Re: [Gretl-users] fcast arch bug?
when I run the arch command I get an arch model returned and can see that it
is significant. Furthermore, when I run the arch command through the gui I
get the same model returned and I can estimate using fcasterr through the
gui to my hearts content. I'm not at the computer where I am running the
model right now, but when I am I will try and get you some output.
Chris
On 6/13/07, Allin Cottrell <cottrell(a)wfu.edu> wrote:
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.
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