Re: [Gretl-users] Saving the results of an arch model

To provide some background, the help for 'arch' says: "This command is retained at present for backward compatibility, but you are better off using the maximum likelihood estimator offered by the garch command; for a plain ARCH model, set the first GARCH parameter to 0." In the GUI you also go directly through garch and then you can save the predicted variance from the menu. (BTW, doing 'arch 1 r' --i.e. specifying no explicit constant-- provokes just a generic data error. I think the error message could be more informative. Apart from that, aren't there legitimate cases where you are working with mean-zero series?)