Re: [Gretl-users] Saving the results of an arch model

On Thu, 17 Jan 2019, Sven Schreiber wrote: > To provide some background, the help for 'arch' says: "This command is > retained at present for backward compatibility, but you are better off > using the maximum likelihood estimator offered by the garch command; > for a plain ARCH model, set the first GARCH parameter to 0." > > In the GUI you also go directly through garch and then you can save > the predicted variance from the menu. > > (BTW, doing 'arch 1 r' --i.e. specifying no explicit constant-- > provokes just a generic data error. I think the error message could be > more informative. Apart from that, aren't there legitimate cases where > you are working with mean-zero series?) Would it be unthinkable to just retire the "arch" command?