Em 30 de janeiro de 2013, Allin escreveu:
On Wed, 30 Jan 2013, Henrique Andrade wrote:
(...)
> Now it is not working anymore :-( Using the "test case" I provided
> everything works:
>
> <hansl>
> open data9-7
> loop i = 1..2
> arima $i 1 2 ; QNC
> matrix r = $["roots"] # overwrites "r"
> print r
> endloop
> </hansl>
>
> But with my "real world" example it doesn't [...]
> loop for P=0..max_ar_lags --quiet
> loop for Q=0..max_ma_lags --quiet
> matrix especificacoes = especificacoes | {$P, 1, $Q}
> endloop
> endloop
The trouble is that the first model estimated in your "real
world" example doesn't have any ARMA roots (P = Q = 0). For
all the other specifications you'll get the $["roots"] matrix
OK.
Ok, I have to recognize: I need to change my real world :-(
Thanks for your help and sorry for my poor real world ;-)
--
Henrique Andrade*
*