Re: [Gretl-users] Function for Automatic Modelling of ARIMA Models
On Thu, 26 Apr 2012, Henrique Andrade wrote:
Em 25 de abril de 2012, Allin escreveu:
>>
>> The problem now is that my function only prints the forecasts but doesn't
>> store them appropriately inside the list "Projecoes".
>
> Are you sure? If I run the script exactly as copied from above, the
> final command, "print Lista --byobs", prints three series returned
> in Lista by your function, namely Y_hat_1_1_1, Y_hat_1_1_2 and
> Y_hat_2_1_1. (I don't know anything about "Projecoes" since that
> does not appear anywhere in the script.)
Sorry again if I wasn't clear enough :-( I was talking about
the attached function (and not the one in the body of the
e-mail message).
OK, now I see what you mean. The list that was supposed to be
created by your function was being disrupted by the NLS
initialization of the arimax model (a rather subtle bug). That
is now fixed in CVS and snapshots.
Allin Cottrell