Am 05.01.2022 um 23:30 schrieb Allin Cottrell:
On Tue, 4 Jan 2022, ESTEVEZ NUÑEZ JUAN CARLOS wrote:
Hi Jack,
Your code shows any error message with the Windows-32 zip version
until 2018/05/11, but it fails with 2018/08/11 zip version, and
following. Maybe some was made meanwhile that causes it.
Thanks for this observation!
I'm working on the bug. Following Juan Carlos's observation I diff'd
the relevant source files between gretl versions 2018s and 2018b. It
turns out that 2018b introduced a check on the length of the var->B
coefficient vector (in the function VAR_coeff_matrix_from_VECM in
irfboot.c), and this check wasn't general enough to validate the
var->B that results when an EC coefficient is restricted to equal 0.
The check expected a vector of length 4 but var->B was of length 3,
omitting the coefficient that was forced to zero.
I'm looking into this question: Should the check should be relaxed
under the restriction in question, or should var->B be sized as
expected by the existing check, including an explicit zero entry? I
suspect the latter is better, but once that's resolved a fix will be
applied.
Hm, I think that depends on the context. For example, if somewhere in
the code the number of var->B elements is used to determine degrees of
freedom, then adding restricted zero elements would imply trouble, no?
In general it sounds as if adjusting the check would be a more
localized, and thus easier, change.
Would the fix also cover the other issue that jack mentioned, that
$system.coeff is wrong?
thanks
sven
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