Re: [Gretl-users] Problem with bootstrap result
On Thu, 23 Feb 2012, Summers, Peter wrote:
Allin,
> I'm attaching an example script which bootstraps a Granger
> non-causality test (using a data file from the gretl
> package).
For some reason, I get an error message when running your example script:
Data types not conformable for operation
>> series y1 = S[,1]
Oops, you're right, I forgot: I made a change to the gretl
code so that the matrix produced by varsimul() preserves the
dates information (if any) attached to the input matrices.
Without that modification you'd get an error unless you reset
the sample appropriately before converting from matrix columns
to series.
(BTW, the resample() function as applied to a matrix now also
preserves dates information.)
That change is now in CVS and snapshots.
Allin