[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 _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/