Re: [Gretl-users] bug-hunting time : vecm

2011-10-04 Thread artur bala
Hi, After running the "hamilton.inp" script I tried to plot the response of p to s from the the hamilton model menu but gretl comes out with a "Data error" message . Otherwise, when I checked the "include bootstrap confidence interval" everything looks fine. Best, artur

[Gretl-users] Dummy variable in cointegration analysis....

2011-10-04 Thread mariusz doszyń
Hello everyone, I'd like to include a dummy variable to simple system of equations (with cointegration):1)  delta_y[t]=a0+a1*y[t-1]+a2*x[t-1]+u[t], 2) delta_x[t]=b0+b1*y[t-1]+b2*x[t-1]+e[t]. The dummy variable d[t]=[1,0,1,1,1,0,0,...1,1,0,1,0,1], so it somethimes equals 1, sometimes 0, and

Re: [Gretl-users] bug-hunting time : vecm

2011-10-04 Thread Allin Cottrell
On Tue, 4 Oct 2011, Allin Cottrell wrote: > On Tue, 4 Oct 2011, artur bala wrote: > >> After running the "hamilton.inp" script I tried to plot the response of >> p to s from the the hamilton model menu but >> gretl comes out with a "Data error" message . Otherwise, when I checked >> the "include

Re: [Gretl-users] bug-hunting time : vecm

2011-10-04 Thread Allin Cottrell
On Tue, 4 Oct 2011, artur bala wrote: > After running the "hamilton.inp" script I tried to plot the response of > p to s from the the hamilton model menu but > gretl comes out with a "Data error" message . Otherwise, when I checked > the "include bootstrap confidence interval" > everything looks

Re: [Gretl-users] Dummy variable in cointegration analysis....

2011-10-04 Thread Allin Cottrell
On Tue, 4 Oct 2011, mariusz doszyń wrote: > I'd like to include a dummy variable to simple system of equations (with > cointegration):1)  delta_y[t]=a0+a1*y[t-1]+a2*x[t-1]+u[t], 2) > delta_x[t]=b0+b1*y[t-1]+b2*x[t-1]+e[t]. The dummy variable > d[t]=[1,0,1,1,1,0,0,...1,1,0,1,0,1], so it somethimes

[Gretl-users] Segmentation fault with empty matrices in an if condition

2011-10-04 Thread Giuseppe Vittucci
The simplest code to reproduce the error is: matrix A = { } if A print "Dh" endif Bye Giuseppe

Re: [Gretl-users] X-12-ARIMA build 192

2011-10-04 Thread Allin Cottrell
On Mon, 3 Oct 2011, Marcin Błażejowski wrote: > W dniu 03.10.2011 02:18, Allin Cottrell pisze: >> >> may be cause for concern. I'll update the gretl-x12a packages once I've >> figured out the reasons for the warnings and (hopefully) patched the >> sources to eliminate them. > I've used

Re: [Gretl-users] Segmentation fault with empty matrices in an if condition

2011-10-04 Thread Allin Cottrell
On Tue, 4 Oct 2011, Giuseppe Vittucci wrote: > The simplest code to reproduce the error is: > > matrix A = { } > if A >print "Dh" > endif Thanks for spotting this. It's now fixed in CVS. Allin Cottrell