[Gretl-users] Re: BACE Estimation difficulties
On 27.08.2022 16:28, Brian Revell wrote:
I thought i would try this option estimating a simple model (always
the best way to gain experience and confidence with the routine).
Independent variable, 1 indep variable . No lag on Y. . Zero selected
for out of sample forecast Constant -can be omitted. Best 4 models
selected -again as the default.
This was the output:-
Dependent viariable was removed from the X list.*It is not there
-there is only a single indep variable. *
Error message from BACE_GUI():
Average model size should be greater then 0 and lower than K !!!
*Average model size specified is the default 1*
*Some guidance wlecomed please*
Well,
it is strange and IMHO it should not happen, but probably there is a bug.
My suggestion would be to use current development version (which is 1.3
ang can be found here (BACE.zip):
https://sourceforge.net/projects/bace-for-gretl/files/snapshot).
Once you download the file just run the followinh line in gretl's script
window or console: "pkg install /path/to/BACE.zip". And that's it: you
have current SVN version with many bugs fixed and new features added.
You my try do run the following HANSL script:
<hansl>
set verbose off
open australia.gdt
include BACE.gfn
genr time
x_lags = 1
y_lags = 1
list X = 6..10
X = lags(x_lags, X) time
BACE(lpau, X, _(with_const=2, Y_AR_p=y_lags))
</hansl>
--
Marcin Błażejowski
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