Re: [Gretl-users] fcast arch bug?
On Tue, 12 Jun 2007, Chris wrote:
When I try to use fcast after an arch command I get the error
? fcast fit2 --dynamic
Can't do this: no model has been estimated yet
but when I replace the "arch 24" with "ols" the fcast command works
fine. Is
this a bug or am I missing something?
The arch command is a bit unusual (this should be probably be
changed): it's a test, plus ARCH estimation _if_ the test if
significant. I suspect that in the case you're talking about the
ARCH effect is not significant, so no ARCH model is actually
returned.
Allin.