On Mon, 3 Jan 2022, Riccardo (Jack) Lucchetti wrote: Some more on this: it seems that in the failing cases we don't transcribe correctly the matrix (internally called B) that corresponds to the "coeff" element of the returned "system" bundle, although the $coeff accessor works ok. For 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 eval $coeff eval $system.coeff </hansl> returns <output> ? eval $coeff -0.00081327 0.14284 0.43167 0.053219 -0.58767 0.58294 0.0000 0.028741 ? eval $system.coeff -0.00081327 0.14284 0.43167 0.053219 -0.58767 0.58294 </output> ------------------------------------------------------- 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 -------------------------------------------------------

Hi Jack, Your code shows any error message with the Windows-32 zip version until 2018/05/11, but it fails with 2018/08/11 zip version, and following. Maybe some was made meanwhile that causes it. Hope helps. Best regards Juan behaviour you describes ________________________________ De: Riccardo (Jack) Lucchetti <p002264(a)staff.univpm.it&gt; Enviado: luns, 3 de xaneiro de 2022 09:39 Para: Gretl developers mailing list <gretl-devel(a)gretlml.univpm.it&gt; Asunto: [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 -------------------------------------------------------