User Activity
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Modified
ticket #342
on
gretl
arima, exact ML: --opg (and set arma_vcv op) does not give the outer-product-of-gradient covariance, and --robust inherits it.
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Posted
a comment
on
ticket #342
on
gretl
Snapshots are now on the way. I'll close this ticket shortly, but if problems with the new code emerge, it can be reopened.
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Modified
ticket #343
on
gretl
hpfilt(): default λ for annual and monthly data, Ravn and Uhlig's 6.25·pd⁴ rather than 100·pd² (follow-up to gretl-devel, October 2016).
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Posted
a comment
on
ticket #343
on
gretl
We decided to switch to the formula for lambda recommended by Ravn-Uhlig (2002). This is now done and documented.
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Committed
[8c382c]
on
Code
complete the hpfilt lambda update
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Committed
[21dd03]
on
Code
update an error message
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Committed
[8d2166]
on
Code
bufgets: guard against zero-size target and tidy the scan loop
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Committed
[351e6e]
on
Code
gretl_edit: fix bogus E_TOOLONG when (re-)loading functions
Personal Data
- Username:
- allin
- Joined:
- 2001-09-22 19:48:08
Projects
This is a list of open source software projects that Allin Cottrell is associated with:
-
gretl A cross-platform statistical package for econometric analysis Last Updated:
