Em 27 de janeiro de 2013, Henrique escreveu:

Em 25 de janeiro de 2013, Allin escreveu:

On Fri, 25 Jan 2013, Henrique Andrade wrote:

> I think there's something "strange" with the special
> accessor $["roots"]. Please take a look at the following
> Hansl code:
>
> <hansl>
> # Gretl doesn't save the "r" matrix
> open data9-7
> loop i = 1..2
> arima $i 1 2 ; QNC
> matrix r = $["roots"] # overwrites "r"
> print r
> endloop

Yes, that sort of thing ought to work in loops, but it didn't.
This should now be fixed in CVS and snapshots.

Now it is working fine. Thanks Allin!

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:

<hansl>
open australia.gdt

logs E
ldiff E

smpl --no-missing *E

series Y = l_E
scalar max_ar_lags = 2
scalar max_ma_lags = 1
scalar dummies = 1
string Nome = "l_E"
list Projecoes = null
matrix especificacoes = {}

loop for P=0..max_ar_lags --quiet
    loop for Q=0..max_ma_lags --quiet
        matrix especificacoes = especificacoes | {$P, 1, $Q}
    endloop
endloop

scalar linhas = rows(especificacoes)

loop j=1..linhas --quiet
    scalar s_ar = especificacoes[j,1]
    scalar s_i = especificacoes[j,2]
    scalar s_ma = especificacoes[j,3]

    if dummies = 1
        arima s_ar s_i s_ma ; Y --quiet
        sprintf d_up "d_up_%d_%d_%d", s_ar, s_i, s_ma
        sprintf d_down "d_down_%d_%d_%d", s_ar, s_i, s_ma
        series @d_up = misszero(($uhat >= +2*sd($uhat)))
        series @d_down = misszero(($uhat <= -2*sd($uhat)))
        arima s_ar s_i s_ma ; Y @d_up @d_down #--quiet
        matrix z = $coeff./$stderr
        matrix roots = $["roots"]

        if abs(z)>critical(t, $T, 0.025) && abs(roots[,1])>1
            sprintf Y_hat "Y_hat_%d_%d_%d", s_ar, s_i, s_ma
            sprintf Nome_modelo "Arima(%d,%d,%d)", s_ar, s_i, s_ma
            fcast @Y_hat
            list Projecoes += @Y_hat
            setinfo @Y_hat --description="Variável '@Nome' estimada via modelo '@Nome_modelo'"
        endif
    else
        arima s_ar s_i s_ma ; Y --quiet
    endif
endloop
</hansl>

I really can not find what is going wrong :-(

Best regards,
Henrique Andrade