Hi,
New to GAUSS and I'm trying to replicate Hansen 1992 results (minded I'm evaluating GAUSS via a demo"
https://www.ssc.wisc.edu/~bhansen/progs/progs_paper.htm
"Testing for parameter instability in linear models." Journal of Policy Modeling (1992). [Download].
The program runs but for some reason fails to graph. Specifically, it states Variable not initialized and points an error to this line:
xy (seqa(firstob,inc,rf),f~crit);
any help is appreciated. Thanks.
Jamal
7 Answers
0
my apology, this is the right program/file link.
"Tests for parameter instability in regressions with I(1) Processes." Journal of Business and Economic Statistics (1992). [Download].
0
I just ran the FM.PRG file from that code. When I first ran it, I got these errors
G0025 : Undefined symbol: 'title' [FM.PRG, line 103] G0025 : Undefined symbol: 'xlabel' [FM.PRG, line 104] G0025 : Undefined symbol: 'ylabel' [FM.PRG, line 105] G0025 : Undefined symbol: 'xy' [FM.PRG, line 116]
These were caused because the pgraph library was not loaded. I added the statement:
library pgraph;Then it ran without any problem. To try and diagnose which of the variables are having a problem. You can add these statements on the line above the one which is reporting the error:
print "firstob = " firstob;
print "int = " inc;
print "rf = " rf;
print "f = " f;
print "crit = " crit;Most likely you will get an error on one of the print lines which will tell you which variable was not initialized.
0
0
0
Let's try adding
new;before the library pgraph statement. That will clear your GAUSS workspace. Then add one more diagnostic line. Place all of these lines in the code snippet below, before the line that is giving you the error, then report:
- EXACTLY what you see printed out.
- The line numbers of these statements.
- The line number reported in the error.
print "firstob = " firstob;
print "inc = " inc;
print "rf = " rf;
print "f = " f;
print "crit = " crit;
xy(1|2,1|2);0
Your Answer
7 Answers
my apology, this is the right program/file link.
"Tests for parameter instability in regressions with I(1) Processes." Journal of Business and Economic Statistics (1992). [Download].
I just ran the FM.PRG file from that code. When I first ran it, I got these errors
G0025 : Undefined symbol: 'title' [FM.PRG, line 103] G0025 : Undefined symbol: 'xlabel' [FM.PRG, line 104] G0025 : Undefined symbol: 'ylabel' [FM.PRG, line 105] G0025 : Undefined symbol: 'xy' [FM.PRG, line 116]
These were caused because the pgraph library was not loaded. I added the statement:
library pgraph;Then it ran without any problem. To try and diagnose which of the variables are having a problem. You can add these statements on the line above the one which is reporting the error:
print "firstob = " firstob;
print "int = " inc;
print "rf = " rf;
print "f = " f;
print "crit = " crit;Most likely you will get an error on one of the print lines which will tell you which variable was not initialized.
Let's try adding
new;before the library pgraph statement. That will clear your GAUSS workspace. Then add one more diagnostic line. Place all of these lines in the code snippet below, before the line that is giving you the error, then report:
- EXACTLY what you see printed out.
- The line numbers of these statements.
- The line number reported in the error.
print "firstob = " firstob;
print "inc = " inc;
print "rf = " rf;
print "f = " f;
print "crit = " crit;
xy(1|2,1|2);