Commit Graph

9 Commits (c43777f610505126f38780b2ad170326e47acd8d)

Author SHA1 Message Date
Stéphane Adjemian (Ryûk) 8fa8ee8235
Bug fix (wrong dimension for exogenous variables).
Also removed the distinction between exogenous and endogenous variables when
replacing variables by columns in the data matrix.
2021-12-17 20:54:28 +01:00
Stéphane Adjemian (Ryûk) 4512000f0f
Display estimation results PAC/NLS. 2021-12-17 20:53:39 +01:00
Stéphane Adjemian (Ryûk) 8c8a2cf0fa
Add trap if SSR is not a real number. 2021-12-17 14:54:58 +01:00
Stéphane Adjemian (Ryûk) 1cf99b5227
Do not update the database if there is no aux. variables. 2021-12-17 14:21:10 +01:00
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