Re: [Gretl-users] VAR Lag Selection Error
Em 25 de março de 2010 Allin Cottrell <allincottrell(a)gmail.com> escreveu:
Henrique wrote:
> I'm estimating a VAR model and I'm getting a strange Gretl behaviour. When
I
> try to choose the optimal VAR lag using the GUI (Model -> Time series ->
> VAR lag selection) Gretl crashes (I attached the Mac OS X Crash Report).
Can you give some more details? I can't replicate this problem so far.
What I did, in the gretl GUI (on Linux and OS X):
1) Open data9-12 (a monthly dataset)
2) From the Add menu, add log differences of the first 4 variables
3) Select Models/Time Series/VAR lag selection
4) Select the 4 log-differences as Endogenous, and accept all
5) Click OK
6) Reasonable-looking results are shown
Dear Allin, I realized what is going wrong. Take a look at the following
script:
<script>
open data9-12
ldiff pcecars pop pcdpy cpinew
var 24 ld_pcecars ld_pop ld_pcdpy ld_cpinew --lagselect
/*
Teste para verificação do erro na seleção de defasagens
do VAR via GUI.
*/
</script>
In that case everything is working fine. But if I change the script
subtracting
the last line (*/):
<script>
open data9-12
ldiff pcecars pop pcdpy cpinew
var 24 ld_pcecars ld_pop ld_pcdpy ld_cpinew --lagselect
/*
Teste para verificação do erro na seleção de defasagens
do VAR via GUI.
</script>
Now the problem arises. I think it would be important to introduce an error
message instead of a crash, won't you? ;)
Um abraço,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
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