[Gretl-users] NIST tests

Allin (and friends), I have been taking a look at the new menu entry "NIST test suite", and I was surprised by the results. I was looking at them with the spanish gretl 1.2.2 version using the comma as the decimal separator. The summary result was Summary of NIST linear regression test results: * number of tests carried out: 11 * reference data files missing or corrupted: 0 * unexpected errors in estimation of models: 1 * poor or unacceptable results with libgretl: 10 * cases where results from the gretl GMP plugin disagreed with the NIST certified values, at 12 significant figures: 9 I was really surprised as I remembered that the manual reported some good results, so I looked at the web page and compared my results with the results shown there noticing that they are also completely different. I have run the same tests setting the decimal point as decimal separator, and now the results are quite good. So I there is an error when the NIST tests are run with the decimal comma. Enclosed you will find three files: nist-c.out has the "basic results" of the NIST tests when I use a comma as decimal separator, nist-p.out has the same with the decimal point and nist-ext.out has the extended results when I use the comma again. I hope this will help you to detect the error. Tell me if you need any more. Best regards, -- Ignacio Díaz-Emparanza Dpto. de Economía Aplicada III (Econometría y Estadística) UPV-EHU http://www.bl.ehu.es/~etpdihei/