Hello,
I use Mac. I am trying to make a time series plot against the residuals in my model.
However, Gretl produces following error message. Can anyone explain why it is so? Please
find the attached screen shot below? Really appreciate your help on this.
Thank you,
Regards,
Fazeel
On 2 Jan 2014, at 10:41 pm, Artur T. <artur.tarassow(a)googlemail.com> wrote:
First of all: Happy new year to the members of the gretl community!
Some years ago the possibility of testing non-linear restrictions within
the single-equation framework (based on the Delta method) was added. The
help file provides a simple example on this:
<hansl>
function matrix restr (const matrix b)
matrix v = -b[3]/b[2]
return v
end function
open denmark --quiet
ols diff(LRM) 0 LRM(-1) LRY(-1) IBO(-1)
restrict
rfunc = restr
end restrict
</hansl>
The issue I face is given by the fact that I would like to test not only
the restriction -b[3]/b[2] = 0 but also e.g. -b[4]/b[2] = 0 separately.
Atm I have to write down another function
function matrix restr2 (const matrix b)
matrix v = -b[4]/b[2]
return v
end function
if I want to test -b[4]/b[2] = 0.
Is this right or is there an alternative way to obtain a vector of test
results? It would be helpful if one could extend the function by
something like this:
function matrix restr (const matrix b, int pos1, int pos2)
matrix v = -b[pos2]/b[pos1]
return v
end function
Best,
Artur
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users