when you go into arch model you select d_v1 as the dependent var then you click on the lags button you check the dependent variable for lags then you check the alternative way to put lags you paste my given lags into the list of lags then you validate and run the model. You got : "unspecified error" (on the last built cvs version under windows)
Extra : if you find a way to predict the sign of any next value with great accuracy (when learning from any previous) i would be very grateful (and perhaps very generous if it could be scaled to similar problem) because i think it's possible but very very hard. 2010/6/26 Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it>: > On Sat, 26 Jun 2010, denis joubert wrote: > >> I was playing with gretl gui when i got an "undefined error" on arch (and >> some other model too) with this serie of lags : >> 1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129 >> with the data i joined with this mail. >> I think it's a bug. > > Could you please be more specific about the problem and give us a > reproducible example? The following works ok here > > <script> > open d_v1.gdt > > list Lags = null > loop foreach i 1 2 3 4 5 6 7 8 28 37 41 42 50 52 58 72 87 97 129 -q > genr l_$i = d_v1(-$i) > Lags += l_$i > endloop > > ols d_v1 const Lags > arch 1 d_v1 const Lags > </script> > > > > Riccardo (Jack) Lucchetti > Dipartimento di Economia > Università Politecnica delle Marche > > r.lucchetti(a)univpm.it > http://www.econ.univpm.it/lucchetti > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >
