Re: [Gretl-users] MLE with lists

On Tue, 6 Jan 2015, Daniel Bencik wrote: Thank you for posting. The facility of "indexing into" a list is fairly new, and although it is now mentioned in the documentation it is not adequately explained. Let's start from basics. In the gretl main window you can see that each series (whose name appears in the second column from the left) is associated with an index number (in the leftmost column). Now, internally, a gretl "list" is just an array of integers, each integer being the index number of a series. So when you "index into" a list, what you get back is an integer index number. Suppose we have lists Y and X, each containing at least one series. Then if we do, for example, ols Y[1] 0 X[1] this will work OK. The expressions "Y[1]" and "X[1]" will each yield a series index number, and such index numbers are valid input for the "ols" command. However, now suppose we try series x1 = X[1] You might think this would give us a series, x1, whose values are those of the first member of the list named "X", but that's not so. Let's say the first member of list X is the series with index number 3; in that case the statement above is equivalent to series x1 = 3 That is, x1 will be a series with constant value 3.0. This explains the results you got via mle. So how can you get what you want, namely the actual values of the series at position i in a list? For that you need a "foreach" loop across the list, using "$i" to get the name of the series in question, as in loop foreach i List series x = $i print x endloop Allin Cottrell