On Wed, 30 Jan 2013, Henrique Andrade wrote:
> Em 27 de janeiro de 2013, Henrique escreveu:
>
> Em 25 de janeiro de 2013, Allin escreveu:
>>
>> On Fri, 25 Jan 2013, Henrique Andrade wrote:
>>>
>>>> I think there's something "strange" with the special
>>>> accessor $["roots"]. Please take a look at the following
>>>> Hansl code:
>>>>
>>>> <hansl>
>>>> # Gretl doesn't save the "r" matrix
>>>> open data9-7
>>>> loop i = 1..2
>>>> arima $i 1 2 ; QNC
>>>> matrix r = $["roots"] # overwrites "r"
>>>> print r
>>>> endloop
>>>
>>> Yes, that sort of thing ought to work in loops, but it didn't.
>>> This should now be fixed in CVS and snapshots.
>>>
>>
>> Now it is working fine. Thanks Allin!
>
> Now it is not working anymore :-( Using the "test case" I provided
> everything works:
>
> <hansl>
> open data9-7
> loop i = 1..2
> arima $i 1 2 ; QNC
> matrix r = $["roots"] # overwrites "r"
> print r
> endloop
> </hansl>
>
> But with my "real world" example it doesn't [...]
> loop for P=0..max_ar_lags --quiet
> loop for Q=0..max_ma_lags --quiet
> matrix especificacoes = especificacoes | {$P, 1, $Q}
> endloop
> endloop
The trouble is that the first model estimated in your "real
world" example doesn't have any ARMA roots (P = Q = 0). For
all the other specifications you'll get the $["roots"] matrix
OK.
Allin Cottrell
