrected.)
thanks,
sven
1:05 p.m.
On Sat, 19 Sep 2015, Sven Schreiber wrote:
I was trying out whether there are capabilities of 'omit' of
which I
wasn't aware, and with 1.10.2 on Win8.1 this reproducibly crashes (=end
of life for the gretl instance) for me:
<hansl-crash>
open denmark
list all = IBO IDE LRM
var 2 all
list lag1 = lags(1, all)
list lags12 = lags(2, all)
list lag2 = lags12 - lag1
omit lag2
</hansl-crash>
According to the 'omit' documentation, this should work; at least there
are no exceptions for 'system' and/or 'var' estimations in the
explanations. (But I admit that I wasn't really expecting it to work, so
the reference probably needs to be corrected.)
The doc needs revision: "omit" for VARs is supposed to be just for
any exogenous variables. The crash was due to trying to find the
length of the (non-existent) original list of exogenous regressors;
that's now fixed in CVS.
Allin
6:59 p.m.
New subject: a short script to crash Gretl on xp
Dear all,
Below is a script which goes OK
on Ubuntu, Kubuntu, windows 7,
but on windows xp Gretl crashes
<hansl
open POE4\okun.gdt
d_u = diff(u)
list lags_g =lags(4,g)
include armax.gfn
mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
hansl>
Oleh
12:38 p.m.
New subject: a short script to crash Gretl on xp
On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
Dear all,
Below is a script which goes OK
on Ubuntu, Kubuntu, windows 7,
but on windows xp Gretl crashes
<hansl
open POE4\okun.gdt
d_u = diff(u)
list lags_g =lags(4,g)
include armax.gfn
mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
hansl>
Thanks, Oleh. I've run this under valgrind on Linux and didn't see
anything amiss so it must be quite subtle -- perhaps a stack
allocation error. Could you try on XP using the armax() function
from the attached script? It's a stripped down version of Yi-Nung's
code. I'd be interested to know if the problem is still there.
Allin
1:22 p.m.
New subject: a short script to crash Gretl on xp
Dear Allin,
the same script goes ok on xp with p=1 and q=1;
also I copied the armax() code to gretl script file
with the same result
Of course xp is a very old stuff but some students in post-
soviet countries and China still use it
I only may guess it's something with arithmetic in dll
Now I understand the armax() code well
It has "catch" with every gretl command
I'll try original arima with all the pq combinations
by hand and report the results
Oleh
20 вересня 2015, 19:38:16, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear all,
> Below is a script which goes OK
> on Ubuntu, Kubuntu, windows 7,
> but on windows xp Gretl crashes
>
> > open POE4\okun.gdt
> d_u = diff(u)
> list lags_g =lags(4,g)
>
> include armax.gfn
> mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
> hansl>
Thanks, Oleh. I've run this under valgrind on Linux and didn't see
anything amiss so it must be quite subtle -- perhaps a stack
allocation error. Could you try on XP using the armax() function
from the attached script? It's a stripped down version of Yi-Nung's
code. I'd be interested to know if the problem is still there.
Allin
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1:43 p.m.
New subject: a short script to crash Gretl on xp
On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
Dear Allin,
the same script goes ok on xp with p=1 and q=1;
also I copied the armax() code to gretl script file
with the same result
Sorry, but by "the same result" do you mean that running the revised
version of the armax() function that I sent to the list, there's
still a crash on XP when p = q = 2? (Though not with p = q = 1?)
Of course xp is a very old stuff but some students in post-
soviet countries and China still use it
I only may guess it's something with arithmetic in dll
In my experience an actual crash always indicates a bug in gretl,
even if it's not triggered on all OSes. (Tempting as it might be to
believe that it's Microsoft's fault!) Well, one more thought: if you
run gretl.exe with the --debug flag, do you see anything that might
be of interest on stderr? (That is, in the accompanying console
window.)
Allin
2:02 p.m.
New subject: a short script to crash Gretl on xp
I am not accustomed to
--debug flag
It's high time!
20 вересня 2015, 20:43:26, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear Allin,
> the same script goes ok on xp with p=1 and q=1;
> also I copied the armax() code to gretl script file
> with the same result
Sorry, but by "the same result" do you mean that running the revised
version of the armax() function that I sent to the list, there's
still a crash on XP when p = q = 2? (Though not with p = q = 1?)
