Re: [Gretl-users] undefined error
when you go into arch model
you select d_v1 as the dependent var
then you click on the lags button
you check the dependent variable for lags
then you check the alternative way to put lags
you paste my given lags into the list of lags
then you validate and run the model.
You got : "unspecified error" (on the last built cvs version under windows)
Extra : if you find a way to predict the sign of any next value with
great accuracy (when learning from any previous) i would be very
grateful (and perhaps very generous if it could be scaled to similar
problem)
because i think it's possible but very very hard.
2010/6/26 Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it>:
On Sat, 26 Jun 2010, denis joubert wrote:
> I was playing with gretl gui when i got an "undefined error" on arch (and
> some other model too) with this serie of lags :
> 1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129
> with the data i joined with this mail.
> I think it's a bug.
Could you please be more specific about the problem and give us a
reproducible example? The following works ok here
<script>
open d_v1.gdt
list Lags = null
loop foreach i 1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129 -q
genr l_$i = d_v1(-$i)
Lags += l_$i
endloop
ols d_v1 const Lags
arch 1 d_v1 const Lags
</script>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
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