Marcin,
I'm not sure I have understood your message.
You state that:
1) you have created a package (e.g. named svm_qml.gfn)
2) you have ran the script:
/ include svm_qml.gfn /(if you have created a package, you have to
include the package in your script!)
/ open nasdaq.gdt
bundle Mod3 = svm_qm2(r,3,0,1,1,10)/
3) and everything works fine on your PC
Is that so?
On my PC (even with gretl 2024d) no! :(
On my machine, as said, the crude script (with all functions) works
well? The package doesn't!
Paolo
Il 10/03/2025 12:43, Marcin Błażejowski ha scritto:
On 10.03.2025 12:22, Paolo Chirico wrote:
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?
Hi
using:
open nasdaq.gdt
bundle Mod3 = svm_qm2(r,3,0,1,1,10)
instead of just:
bundle Mod3 = svm_qm2(r,3,0,1,1,10)
solves the problem on my machine.
Marcin
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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
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