Thanks for your previous helps. All things went well up to now. However, I
have a new problem. I have prepared a function in which I prepare data for
arma function and use it according to Mr.Cottrell sample code.
However, when i call this function twice iteratively, something weird is
happening and I cannot figure out the reason.
It only prints: "user-specified BFGS tolerance = 2.75859e-313
kalman_arma: optimizer returned 33 "
Here is a code part to show how I call those functions, and the part that
is using libgretl respectively:
/* how i call function
/* libgretl usage inside of makeEstimation function *****
gretl_setenv("GRETL_PLUGIN_PATH", "/usr/local/lib/gretl-gtk2/"); //
path should be set.
prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
dset = datainfo_new();
err = gretl_read_native_data(fileName, dset);
pprintf(prn, "Got error %d reading data from %s\n", err,
pprintf(prn, "Read data from %s OK\n", fileName);
print_smpl(dset, 0, prn);
err = arma_estimate(dset, prn);
It has been a really long question but i couldn't find a reason for this
situation. How i can solve this problem ?
2012/2/9 Allin Cottrell <cottrell(a)wfu.edu>
On Thu, 9 Feb 2012, Emrah Samdan wrote:
> Thank you for your help ! II am so grateful to you. I have one more
> additional question:How do i need to construct the parameter list of
> if i want to add an independent variable. (i.e: AR-X model) . In the
> example code you have given, the list as constructed
> list = 1; /* AR order */
> list = 0; /* order of integration */
> list = 1; /* MA order */
> list = LISTSEP; /* separator */
> list = 1; /* position of dependent variable in dataset */
list = gretl_list_new(6);
Then as before, but add
list = <position of independent var>;
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