[Gretl-users] Slight change in fracdiff

Allin, First, thanks for all the goodies recently appeared in CVS. Please apply the following. The fractional difference operator is perfectly defined for |d| <= 1; the limiting case d=-1 corresponds to cumulating a series. Fractionally differencing for d>1 can be accomplished by "normal" differencing first for the integral part, and then applying \Delta^d for the fractional part. Index: lib/src/generate.c =================================================================== RCS file: /cvsroot/gretl/gretl/lib/src/generate.c,v retrieving revision 1.232 diff -u -r1.232 generate.c --- lib/src/generate.c 29 Apr 2005 14:07:05 -0000 1.232 +++ lib/src/generate.c 2 May 2005 10:47:24 -0000 @@ -912,7 +912,7 @@ return NULL; } - if (*param < 0.0) { /* ?? */ + if (fabs(*param) > 1.0) { genr->err = 1; return NULL; } Riccardo `Jack' Lucchetti Dipartimento di Economia Università di Ancona jack(a)dea.unian.it http://www.econ.unian.it/lucchetti