RE: [Gretl-users] Recursive resuduals....
Hello...
I've installed current snapshot and now it works fine... But thanks...
Best wishes,
Mariusz
Poland
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On
Behalf Of Ignacio Diaz-Emparanza
Sent: Tuesday, March 17, 2009 11:41 AM
To: Gretl list
Subject: Re: [Gretl-users] Recursive resuduals....
El Monday 16 March 2009 21:06:40 Mariusz Doszyń escribió:
Hello.I'm trying to write a script computing recursive residuals.
You're probably familiar with the concept how to obtain such a
residual: after estimating model for (n+1) observations (with dummy
variable equals 1 for observation number (n+1)) t-value for dummy
variable is multiplied by standard error of residuals. Unfortunately something is wrong.
I see no problem. The output I obtained is in the attachment.