On Sun, 29 Nov 2009, Davor Horvatic wrote: > I'm working with different GARCH models and I trying to determine > parameters.
> For test case I took example from user guide and applied > restirction to the parameters as stated in user manual, code is > in the end of the mail. All > I get is: > > Syntax error in command line > Error executing script: halting > > What am I doing wrong ? > > Thanks, > Davor > > open djclose > series y = 100*ldiff(djclose) > scalar mu = 0.0 > scalar omega = 1 > scalar alpha = 0.4 > scalar beta = 0.0 > mle ll = check ? (-0.5*(log(h) + (e^2)/h)) : NA > series e = y - mu > series h = var(y) > series h = omega + alpha*(e(-1))^2 + beta*h(-1) > scalar check = (alpha>0) & (beta>0) > params mu omega alpha beta > end mle The operator '&' is now strictly used for "taking the address" of a variable; for boolean AND you must use "&&". This has been the case since gretl 1.7.5 (see http://gretl.sourceforge.net/Backward.html#v1-7-5 ) We didn't notice the instance in section 17.2 of the User's Guide where '&' was used in the old way. Thanks for spotting this; it's now fixed in CVS. Allin Cottrell
