7:34 p.m.
Hello,
I just estimated a large VECM model. Gretl crashes when I run impulse
response functions with bootstrapped confidence intervals. Computing
impulse response functions without these works fine. I attached the
gretl session file where you can find model number 1 saved.
Hopefully, the issue can be solved.
Thanks your effort.
Best,
Artur
8:05 p.m.
Slightly OT: How many replications does gretl use for this bootstrap?
Shouldn't it be configurable by the user?
thanks,
sven
Artur T. schrieb:
Hello,
I just estimated a large VECM model. Gretl crashes when I run impulse
response functions with bootstrapped confidence intervals. Computing
impulse response functions without these works fine. I attached the
gretl session file where you can find model number 1 saved.
Hopefully, the issue can be solved.
Thanks your effort.
Best,
Artur
------------------------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
8:08 p.m.
On Wed, 3 Mar 2010, Artur T. wrote:
I just estimated a large VECM model. Gretl crashes when I run
impulse
response functions with bootstrapped confidence intervals. Computing
impulse response functions without these works fine. I attached the
gretl session file where you can find model number 1 saved.
Which impulse response plot gave the crash? (That is, which was
the response variable and which the innovation?) Thanks.
Allin Cottrell
8:40 p.m.
Allin Cottrell schrieb:
On Wed, 3 Mar 2010, Artur T. wrote:
> I just estimated a large VECM model. Gretl crashes when I run impulse
> response functions with bootstrapped confidence intervals. Computing
> impulse response functions without these works fine. I attached the
> gretl session file where you can find model number 1 saved.
>
Which impulse response plot gave the crash? (That is, which was
the response variable and which the innovation?) Thanks.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Hey,
It seems to happen for all the impulse-response patterns I've just
tried. Here the output of the terminal (by the way, I use the current
cvs on ubuntu 9.10):
*** glibc detected *** /usr/local/bin/gretl_x11: double free or
corruption (!prev): 0x086b3af8 ***
======= Backtrace: =========
/lib/tls/i686/cmov/libc.so.6[0x238aff1]
/lib/tls/i686/cmov/libc.so.6[0x238c6f2]
/lib/tls/i686/cmov/libc.so.6(cfree+0x6d)[0x238f7cd]
/usr/local/lib/libgretl-1.0.so.0(gretl_matrix_free+0x36)[0x98b876]
/usr/local/lib/libgretl-1.0.so.0(irf_bootstrap+0x440)[0xa445f0]
/usr/local/lib/libgretl-1.0.so.0(gretl_VAR_get_impulse_response+0x1b3)[0xa39143]
/usr/local/lib/libgretl-1.0.so.0(gretl_VAR_plot_impulse_response+0xc7)[0x971a77]
/usr/local/bin/gretl_x11[0x80bcf96]
/usr/lib/libgobject-2.0.so.0(g_cclosure_marshal_VOID__VOID+0x7c)[0x8189fc]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x1b2)[0x80b072]
/usr/lib/libgobject-2.0.so.0[0x8207a8]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x7bd)[0x821b2d]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x26)[0x821fb6]
/usr/lib/libgtk-x11-2.0.so.0[0x24ded5]
/usr/lib/libgtk-x11-2.0.so.0(gtk_action_activate+0x8d)[0x24febd]
/usr/lib/libgobject-2.0.so.0(g_cclosure_marshal_VOID__VOID+0x7c)[0x8189fc]
/usr/lib/libgobject-2.0.so.0[0x8096f9]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x1b2)[0x80b072]
/usr/lib/libgobject-2.0.so.0[0x8200b0]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x7bd)[0x821b2d]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x26)[0x821fb6]
/usr/lib/libgtk-x11-2.0.so.0(gtk_widget_activate+0x95)[0x44b525]
/usr/lib/libgtk-x11-2.0.so.0(gtk_menu_shell_activate_item+0x120)[0x337590]
/usr/lib/libgtk-x11-2.0.so.0[0x338f7f]
/usr/lib/libgtk-x11-2.0.so.0[0x32ec64]
/usr/lib/libgtk-x11-2.0.so.0[0x328474]
/usr/lib/libgobject-2.0.so.0[0x8096f9]
/usr/lib/libgobject-2.0.so.0(g_closure_invoke+0x1b2)[0x80b072]
/usr/lib/libgobject-2.0.so.0[0x82049e]
/usr/lib/libgobject-2.0.so.0(g_signal_emit_valist+0x648)[0x8219b8]
/usr/lib/libgobject-2.0.so.0(g_signal_emit+0x26)[0x821fb6]
/usr/lib/libgtk-x11-2.0.so.0[0x44495e]
/usr/lib/libgtk-x11-2.0.so.0(gtk_propagate_event+0xd0)[0x320c20]
/usr/lib/libgtk-x11-2.0.so.0(gtk_main_do_event+0x219)[0x321ea9]
/usr/lib/libgdk-x11-2.0.so.0[0x16565a]
/lib/libglib-2.0.so.0(g_main_context_dispatch+0x1f8)[0x7a76e88]
/lib/libglib-2.0.so.0[0x7a7a730]
/lib/libglib-2.0.so.0(g_main_loop_run+0x1bf)[0x7a7ab9f]
/usr/lib/libgtk-x11-2.0.so.0(gtk_main+0xb9)[0x322419]
/usr/local/bin/gretl_x11[0x80b5c84]
/lib/tls/i686/cmov/libc.so.6(__libc_start_main+0xe6)[0x2336b56]
/usr/local/bin/gretl_x11[0x8065b91]
======= Memory map: ========
00110000-001a2000 r-xp 00000000 08:02 145112
/usr/lib/libgdk-x11-2.0.so.0.1800.3
001a2000-001a4000 r--p 00092000 08:02 145112
/usr/lib/libgdk-x11-2.0.so.0.1800.3
001a4000-001a5000 rw-p 00094000 08:02 145112
/usr/lib/libgdk-x11-2.0.so.0.1800.3
001a5000-001c0000 r-xp 00000000 08:02 50140
/usr/lib/libatk-1.0.so.0.2809.1
001c0000-001c1000 r--p 0001b000 08:02 50140
/usr/lib/libatk-1.0.so.0.2809.1
001c1000-001c2000 rw-p 0001c000 08:02 50140
/usr/lib/libatk-1.0.so.0.2809.1
001c2000-001c4000 r-xp 00000000 08:02 935
/lib/tls/i686/cmov/libdl-2.10.1.so
001c4000-001c5000 r--p 00001000 08:02 935
/lib/tls/i686/cmov/libdl-2.10.1.so
001c5000-001c6000 rw-p 00002000 08:02 935
/lib/tls/i686/cmov/libdl-2.10.1.so
001c6000-001da000 r-xp 00000000 08:02 3819 /lib/libz.so.1.2.3.3
001da000-001db000 r--p 00013000 08:02 3819 /lib/libz.so.1.2.3.3
001db000-001dc000 rw-p 00014000 08:02 3819 /lib/libz.so.1.2.3.3
001dc000-001df000 r-xp 00000000 08:02 755
/usr/lib/libgmodule-2.0.so.0.2200.3
001df000-001e0000 r--p 00002000 08:02 755
/usr/lib/libgmodule-2.0.so.0.2200.3
001e0000-001e1000 rw-p 00003000 08:02 755
/usr/lib/libgmodule-2.0.so.0.2200.3
001e1000-001e3000 r-xp 00000000 08:02 50229
/usr/lib/libXcomposite.so.1.0.0
001e3000-001e4000 r--p 00001000 08:02 50229
/usr/lib/libXcomposite.so.1.0.0
001e4000-001e5000 rw-p 00002000 08:02 50229
/usr/lib/libXcomposite.so.1.0.0
001e5000-001e7000 r-xp 00000000 08:02 46422
/usr/lib/libXdamage.so.1.1.0
001e7000-001e8000 rw-p 00001000 08:02 46422
/usr/lib/libXdamage.so.1.1.0
001e8000-001ea000 r-xp 00000000 08:02 46463
/usr/lib/libXinerama.so.1.0.0
001ea000-001eb000 rw-p 00001000 08:02 46463
/usr/lib/libXinerama.so.1.0.0
001eb000-005a3000 r-xp 00000000 08:02 145104
/usr/lib/libgtk-x11-2.0.so.0.1800.3
005a3000-005a4000 ---p 003b8000 08:02 145104
/usr/lib/libgtk-x11-2.0.so.0.1800.3
005a4000-005a8000 r--p 003b8000 08:02 145104
/usr/lib/libgtk-x11-2.0.so.0.1800.3
005a8000-005aa000 rw-p 003bc000 08:02 145104
/usr/lib/libgtk-x11-2.0.so.0.1800.3
005aa000-005ac000 rw-p 00000000 00:00 0
005ac000-005c1000 r-xp 00000000 08:02 946
/lib/tls/i686/cmov/libpthread-2.10.1.so
005c1000-005c2000 r--p 00014000 08:02 946
/lib/tls/i686/cmov/libpthread-2.10.1.so
005c2000-005c3000 rw-p 00015000 08:02 946
/lib/tls/i686/cmov/libpthread-2.10.1.so
005c3000-005c5000 rw-p 00000000 00:00 0
005c5000-005c9000 r-xp 00000000 08:02 35933 /usr/lib/libXfixes.so.3.1.0
005c9000-005ca000 r--p 00003000 08:02 35933 /usr/lib/libXfixes.so.3.1.0
005ca000-005cb000 rw-p 00004000 08:02 35933 /usr/lib/libXfixes.so.3.1.0
005cb000-005ce000 r-xp 00000000 08:02 47593
/usr/lib/libxcb-render-util.so.0.0.0
005ce000-005cf000 r--p 00002000 08:02 47593
/usr/lib/libxcb-render-util.so.0.0.0
005cf000-005d0000 rw-p 00003000 08:02 47593
/usr/lib/libxcb-render-util.so.0.0.0
005d0000-005eb000 r-xp 00000000 08:02 899 /lib/ld-2.10.1.so
005eb000-005ec000 r--p 0001a000 08:02 899 /lib/ld-2.10.1.so
005ec000-005ed000 rw-p 0001b000 08:02 899 /lib/ld-2.10.1.so
005ed000-00611000 r-xp 00000000 08:02 936
/lib/tls/i686/cmov/libm-2.10.1.so
00611000-00612000 r--p 00023000 08:02 936
/lib/tls/i686/cmov/libm-2.10.1.so
00612000-00613000 rw-p 00024000 08:02 936
/lib/tls/i686/cmov/libm-2.10.1.so
00613000-00621000 r-xp 00000000 08:02 36263 /usr/lib/libXext.so.6.4.0
00621000-00622000 r--p 0000d000 08:02 36263 /usr/lib/libXext.so.6.4.0
00622000-00623000 rw-p 0000e000 08:02 36263 /usr/lib/libXext.so.6.4.0
00623000-00625000 r-xp 00000000 08:02 35909 /usr/lib/libXau.so.6.0.0
00625000-00626000 r--p 00001000 08:02 35909 /usr/lib/libXau.so.6.0.0
00626000-00627000 rw-p 00002000 08:02 35909 /usr/lib/libXau.so.6.0.0
00629000-00650000 r-xp 00000000 08:02 50190
/usr/lib/libpangoft2-1.0.so.0.2600.0
00650000-00651000 r--p 00027000 08:02 50190
/usr/lib/libpangoft2-1.0.so.0.2600.0
00651000-00652000 rw-p 00028000 08:02 50190
/usr/lib/libpangoft2-1.0.so.0.2600.0
00652000-006e5000 r-xp 00000000 08:02 757
/usr/lib/libgio-2.0.so.0.2200.3
006e5000-006e6000 r--p 00092000 08:02 757
/usr/lib/libgio-2.0.so.0.2200.3
006e6000-006e7000 rw-p 00093000 08:02 757
/usr/lib/libgio-2.0.so.0.2200.3
006e7000-006e8000 rw-p 00000000 00:00 0
006e8000-006f0000 r-xp 00000000 08:02 46217
/usr/lib/libXrender.so.1.3.0
006f0000-006f1000 r--p 00007000 08:02 46217
/usr/lib/libXrender.so.1.3.0
006f1000-006f2000 rw-p 00008000 08:02 46217
/usr/lib/libXrender.so.1.3.0
006f2000-006fb000 r-xp 00000000 08:02 37058
/usr/lib/libXi.so.6.0.0Aborted
Best,
Artur
11:34 p.m.
