Dear all I wrote a gretl package named GJR-garchm (GJR GARCH in mean). It works ok since gretl 1.8.6. However, with gretl 1.9.1, after executing "GJR-garchm" download from the server, I got two warnings: Warning: pow: Numerical result out of range Warning: pow: Numerical result out of range Is there anything wrong? Or what does the message mean? By the way, as I can recall, gig (garch in gretl, a packages for estimating models of GARCH family) works great since ver. 1.8.6. But it is no working anymore in gretl 1.9.1. Does anyone have a clue? Yi-Nung _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Sat, 3 Jul 2010, davorh(a)phy.hr wrote: > Dear Yi-Nung, > > GIG does not work since gretl 1.9.0. I wrote about that > several weeks ago and Riccardo "Jack" Lucchetti assured me > that fix is on the way. Trouble is with few fundamental changes > in how gretl handles certain things. Gig is undergoing a substantial revision, but is already quite useable. Eventually, it will become part and parcel with gretl proper, but I'm not giving away any more details at this stage. However, those interested may download the an "alpha" version of the revised gig package from http://www.econ.univpm.it/lucchetti/gretl/gig.zip Unzip, read the pdf file under doc/ (especially appendix A), install and enjoy. Feedback very welcome.