Re: [Gretl-users] svar inquiry

On Sat, 28 Jun 2014, Riccardo (Jack) Lucchetti wrote: One thing is, the model is very probably under-identified. I _must_ find some time to include into the SVAR package a few functions for checking for identification before estimating the model. However, SVAR, shouldn't give the error you saw. I debugged it a little and it seems that we have a weird bug in hansl. I just uploaded a new version of SVAR.gfn which contains a workaround, but still we ought to fix this properly. The problem is exemplified by the following piece of code. <hansl> matrix C = { NA, 0; NA, NA } print C loop i = 1..2 -q loop j = 1..2 -q c = C[i,j] if ok(c) print i j endif endloop endloop </hansl> I temporarily fixed this in CVS via the following change, but I'm still puzzled and I'm not at all sure this was the proper way to do it; Allin, could you please take a look? --- lib/src/geneval.c 26 Jun 2014 13:59:50 -0000 1.892 +++ lib/src/geneval.c 28 Jun 2014 13:34:58 -0000 @@ -3522,7 +3522,7 @@ errno = 0; - if (na(x)) { + if (xna(x)) { switch (f) { case F_MISSING: return 1.0; @@ -3530,7 +3530,7 @@ case F_MISSZERO: return 0.0; default: - if (na(x)) { + if (xna(x)) { return NADBL; } } ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------