> Of course xp is a very old stuff but some students in post-
> soviet countries and China still use it
> I only may guess it's something with arithmetic in dll
In my experience an actual crash always indicates a bug in gretl,
even if it's not triggered on all OSes. (Tempting as it might be to
believe that it's Microsoft's fault!) Well, one more thought: if you
run gretl.exe with the --debug flag, do you see anything that might
be of interest on stderr? (That is, in the accompanying console
window.)
Allin
_______________________________________________
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Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
3:34 p.m.
New subject: a short script to crash Gretl on xp
On Sun, 20 Sep 2015, Allin Cottrell wrote:
On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear Allin,
> the same script goes ok on xp with p=1 and q=1;
> also I copied the armax() code to gretl script file
> with the same result
Sorry, but by "the same result" do you mean that running the revised version
of the armax() function that I sent to the list, there's still a crash on XP
when p = q = 2? (Though not with p = q = 1?)
> Of course xp is a very old stuff but some students in post-
> soviet countries and China still use it
> I only may guess it's something with arithmetic in dll
In my experience an actual crash always indicates a bug in gretl, even if
it's not triggered on all OSes. (Tempting as it might be to believe that it's
Microsoft's fault!) Well, one more thought: if you run gretl.exe with the
--debug flag, do you see anything that might be of interest on stderr? (That
is, in the accompanying console window.)
I found something in our lexer that, under certain very specific
conditions, might produce a crash (and quite likely in an
OS-dependent way).
The fix is in CVS and new snapshots. I wonder if this might deal
with the problem Oleh found on Windows XP?
Allin
4:07 p.m.
New subject: a short script to crash Gretl on xp: working modification
Dear Allin,
Somehow, xp hates arima 2 2 ; ...
in a double cycle (while other OS's eat it!)
Attached is the slightly modified armax()
which eats the same dataset that
crashes Gretl on xp with armax()
May be, this information could be helpful
Oleh
20 вересня 2015, 22:34:21, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Sun, 20 Sep 2015, Allin Cottrell wrote:
> On Sun, 20 Sep 2015, oleg_komashko(a)ukr.net wrote:
>
>> Dear Allin,
>> the same script goes ok on xp with p=1 and q=1;
>> also I copied the armax() code to gretl script file
>> with the same result
>
> Sorry, but by "the same result" do you mean that running the revised
version
> of the armax() function that I sent to the list, there's still a crash on XP
> when p = q = 2? (Though not with p = q = 1?)
>
>> Of course xp is a very old stuff but some students in post-
>> soviet countries and China still use it
>> I only may guess it's something with arithmetic in dll
>
> In my experience an actual crash always indicates a bug in gretl, even if
> it's not triggered on all OSes. (Tempting as it might be to believe that
it's
> Microsoft's fault!) Well, one more thought: if you run gretl.exe with the
> --debug flag, do you see anything that might be of interest on stderr? (That
> is, in the accompanying console window.)
I found something in our lexer that, under certain very specific
conditions, might produce a crash (and quite likely in an
OS-dependent way).
The fix is in CVS and new snapshots. I wonder if this might deal
with the problem Oleh found on Windows XP?
Allin
_______________________________________________
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Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
10:51 a.m.
New subject: a short script to crash Gretl on xp: working modification
On Mon, 21 Sep 2015, oleg_komashko(a)ukr.net wrote:
Dear Allin,
Somehow, xp hates arima 2 2 ; ...
in a double cycle [...]
Let's see if you're right that arma 2 2 in a double-loop is the
active ingredient in the crash on XP. If so, then the following
minimal script should presumably crash too.
<hansl>
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
</hansl>
(Meanwhile I've tried running the armax package on Linux, using a
gretl build with gcc's full stack protection turned on, and I'm not
seeing any stack-smashing.)
Allin
12:32 p.m.
New subject: a short script to crash Gretl on xp: working modification
Dear Allin,
I haven't noticed any problems with armax()
on Ubuntu, Kubuntu, windows 7,
xp is the exception.
