OK, I can confirm this, that code runs now but constraint is not
applied, for example
scalar checka = (alpha>0)
scalar checkb = (beta>0)
scalar checkc = (gamma1>0)
scalar check = checka+checkb+checkc
applied to my model gives
estimate std. error t-ratio p-value
-----------------------------------------------------------
mu 0,000115904 0,00314962 0,03680 0,9706
omega 0,0991130 0,00457944 21,64 7,07e-104 ***
alpha 0,199138 0,0100301 19,85 1,02e-087 ***
beta 0,157351 0,0323213 4,868 1,13e-06 ***
gamma1 -1,78166 2,06923 -0,8610 0,3892
I did not supply whole code and data because I want to stick to
avaliable data in the gretle.
If I use only for example scalar check = (alpha>0)
I get:
Data types not conformable for operation
On 29.11.2009. 13:26, Davor Horvatic wrote:
I'll try immediately, thanks. But still question remains why
this
does not work in original form. I took code from
the end of section 17.2.
Thanks once more,
Davor
On 29.11.2009. 13:06, Berend Hasselman wrote:
> On 29-11-2009, at 12:27, Davor Horvatic wrote:
>
>
>
>> ? mle ll = check ? (-0.5*(log(h) + (e^2)/h))
>> ? series e = y - mu
>> ? series h = var(y)
>> ? series h = omega + alpha*(e(-1))^2 + beta*h(-1)
>> ? scalar check = (alpha>0)& (beta>0)
>> ? params mu omega alpha beta
>> ? end mle
>> Syntax error in command line
>>
>> Error executing script: halting
>>
>>
>>> end mle
>>>
>>>
> A.
> ---------------------------------------------
> I replaced the& in the scalar check = .. line with&&
> and got this
>
> ? mle ll = check ? (-0.5*(log(h) + (e^2)/h)) : NA
> ? series e = y - mu
> ? series h = var(y)
> ? series h = omega + alpha*(e(-1))^2 + beta*h(-1)
> ? scalar check = (alpha>0)&& (beta>0)
> ? params mu omega alpha beta
> ? end mle
> Data types not conformable for operation
>
> Error executing script: halting
>
>
>> end mle
>>
>>
> B.
> ----------------------------------------------
> I replaced the line scalar check ... by the following three lines
>
> scalar checka = (alpha>0)
> scalar checkb = (beta>0)
> scalar check = checka+checkb
>
> and now the script runs without error to completion.
>
> Berend
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