[Gretl-devel] Assorted news

[Allin Cottrell]

On Fri, 7 Dec 2007, Riccardo (Jack) Lucchetti wrote:

> after releasing 1.7.0 a few problems have emerged. Here's my 
> proposal on how to deal with them:
> 
> 1) There's a horrendous bug in garch that leads to bogus results 
> if p!=q; it affects 1.7.0, while earlier versions are ok. It's 
> my fault that this had gone unnoticed so far (thanks to Lee 
> Adkins for spotting the bug). A fix for this is already in CVS.
> 
> 2) Diagnostics for models estimated via tsls leave a lot to be 
> desired. A version of Godfrey's (1994) autocorrelation test is 
> already in my own private tree; I'm waiting until Allin's back 
> for his review. However, I'd also like to implement Pesaran & 
> Taylor (OBES, 1999) heteroskedasticity test, which shouldn't 
> take long.
> 
> 3) Not urgent: I've written 2 functions for matrix 
> import/export. Those are sitting in my private tree right now 
> and I'll submit the to Allin's attention when he's back.
> 
> 4) There are a few bugs in the sourceforge tracking system that 
> need to be addressed; none of them is lethal, but still it'd be 
> nice to have them fixed asap.
> 
> Since 1) is a potentially disruptive bug, I'd like to propose a 
> bugfix release as soon as possible, fixing 4) as far as 
> possible.

Yes, I'd like to put out a 1.7.1 release as soon as we can.  
Realistically, that would be at the end of next week (say, Friday 
December 14).

In response to Cri:  We do actually have a rather large 
"regression suite" that I run before releases.  However, it's not 
quite comprehensive, and GARCH with anything other than p = q = 1 
has not been on the list up till now.  I'll make sure it gets 
added.

Allin.