Also, I have tried like this:
write
arima 2 0 2; ....
inside the loop ond 0,0 parameters for loop
to be executed only once
the same: gretl crushed on xp
And no similar problems on other systems
Oleh
P.S.
I use armax() in my course twice:
autocorrelation in ols
and
time series (arima, X13, exponential smoothing, ets.)
I have about 150 students per year
Honestly, I'am sick and tired of answering bug
questions to students
I wrote a function to select best seasonal arma,
and something else about lags and plan
to package it soon
22 вересня 2015, 17:51:07, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Mon, 21 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear Allin,
> Somehow, xp hates arima 2 2 ; ...
> in a double cycle [...]
Let's see if you're right that arma 2 2 in a double-loop is the
active ingredient in the crash on XP. If so, then the following
minimal script should presumably crash too.
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
(Meanwhile I've tried running the armax package on Linux, using a
gretl build with gcc's full stack protection turned on, and I'm not
seeing any stack-smashing.)
Allin
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12:42 p.m.
New subject: a short script to crash Gretl on xp: working modification
On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
I haven't noticed any problems with armax()
on Ubuntu, Kubuntu, windows 7,
xp is the exception.
Yes, I think that's established. But could I ask you just to confirm
Yes or No, whether the script that I posted crashes on XP? Here it is
again:
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
Thanks,
Allin
2:45 p.m.
New subject: a short script to crash Gretl on xp: working modification
Dear Allin,
This script doesn't crashes
My xp snapshot is 2 daysx ago
Oleh
P.S.
I'll send the new package anyway:
gretl doesn't have auto-detection
of seasonal arma and the author
of armax() simply ignored my
question on future plans about
seasonal models several month
ago
Oleh
22 вересня 2015, 19:42:08, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
> I haven't noticed any problems with armax()
> on Ubuntu, Kubuntu, windows 7,
> xp is the exception.
Yes, I think that's established. But could I ask you just to confirm
Yes or No, whether the script that I posted crashes on XP? Here it is
again:
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
Thanks,
Allin
_______________________________________________
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Gretl-devel(a)lists.wfu.edu
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6:09 p.m.
New subject: a short script to crash Gretl on xp: working modification
On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
Dear Allin,
This script doesn't crashes
Thanks, Oleh. So know we know, by the empirical method, that running
a double loop over p and q (with a max of p=2, q=2) in arma
estimation is not in itself a sufficient cause of a crash on Windows
XP.
The forensic method in software development often proceeds by
seeking the minimal program that provokes a crash. So now we need to
look a little further. Does it make a difference if the loops start
at p=0, q=0, rather than p=1, q=1 as in my script (all else
unchanged)?
Thanks very much for helping to debug this issue.
> [C]ould I ask you just to confirm Yes or No, whether the script
> that I posted crashes on XP? Here it is again:
>
> nulldata 100
> setobs 1 1 --special-time-series
> set seed 77431
> series y = normal()
> loop p=1..2 -q
> loop q=1..2 -q
> catch arma p q ; y -q
> endloop
> endloop
Allin
2:22 a.m.
New subject: a short script to crash Gretl on xp: working modification
Dear Allin,
Doesh't crahes,
even with additional
modification below
doesn't
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
s = ""
loop p=0..2 -q
loop q=0..2 -q
catch arma p q ; y -q @s
endloop
endloop
eval $coeff
In my first example
on Ubuntu there was no
cases with err>0
so the dataset goes without catch
I removed catch: it crashes
In one-loop format -doesn't
Oleh
23 вересня 2015, 01:09:23, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear Allin,
> This script doesn't crashes
Thanks, Oleh. So know we know, by the empirical method, that running
a double loop over p and q (with a max of p=2, q=2) in arma
estimation is not in itself a sufficient cause of a crash on Windows
XP.
The forensic method in software development often proceeds by
seeking the minimal program that provokes a crash. So now we need to
look a little further. Does it make a difference if the loops start
at p=0, q=0, rather than p=1, q=1 as in my script (all else
unchanged)?
Thanks very much for helping to debug this issue.
>> [C]ould I ask you just to confirm Yes or No, whether the script
>> that I posted crashes on XP? Here it is again:
>>
>> nulldata 100
>> setobs 1 1 --special-time-series
>> set seed 77431
>> series y = normal()
>> loop p=1..2 -q
>> loop q=1..2 -q
>> catch arma p q ; y -q
>> endloop
>> endloop
Allin
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9:55 p.m.
New subject: a short script to crash Gretl on xp: working modification
Dear All,
I tried Oleh's short script but did not find any crash under my win XP sp3.
I am using gretl 1.10.2 (build date 2015-09-13, 32bit for windows).
<hansl>
open okun.gdt
d_u = diff(u)
list lags_g =lags(4,g)
include armax.gfn
mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
</hansl>
<gretl output>
gretl version 1.10.2
Current session: 2015-09-24 09:52
? open okun.gdt
Read datafile C:\Program Files\gretl\data\PoE\okun.gdt
periodicity: 4, maxobs: 98
observations range: 1985:2 to 2009:3
Listing 3 variables:
0) const 1) g 2) u
? d_u = diff(u)
Generated series d_u (ID 3)
? list lags_g =lags(4,g)
Generated list lags_g
? include armax.gfn
C:\Program Files\gretl\functions\armax.gfn
? mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
Generated matrix mmm
</gretl output>
I also tried Allin's script as follows. It also works fine.
<hansl>
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
</hansl>
Those crashes seemed not appear under my XP.
Yi-Nnung
2015-09-23 14:22 GMT+08:00 <oleg_komashko(a)ukr.net>:
Dear Allin,
Doesh't crahes,
even with additional
modification below
doesn't
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
s = ""
loop p=0..2 -q
loop q=0..2 -q
catch arma p q ; y -q @s
endloop
endloop
eval $coeff
In my first example
on Ubuntu there was no
cases with err>0
so the dataset goes without catch
I removed catch: it crashes
In one-loop format -doesn't
Oleh
23 вересня 2015, 01:09:23, від "Allin Cottrell" <cottrell(a)wfu.edu>:
> On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
>
> > Dear Allin,
> > This script doesn't crashes
>
> Thanks, Oleh. So know we know, by the empirical method, that running
> a double loop over p and q (with a max of p=2, q=2) in arma
> estimation is not in itself a sufficient cause of a crash on Windows
> XP.
>
> The forensic method in software development often proceeds by
> seeking the minimal program that provokes a crash. So now we need to
> look a little further. Does it make a difference if the loops start
> at p=0, q=0, rather than p=1, q=1 as in my script (all else
> unchanged)?
>
> Thanks very much for helping to debug this issue.
>
> >> [C]ould I ask you just to confirm Yes or No, whether the script
> >> that I posted crashes on XP? Here it is again:
> >>
> >> nulldata 100
> >> setobs 1 1 --special-time-series
> >> set seed 77431
> >> series y = normal()
> >> loop p=1..2 -q
> >> loop q=1..2 -q
> >> catch arma p q ; y -q
> >> endloop
> >> endloop
>
> Allin
> _______________________________________________
> Gretl-devel mailing list
> Gretl-devel(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-devel
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6:37 a.m.
New subject: a short script to crash Gretl on xp: working modification
Dear Yi -Nung Yang
Dear all
The problem seems to be wirh
xp (at least some versions) and not with
the package
At my xp your original package crashes
with the data set presented in the first
message of this thread
This modification only transforms
double loop into one-index loop
and doesn't crashes (it was called working)
There is unknown (yet) non-standard
xp behavior in double loops
Oleh
P.S. Where old versions of gretl
are deposited?
What if new tokenizer interfere with
xp unexpectedly?
24 вересня 2015, 04:55:25, від "yinung at Gmail" <yinung.cycu(a)gmail.com>:
Dear All,
I tried Oleh's short script but did not find any crash under my win XP sp3. I am
using gretl 1.10.2 (build date 2015-09-13, 32bit for windows).
open okun.gdt
d_u = diff(u)
list lags_g =lags(4,g)
include armax.gfn
mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
gretl version 1.10.2
Current session: 2015-09-24 09:52
? open okun.gdt
Read datafile C:\Program Files\gretl\data\PoE\okun.gdt
periodicity: 4, maxobs: 98
observations range: 1985:2 to 2009:3
Listing 3 variables:
0) const 1) g 2) u
? d_u = diff(u)
Generated series d_u (ID 3)
? list lags_g =lags(4,g)
Generated list lags_g
? include armax.gfn
C:\Program Files\gretl\functions\armax.gfn
? mmm = armax(2,2,d_u,lags_g,1,1,0,1,1)
Generated matrix mmm
I also tried Allin's script as follows. It also works fine.
nulldata 100
setobs 1 1 --special-time-series
set seed 77431
series y = normal()
loop p=1..2 -q
loop q=1..2 -q
catch arma p q ; y -q
endloop
endloop
Those crashes seemed not appear under my XP.
