[Gretl-users] Recursive resuduals....

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. Script is presented below (data file is attached): matrix D=I(21) loop for i=5..21 smpl 1 $i series d$i=D[,$i] print d$i ols c_2006 const y_2006 r_2006 d$i t$i=$coeff(d$i)/$stderr(d$i) r$i=t$i*$sigma print t$i r$i endloop Best wishes, Mariusz Poland