[Gretl-users] pre-multiplication by transpose

2012-12-08 Thread Stefano Fachin
PS I am using 1.9.9CVS under windows XP

[Gretl-users] pre-multiplication by transpose

2012-12-08 Thread Stefano Fachin
remaining faithful to my lazy approach :-) I add to the discussion rather than checking in other environments. Explaining how I discovered the point may help: I was trying to generalise a script written by somebody else for cases when both matrices involved were bound to be non-scalars, to

Re: [Gretl-users] pre-multiplication by transpose

2012-12-08 Thread Allin Cottrell
On Sat, 8 Dec 2012, Riccardo (Jack) Lucchetti wrote: > On Fri, 7 Dec 2012, Allin Cottrell wrote: > >> In fact, although we could go either way in terms of resolving the >> inconsistency of treatment of X'Y and X'*Y, for X or Y 1x1 and not >> strictly conformable with the other operand, it would

Re: [Gretl-users] confidence intervals

2012-12-08 Thread Allin Cottrell
On Sat, 8 Dec 2012, Miviam wrote: > I have tried what you suggested me and every change I imagined and I keep > getting the same. > > This is what I have in the script: > arima 0 1 1 ; 0 1 1 ; y --nc > addobs 12 > smpl --full > fcast --out-of-sample > matrix yhat = $fcast > matrix se=$fcerr >

Re: [Gretl-users] pre-multiplication by transpose

2012-12-08 Thread Jack
On Fri, 7 Dec 2012, Allin Cottrell wrote: > In fact, although we could go either way in terms of resolving the > inconsistency of treatment of X'Y and X'*Y, for X or Y 1x1 and not > strictly conformable with the other operand, it would be easier (I > think) to make the latter operation reduce to

Re: [Gretl-users] confidence intervals

2012-12-08 Thread Miviam
Allin I have tried what you suggested me and every change I imagined and I keep getting the same. This is what I have in the script: arima 0 1 1 ; 0 1 1 ; y --nc addobs 12 smpl --full fcast --out-of-sample matrix yhat = $fcast matrix se=$fcerr matrix ci = (yhat -

Re: [Gretl-users] pre-multiplication by transpose

2012-12-08 Thread Sven Schreiber
On 12/07/2012 11:08 PM, Allin Cottrell wrote: > On Fri, 7 Dec 2012, Sven Schreiber wrote: > >> On 12/07/2012 08:31 PM, Alan G Isaac wrote: >>> On 12/7/2012 1:52 PM, Summers, Peter wrote: But your example holds true whether or not we write x'y or x'*y >>> >>> >>> Absolutely. I was addressing