On Wed, 30 Jan 2013, Henrique Andrade wrote:
Em 27 de janeiro de 2013, Henrique escreveu:
Em 25 de janeiro de 2013, Allin escreveu:
>
> On Fri, 25 Jan 2013, Henrique Andrade wrote:
>>
>>> I think there's something "strange" with the special
>>> accessor $["roots"]. Please take a look at the following
>>> Hansl code:
>>>
>>> <hansl>
>>> # Gretl doesn't save the "r" matrix
>>> open data9-7
>>> loop i = 1..2
>>> arima $i 1 2 ; QNC
>>> matrix r = $["roots"] # overwrites "r"
>>> print r
>>> endloop
>>
>> Yes, that sort of thing ought to work in loops, but it didn't.
>> This should now be fixed in CVS and snapshots.
>>
>
> Now it is working fine. Thanks Allin!
Now it is not working anymore :-( Using the "test case" I provided
everything works:
<hansl>
open data9-7
loop i = 1..2
arima $i 1 2 ; QNC
matrix r = $["roots"] # overwrites "r"
print r
endloop
</hansl>
But with my "real world" example it doesn't [...]
loop for P=0..max_ar_lags --quiet
loop for Q=0..max_ma_lags --quiet
matrix especificacoes = especificacoes | {$P, 1, $Q}
endloop
endloop
The trouble is that the first model estimated in your "real
world" example doesn't have any ARMA roots (P = Q = 0). For
all the other specifications you'll get the $["roots"] matrix
OK.
Allin Cottrell