Limitation on lag order specification in ADF test
by Blaise Roncagli
In the Augmented Dickey-Fuller (ADF) test, there is a limit of 4 lags
that can be specified in build 1.3.0 of Gretl. Is this a fundamental
limitation of the software, or just an internal parameter that can be
adjusted? My fellow students and I in our graduate Finance class are
using data sets that require as many as seven lags to model the
autocorrelation, and this limitation is problematic for us. Please let
me know what if anything can be done. Thanks.
- Blaise Roncagli
19 years, 5 months
- 2
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Source code syntax highlighting
by Cristian Rigamonti
Hi gretlers, I've just compiled the "release candidate" gretl 1.3.0 and
everything seems to work fine (thanks Allin!).
Now I'd like to benefit from syntax highlighting of gretl scripts (never
tried this before, I discovered the feature while translating the
manual), but I can't get it working (I'm using the GNOME desktop on a
Debian "unstable" system).
I've installed libgtksourceview-dev (and of course the runtime package)
and "./configure" doesn't output any error messages related to
gtksourceview; the final output is:
Configuration:
Installation path: /usr/local
Use readline library: yes
Use gnuplot for graphs: yes
Use PNG for gnuplot graphs: yes
Use LaTeX for typesetting output: yes
Gnu Multiple Precision support: yes
LAPACK support: yes
Build with GTK version: 2.0
Use gtksourceview for scripts: yes
Use installed libole2: NA
Use installed gtkextra: NA (*)
Build with gnome support: 2.0
Gnome installation prefix: /usr
X-12-ARIMA support: yes
TRAMO/SEATS support: yes
Experimental audio support: no
(*) I've installed the libgtkextra-dev package (and relevant runtime
package): could this be related to my problem?
Still, when I open up a script I get it in B/W. Any hints?
BTW, I've installed the following dependencies to compile gretl on
Debian unstable:
libgtk2.0-dev libxml2-dev libxslt1-dev gnuplot lapack-dev
libgdk-pixbuf-dev libpng12-dev libreadline4-dev libgnome2-dev
libgnomeui-dev libgmp3-dev libgtksourceview-dev libgtkextra-dev
Cri
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19 years, 5 months
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