Re: [Gretl-users] Recursive resuduals....
El Monday 16 March 2009 21:06:40 Mariusz Doszyń escribió:
Hello.I'm trying to write a script computing recursive residuals.
You're
probably familiar with the concept how to obtain such a residual: after
estimating model for (n+1) observations (with dummy variable equals 1 for
observation number (n+1)) t-value for dummy variable is multiplied by
standard error of residuals. Unfortunately something is wrong.
I see no problem. The output I obtained is in the attachment.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
Attachments:
- output.txt (text/plain — 22.5 KB)