Yi-Nnung
2015-09-23 14:22 GMT+08:00 :
> Dear Allin,
>
> Doesh't crahes,
>
> even with additional
>
> modification below
>
> doesn't
>
>
> nulldata 100
>
> setobs 1 1 --special-time-series
>
> set seed 77431
>
> series y = normal()
> s = ""
>
> loop p=0..2 -q
>
> loop q=0..2 -q
>
> catch arma p q ; y -q @s
>
> endloop
>
> endloop
>
>
> eval $coeff
>
>
> In my first example
>
> on Ubuntu there was no
>
> cases with err>0
>
> so the dataset goes without catch
>
> I removed catch: it crashes
>
> In one-loop format -doesn't
>
>
>
> Oleh
>
>
>
>
>
>
>
>
>
> 23 вересня 2015, 01:09:23, від "Allin Cottrell" :
>
>
>
>
> > On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
>
> >
>
> > > Dear Allin,
>
> > > This script doesn't crashes
>
> >
>
> > Thanks, Oleh. So know we know, by the empirical method, that running
>
> > a double loop over p and q (with a max of p=2, q=2) in arma
>
> > estimation is not in itself a sufficient cause of a crash on Windows
>
> > XP.
>
> >
>
> > The forensic method in software development often proceeds by
>
> > seeking the minimal program that provokes a crash. So now we need to
>
> > look a little further. Does it make a difference if the loops start
>
> > at p=0, q=0, rather than p=1, q=1 as in my script (all else
>
> > unchanged)?
>
> >
>
> > Thanks very much for helping to debug this issue.
>
> >
>
> > >> [C]ould I ask you just to confirm Yes or No, whether the script
>
> > >> that I posted crashes on XP? Here it is again:
>
> > >>
>
> > >> nulldata 100
>
> > >> setobs 1 1 --special-time-series
>
> > >> set seed 77431
>
> > >> series y = normal()
>
> > >> loop p=1..2 -q
>
> > >> loop q=1..2 -q
>
> > >> catch arma p q ; y -q
>
> > >> endloop
>
> > >> endloop
>
> >
>
> > Allin
>
> > _______________________________________________
>
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7:57 a.m.
New subject: crash Gretl on xp: working modification: a side finding
Dear Allin,
Gretl uses df correction for Ljung-Box Q'
in modtest --autocorr after arima command
May be, it would be more convenient
to change the default order to
something like max($pd, p+q+P+Q+1)?
Oleh
23 вересня 2015, 01:09:23, від "Allin Cottrell" <cottrell(a)wfu.edu>:
On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote:
> Dear Allin,
> This script doesn't crashes
Thanks, Oleh. So know we know, by the empirical method, that running
a double loop over p and q (with a max of p=2, q=2) in arma
estimation is not in itself a sufficient cause of a crash on Windows
XP.
The forensic method in software development often proceeds by
seeking the minimal program that provokes a crash. So now we need to
look a little further. Does it make a difference if the loops start
at p=0, q=0, rather than p=1, q=1 as in my script (all else
unchanged)?
Thanks very much for helping to debug this issue.
>> [C]ould I ask you just to confirm Yes or No, whether the script
>> that I posted crashes on XP? Here it is again:
>>
>> nulldata 100
>> setobs 1 1 --special-time-series
>> set seed 77431
>> series y = normal()
>> loop p=1..2 -q
>> loop q=1..2 -q
>> catch arma p q ; y -q
>> endloop
>> endloop
Allin
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17 comments
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participants (4)
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Allin Cottrell -
oleg_komashko＠ukr.net -
Sven Schreiber -
yinung＠Gmail