On Wed, 3 Mar 2010, Artur T. wrote:
Allin Cottrell schrieb:
> Which impulse response plot gave the crash? (That is, which was
> the response variable and which the innovation?) Thanks.
It seems to happen for all the impulse-response patterns I've just
tried. Here the output of the terminal (by the way, I use the current
cvs on ubuntu 9.10):
Thanks, I see what the basic problem is. I'll have to investigate
a bit more to find the best fix. Should be fixed by tomorrow.
Allin Cottrell
11:41 p.m.
Allin Cottrell schrieb:
On Wed, 3 Mar 2010, Artur T. wrote:
> Allin Cottrell schrieb:
>
>> Which impulse response plot gave the crash? (That is, which was
>> the response variable and which the innovation?) Thanks.
>>
> It seems to happen for all the impulse-response patterns I've just
> tried. Here the output of the terminal (by the way, I use the current
> cvs on ubuntu 9.10):
>
Thanks, I see what the basic problem is. I'll have to investigate
a bit more to find the best fix. Should be fixed by tomorrow.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Thanks for working on it, Allin!
By the way, is there anything planned to enable impulse response
functions for restricted VECM models as for example in Microfit?
Cheers,
Artur
1:28 a.m.
On Wed, 3 Mar 2010, Artur T. wrote:
Allin:
> Thanks, I see what the basic problem is. I'll have to investigate
> a bit more to find the best fix. Should be fixed by tomorrow.
It's fixed now, in CVS and snapshots.
Thanks for working on it, Allin!
By the way, is there anything planned to enable impulse response
functions for restricted VECM models as for example in Microfit?
We have no plans in that direction at present. If it's important
for you, please feel free to file a Feature Request.
Allin
5:42 a.m.
New subject: x12 arima command crashes
Hi,
while executing the bjg.inp script, gretl crashes on estimating
conditional x12 arima at line "arima 0 1 1 ; 0 1 1 ; lg --nc
--x-12-arima --conditional" popping up the message "fails to execute
x12arima".
best,
artur
1:47 p.m.
New subject: x12 arima command crashes
On Thu, 4 Mar 2010, artur bala wrote:
while executing the bjg.inp script, gretl crashes on estimating
conditional x12 arima at line "arima 0 1 1 ; 0 1 1 ; lg --nc
--x-12-arima --conditional" popping up the message "fails to execute
x12arima".
Hmm, works fine here. Do you mean that gretl actually crashes
(is terminated by the OS) or just that the command fails?
Given the error message, it seems that something is wrong with
your X-12-ARIMA installation. Is the path correct? (Under
/Tools/Preferences.)
Allin Cottrell
6:30 a.m.
On Wed, 3 Mar 2010, Allin Cottrell wrote:
> By the way, is there anything planned to enable impulse response
> functions for restricted VECM models as for example in Microfit?
We have no plans in that direction at present. If it's important
for you, please feel free to file a Feature Request.
It will be in my SVAR package. I'm sorry about the delay, but I have tons
of class duty this period, so the time I can devote to it is limited. By
the way: I'd like as many people as possible to test a pre-release of it.
If you have some experience with SVARs and time to spare, drop me a line
and I'll send it to you.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
10:30 p.m.
New subject: VECM and restrictions: gretl crashes
Hello,
for the same file and session as yesterday I just wanted to do some
further work. Gretl does not calculate estimations for a restricted VECM
and gives this error after the restriction block:
"Matrices not conformable for operation
Error executing script: halting
end restrict"
I saved the restricted model by starting the restriction block with "2
<- restrict --full". If i want to open the saved (restricted model) in
the icon view, gretl crashes. The terminal gives the following output:
"gretl_cholesky_decomp_solve: rcond = 3.87839e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 9.5145e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 8.36441e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 7.48808e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 6.08595e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 5.832e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
gretl_cholesky_decomp_solve: rcond = 4.44682e-07 (info = 0)
gretl_matrix_multi_ols: switching to QR decomp
beta_vname: i=8, k=1
beta_vname: i=9, k=2
beta_vname: i=8, k=1
beta_vname: i=9, k=2
beta_vname: i=8, k=1
gretl_matrix_multiply_mod: matrices not conformable
Requested (44 x 11) * (11 x 1) = (36 x 1)
gretl_matrix_add_to: adding 44 x 1 to 36 x 1
gretl_invert_symmetric_matrix:
dpotrf failed with info = 1 (n = 4)
input matrix (4 x 4)
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
J->qf1: couldn't invert (4 x 4)
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
0.0000 0.0000 0.0000 0.0000
gretl_matrix_multiply_new: requested (72 x 36) * (44 x 11)
Segmentation fault"
Even if the restrictions are not ok for some reason, gretl should not crash.
The restriction list for a beta matrix with 4 cointegrating vectors and
11 variables (trend included) is given by:
2 <- restrict --full
b[4,1]=0
b[4,2]=0
b[4,4]-b[4,3]=1
b[4,5]=0
b[4,6]=0
b[4,8]=-1
b[4,10]=0
b[4,11]=1
b[3,1]=0
b[3,2]=0
b[3,4]=-1
b[3,5]=0
b[3,6]=0
b[3,7]=0
b[3,8]=0
b[3,9]=0
b[3,10]=0
b[3,11]=0
b[2,2]=0
b[2,3]=0
b[2,4]=0
b[2,7]=-1
b[2,10]=0
b[1,1]=0
b[1,2]=1
b[1,3]=-1
b[1,5]=0
b[1,6]=0
b[1,7]=0
b[1,8]=0
b[1,9]=0
b[1,10]=0
b[1,11]=0
end restrict
Best,
Artur
10:51 p.m.
New subject: VECM and restrictions: gretl crashes
On Thu, 4 Mar 2010, Artur T. wrote:
for the same file and session as yesterday I just wanted to do some
further work. Gretl does not calculate estimations for a restricted VECM
and gives this error after the restriction block:
"Matrices not conformable for operation
Error executing script: halting
> end restrict"
Thanks for the report, I'll look into this.
Allin.
2:27 a.m.
New subject: VECM and restrictions: gretl crashes
On Thu, 4 Mar 2010, Artur T. wrote:
for the same file and session as yesterday I just wanted to do some
further work. Gretl does not calculate estimations for a restricted VECM
and gives this error after the restriction block:
"Matrices not conformable for operation
Error executing script: halting
> end restrict"
[ But a new VECM icon appeared, and trying to use it caused a
crash.]
Both of these issues are now fixed. The substantive point (the
wrongly sized matrices) was something specific to the case where
you have exogenous variables confined to the cointegration space
but no unrestricted exogenous variables, and that's fixed in CVS.
But in addition we now ensure that if "restrict --full" fails for
some reason, you don't get a non-functional VECM icon appearing.
Allin
9:17 a.m.
New subject: VECM and restrictions: gretl crashes
Suppose we have a Time series Data in gretl generated as a simple TS:
z_t = p * z_{t-1} + u_t; -1 < p < 1
x_t = a + b * t + z_t;
Two scenarios:
1. We build an OLS model (no lags, static model)
2. We build Time series (say Cochrane-Orcutt) model (no lags, static model)
In scenario 1: If we make Graphs -> Fitted, actual plots -> Against time, we obtain
"a
normal" regression line.
In scenario 2: If we make Graphs -> Fitted, actual plots -> Against time, we obtain
in
fact a static 1-step ahead forecast plot.
I understand the difference beetwen time series and cross-sectional data but why two
different plots are obtained via exactly the same sounded menus?
Regards,
Jaroslaw Gramacki
11:16 a.m.
New subject: VECM and restrictions: gretl crashes
Allin Cottrell schrieb:
On Thu, 4 Mar 2010, Artur T. wrote:
> for the same file and session as yesterday I just wanted to do some
> further work. Gretl does not calculate estimations for a restricted VECM
> and gives this error after the restriction block:
> "Matrices not conformable for operation
> Error executing script: halting
> > end restrict"
>
[ But a new VECM icon appeared, and trying to use it caused a
crash.]
Both of these issues are now fixed. The substantive point (the
wrongly sized matrices) was something specific to the case where
you have exogenous variables confined to the cointegration space
but no unrestricted exogenous variables, and that's fixed in CVS.
But in addition we now ensure that if "restrict --full" fails for
some reason, you don't get a non-functional VECM icon appearing.
Allin
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Hey Allin, the new cvs works fine here. Thank you very much for your work!
Best,
Artur
6:05 p.m.
Allin Cottrell schrieb:
On Wed, 3 Mar 2010, Artur T. wrote:
> Allin Cottrell schrieb:
>
>> Which impulse response plot gave the crash? (That is, which was
>> the response variable and which the innovation?) Thanks.
>>
> It seems to happen for all the impulse-response patterns I've just
> tried. Here the output of the terminal (by the way, I use the current
> cvs on ubuntu 9.10):
>
Thanks, I see what the basic problem is. I'll have to investigate
a bit more to find the best fix. Should be fixed by tomorrow.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Hey Allin,
thanks for fixing it. There are no problems anymore!
Regarding Sven's question:
"Slightly OT: How many replications does gretl use for this bootstrap?
Shouldn't it be configurable by the user?"
What's the standard number of replications gretl uses, Allin?
@Riccardo:
Sorry, my question was not exact enough, I think. I had a look in your
SVAR package which you sent around a while ago and I know that you
implemented impulse response functions for SVAR/SVECM modeling what is a
great thing!
But is it also possible to do impulse response functions for a VECM
which has imposed long-run restrictions on beta? In Microfit it is
possible to setup a VECM, impose long-run restrictions, do some
diagnostic tests, and then run some Impulse response function
(orthogonal and generalized) based on this restricted model (please
don't understand me wrong, I don't ask for all these features).
If I find some time during the next couple of days I could do some
testing trying to replicate SVAR estimations which I have done with
JMulti before. At the moment I have a version of your package where a
pdf file (SVARdoc.pdf) dated with 1st August 2008 is attached.
Best,
Artur
1:31 p.m.
Artur T. schrieb:
Hey Allin,
thanks for fixing it. There are no problems anymore!
Regarding Sven's question:
"Slightly OT: How many replications does gretl use for this bootstrap?
Shouldn't it be configurable by the user?"
What's the standard number of replications gretl uses, Allin?
-bump-
thanks,
sven
6:07 p.m.
Allin Cottrell schrieb:
On Wed, 3 Mar 2010, Artur T. wrote:
> Allin Cottrell schrieb:
>
>> Which impulse response plot gave the crash? (That is, which was
>> the response variable and which the innovation?) Thanks.
>>
> It seems to happen for all the impulse-response patterns I've just
> tried. Here the output of the terminal (by the way, I use the current
> cvs on ubuntu 9.10):
>
Thanks, I see what the basic problem is. I'll have to investigate
a bit more to find the best fix. Should be fixed by tomorrow.
Allin Cottrell
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Sorry, for another mail, but I just found some solutions regarding my
question to Riccardo.
adding the "--full" option to "restrict" allows to do further testing
and computing impulse response functions!! Great feature, which I did
not know before ;)
Cheers,
Artur
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18 comments
6 participants
participants (6)
-
Allin Cottrell -
artur bala -
Artur T. -
Jaroslaw Gramacki -
Riccardo (Jack) Lucchetti -
Sven Schreiber