Re: [Gretl-users] MLE Estimation of ACDP Model

Dear all, I am trying to ML estimate a model from http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1884237 and the following code, with Rng being the variable of interest, /RANGE = Rng/ /scalar rng = 0.1/ /scalar err = 0.2/ /scalar gamma = 1/ /mle ll = 0.5*ln(theta) - theta*lambda + RANGE *(ln(RANGE)-1) - lngamma(RANGE+1) + theta*RANGE( 1 + ln(lambda/RANGE)) / / series lambda = mean(RANGE)/ / series lambda = c + rng*RANGE(-1) + err*lambda(-1)/ / params gamma c rng err/ /end mle --robust/ returns "lag order: argument 2 should be scalar, is series. Data types not conformable for operation". As far as I undestand, the problem is the first element of LL, but have no clue how to correct it. Any hint is much appreciated.