On Sat, 26 Jun 2010, denis joubert wrote:
I was playing with gretl gui when i got an "undefined
error" on arch (and some other model too) with this serie of lags :
1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129
with the data i joined with this mail.
I think it's a bug.
Could you please be more specific about the problem and give us a
reproducible example? The following works ok here
<script>
open d_v1.gdt
list Lags = null
loop foreach i 1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129 -q
genr l_$i = d_v1(-$i)
Lags += l_$i
endloop
ols d_v1 const Lags
arch 1 d_v1 const Lags
</script>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti