El 28/09/15 a las 22:40, Pedro Bação escribió: > Some time ago I came across a similar problem when using this function > for a class. At the time I made a note to myself saying that the > problem was in the definition of lobs, which I changed to: > scalar lobs=lastobs(y) > I hope this helps >
Yes, I detected this problem some months ago and included some changes for treating with missing observations as well. With respect to Raul problem, apart from the change in line series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y to: series yh1= $yhat which I commented yesterday, I see that the differences in calculations between Raul's excel functions and this package was because of the different initial observations. As recently reported for the 'movavg' command (exponential moving average) I was also ignoring the first observation of the series. I have corrected this and committed the change (It is in the staging area until Allin aproval: http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/).Now the results are the same. I also think we need more flexibility for the initial conditions, I will work on this. -- Ignacio Díaz-Emparanza Departamento de Economía Aplicada III (Econometría y Estadística) Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3
