[Gretl-users] (no subject)

Fazeel Jaleel fazeel.jaleel at mq.edu.au
Sat Jan 4 15:57:42 EST 2014


Hello,
I use Mac. I am trying to make a time series plot against the residuals in  my model. However, Gretl produces following error message. Can anyone explain why it is so? Please find the attached screen shot below? Really appreciate your help on this.
Thank you,
Regards,
Fazeel


On 2 Jan 2014, at 10:41 pm, Artur T. <artur.tarassow at googlemail.com> wrote:

> First of all: Happy new year to the members of the gretl community!
> 
> Some years ago the possibility of testing non-linear restrictions within
> the single-equation framework (based on the Delta method) was added. The
> help file provides a simple example on this:
> 
> <hansl>
> function matrix restr (const matrix b)
>    matrix v = -b[3]/b[2]
>    return v
> end function
> 
> open denmark --quiet
> ols diff(LRM) 0 LRM(-1) LRY(-1) IBO(-1)
> 
> restrict
>    rfunc = restr
> end restrict
> </hansl>
> 
> The issue I face is given by the fact that I would like to test not only
> the restriction -b[3]/b[2] = 0 but also e.g. -b[4]/b[2] = 0 separately.
> Atm I have to write down another function
> 
> function matrix restr2 (const matrix b)
>    matrix v = -b[4]/b[2]
>    return v
> end function
> 
> if I want to test -b[4]/b[2] = 0.
> 
> Is this right or is there an alternative way to obtain a vector of test
> results? It would be helpful if one could extend the function by
> something like this:
> 
> function matrix restr (const matrix b, int pos1, int pos2)
>    matrix v = -b[pos2]/b[pos1]
>    return v
> end function
> 
> 
> Best,
> Artur
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users

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