Am 25.07.2025 um 19:27 schrieb Allin Cottrell:
It's something to do with lags. With time-series data and a specification that includes lags (like yours), SSR goes NaN and therefore BIC goes NaN when a regressor that's a lag is omitted.
I think it's more subtle - I have variations here where some lags are omitted and BIC is OK, and then later the problem happens.
No other insight so far. -s _______________________________________________ Gretl-devel mailing list -- gretl-devel@gretlml.univpm.it To unsubscribe send an email to gretl-devel-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-devel.gretlml.univpm.it/
