Re: [Gretl-users] Initial values for simulating an AR(p) process
On Fri, 9 Dec 2016, Clive Nicholas wrote:
Thanks Jack,
The reformatting works, but then chokes on
> varsim(Y, ARbeta, lX, Xbeta, lD, Dbeta, e,
The symbol 'e' is undefined
Error executing script: halting
> varsim(Y, ARbeta, lX, Xbeta, lD, Dbeta, e, p, &ysim)
And indeed 'e' is not defined...
You're right, Artur's example does not run as posted. It's not
totally obvious to me where the missing "e" series is supposed to
come from, though maybe one should insert
series e = resample($uhat)
after the ols command?
Allin Cottrell