Dear Allin, Gretl uses df correction for Ljung-Box Q' in modtest --autocorr after arima command May be, it would be more convenient to change the default order to something like max($pd, p+q+P+Q+1)? Oleh
23 вересня 2015, 01:09:23, від "Allin Cottrell" <cottrell(a)wfu.edu>: > On Tue, 22 Sep 2015, oleg_komashko(a)ukr.net wrote: > > > Dear Allin, > > This script doesn't crashes > > Thanks, Oleh. So know we know, by the empirical method, that running > a double loop over p and q (with a max of p=2, q=2) in arma > estimation is not in itself a sufficient cause of a crash on Windows > XP. > > The forensic method in software development often proceeds by > seeking the minimal program that provokes a crash. So now we need to > look a little further. Does it make a difference if the loops start > at p=0, q=0, rather than p=1, q=1 as in my script (all else > unchanged)? > > Thanks very much for helping to debug this issue. > > >> [C]ould I ask you just to confirm Yes or No, whether the script > >> that I posted crashes on XP? Here it is again: > >> > >> nulldata 100 > >> setobs 1 1 --special-time-series > >> set seed 77431 > >> series y = normal() > >> loop p=1..2 -q > >> loop q=1..2 -q > >> catch arma p q ; y -q > >> endloop > >> endloop > > Allin > _______________________________________________ > Gretl-devel mailing list > Gretl-devel(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-devel
