[Gretl-users] Re: CARR model
On Wed, 13 Oct 2021, Burak Korkusuz wrote:
Hi,
When I run the code below for the CARR model, gives the error saying smpl bob ; and does
not generate forecasts.
OK, three things.
1) the problem has to do with the fact that the construct "smpl a ;" in a
function doesn't behave correctly when some "outside" subsampling is in
force. Minimal example:
<hansl>
function void foo(void)
smpl 3 ;
end function
nulldata 200
loop i = 1 .. 10
smpl 1+i 100+i
foo()
endloop
</hansl>
2) the "fcast" commands after the "carr" functoin call will not
produce
the results you might expect, since "carr" is not a builtin command
3) I noticed that the carr package uses the deprecated sprintf command;
it would be nice if its author could update it.
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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
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