[Gretl-users] error with periodogram

[Riccardo (Jack) Lucchetti]

On Thu, 6 Sep 2007, Allin Cottrell wrote:

> On Fri, 7 Sep 2007, Javier García wrote:
>
>> Yes, I have been using the snapshot version and the problem
>> appears with 1.6.5 version, but when I install earlier version
>> of Gretl (1.6.0, specifically) the problem dissapears
>
> Thanks, this is useful information.  We'll track it down!
>
> (Jack -- this makes me suspect there may be something flaky in the
> win32 build of the fftw library.  I've done a lot of cleanup in
> the gretl part of the periodogram code, and I'm damned if I can
> see anything that would provoke a crash.)

If this is the case, the error may be triggered during the computation of 
the Local Whittle estimate of d. Javier, do you still get the error if you 
compute the raw periodogram (ie, without smoothing)?

The strange thing is, I did try to replicate the problem under windows (on 
my Win2000 virtual machine under kvm) and everything was ok. Can any 
windows user out there try to replicate the crash? Maybe it's something 
version-specific.


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti