Re: [Gretl-users] Autoregressive use of lincomb error

On Wed, 9 Oct 2013, Pindar Os wrote: > Hi there, > > the lincomb function does not produce correct resultes when applied > in the > way presented below namely in a panel with autoregressive calculation: It depends what you call "correct"; when you use "genr" with a series, the treatment of autoregressive terms is implicit. The "lincomb" function, on the other hand, is not designed to do that kind of job. It's not designed to be recursive; it could probably be modified to do things recursively, but it wouldn't be simple. An alternative would be to use the "filter" function, but I now realise that it doesn't work "properly" with panel datasets, and this could be legitimately considered a bug. However, as you rightly note in your original message, the "genr" syntax works quite well, so you can use that for the time being. ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users