Re: [Gretl-users] Function for Automatic Modelling of ARIMA Models
On Thu, 26 Apr 2012, Riccardo (Jack) Lucchetti wrote:
on Wed, 25 Apr 2012, Henrique Andrade wrote:
> matrix teste_t = $coeff./$stderr
> matrix roots = $["roots"]
> if abs(teste_t)>critical(t, $T, 0.025) && abs(roots[,1])>1
What do you want to do here, exactly? "teste_t" is a matrix, so its absolute
value is a matrix too. How can you base an "if" condition on a
multiple-valued object?
You can actually do that, but (as I think Jack is implying) you have
to be careful what you intend. In this case the "if" condition will
evaluate as true if and only if _every_ element of the matrix
teste_t exceeds the two-sided 5% critical value of the student t
distribution -- that is, iff every arima coefficient is
"significant". One can run this several times to see what I mean:
<hansl>
atrix m = mnormal(4,1)
m
scalar test = 0
if m > test
print "yes"
else
print "no"
endif
</hansl>
Allin Cottrell