Hi,I have prepared a function to estimate stochastic volatility models with three different QML procedures (which I attach with a datafile). The first procedure is the classic QML, while the other two use time-varying state space models, so they use update functions.
The script runs fine with all the procedures, Jack has already seen it.However, after creating the package, only the first procedure works well, while with the other two I get the message:
This function needs a dataset in place The formula 'ERR = kfilter(&SVM)' produced an error on execution *** error in function svm_qm2, line 133 I think the problem concerns the update functions. What is not working? Thanks, Paolo -- Paolo Chirico RU e Prof.Agg. di Statistica Economica Università del Piemonte Orientale Dip. di Giurisprudenza e Scienze Politiche, Economiche e Sociali (DIGSPES) Alessandria, Italia -- Questa email è stata esaminata alla ricerca di virus dal software antivirus AVG. www.avg.com
ASV_51.inp
Description: application/gretlscript
nasdaq.gdt
Description: application/gretldata
_______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
