The option "Numerical summary" crashes gretl (gretl.exe has stopped working)

============================== *rolling k-step ahead forecasts* (notice that is returns output with explanation Recursive #-step ahead forecasts) I think it should be *recursive k-step ahead forecasts* (since rolling gives the feeling of a constant pro-forecast sample length during the forecast execise (moving window)) also can we change the --rolling switch to --recursive ?

MODELTAB command (either in script or adding models to the model table in icon view by draging) does not work when estimation in script or console has been performed with --quiet. It only adds one model and then does nothing.

COINT command saves an empty icon if the switch --silent is applied to a script say EGAIC <- coint 4 xlist --test-down=AIC --skip-df --silent saves EGAIC icon but it is empty. Of course it is not empty with either --verbose or no switch

ROLLING K-STEP AHEAD FORECASTS (notice that is returns output with explanation Recursive #-step ahead forecasts) I think it should be RECURSIVE K-STEP AHEAD FORECASTS (since rolling gives the feeling of a constant pro-forecast sample length during the forecast execise (moving window)) also can we change the --rolling switch to --recursive ?

Am 17.08.2017 um 21:27 schrieb Allin Cottrell: > On Wed, 16 Aug 2017, Ioannis A. Venetis wrote: > I agree that "rolling" tends to imply a moving estimation window > of fixed length, and if "recursive" is the term used by > forecasters for what gretl does under the --rolling option, we > should switch. This is now in git (though "--rolling" is still > accepted as an alias until further notice). > > However, I'd like to register a mild objection. To my mind a > recursive process is one that loops back on itself (e.g. a > function that calls itself). In that light a "recursive" forecast > would be one which progressively replaces known values of > regressors with forecasted values as the horizon is lengthened. > If I had to choose a single English word to describe what gretl > does under the rolling or recursive option I guess I'd choose > "sequential". I agree, and of course it's all a matter of convention. What you describe as the "ideal" meaning of recursive is also used in Diebold's forecasting texts. Actually you basically paraphrased him, here's a quote from his book: "Recursive estimation means beginning with a small sample of data, estimating a model, adding an observation and reestimating the model, and continuing in that fashion until the sample is exhausted.[FN9]" ...and FN9 says: "Strictly speaking, sequential might be a more descriptive adjective than recursive. Recursive updating refers to the fact that an estimate based on t + 1 observations can sometimes be computed simply by appropriately combining the old estimate based on t observations with the new observation. (This is possible, for example, with linear least-squares regression.) Recursive updating achieves a drastic reduction in computational requirements relative to complete reestimation of the model each time the sample is updated, which we might call "brute force updating." For our purposes, it's inconsequential whether we do recursive updating or brute force updating (and the speed of modern computers often makes brute force attractive); we use recursive estimation as a blanket term for any sequential estimation procedure, whether the computations are done by recursive or brute force techniques." The important thing would be to replace "rolling", but perhaps it's also a good time to be more accurate and indeed use "sequential".