[Gretl-users] Autoregressive use of lincomb error

Hi there, the lincomb function does not produce correct resultes when applied in the way presented below namely in a panel with autoregressive calculation: <hansl> open abdata.gdt # correct variant smpl full series CAP_test = CAP smpl YEAR>=1980 && YEAR<1984 --res --rep --bal series CAP_test = 0.5*CAP_test(-1) print -o CAP CAP_test series CAP_test_correct = CAP_test # efficient variant smpl full series CAP_test = CAP smpl YEAR>=1980 && YEAR<1984 --res --rep --bal list xList = CAP_test(-1) matrix coeffs = {0.5} series CAP_test = lincomb(xList,coeffs) print -o CAP_test_correct CAP_test # different results from t+2 on <hansl> Best Leon