Commit Graph

5 Commits (8eeb92e56b7ae5ec0068d4dae4979a578ae267e6)

Author SHA1 Message Date
Sébastien Villemot f7149d60cc
NLS estimation: workaround for Octave random failure to read the generated ssr_*.m file 2021-09-23 16:21:25 +02:00
Stéphane Adjemian (Ryûk) 380fd84cb3
Fix NLS estimation routine.
Closes #1798
2021-09-01 10:37:17 +02:00
Stéphane Adjemian (Ryûk) 1d60c271d7
Add trap if equation has leads.
NLS estimation does not work if the equation has expected variables.
2021-07-15 17:36:02 +02:00
Stéphane Adjemian (Ryûk) 4b7a0ee29e
Change definition of islaggedvariables.
Previous definition could detect lags in an equation without any lag, for
instance if we have the following expression in the RHS: +(-1)*x.
2021-07-15 17:31:55 +02:00
Stéphane Adjemian (Ryûk) 14bc82b287
Add single equation estimation by NLS.
Ref. #1798.

See example in tests/estimation/example_nls.mod.
2021-07-15 16:55:49 +02:00