Dear Victor,
GetU is a function which returns the residuals. If you want to print them, just use:
print(msvar->GetU()) ;
Regards,
Jaap
-----Oorspronkelijk bericht-----
Van: The ox-users list is aimed at all Ox users namens Victor Pontines
Verzonden: do 25-8-2005 5:14
Aan: [log in to unmask]
CC:
Onderwerp: Residuals
Dear Ox-Users,
I am working with a msvar in a two-regime model. Specifically, I am
estimating a MSIH (switching in intercept and with heteroscedasticity).
I am trying to get the residuals of this model using the GetU()
function. Although the commands for this model works or runs, however,
there is no output of the residuals.
I run this following commands:
#include <oxstd.h>
#import <msvar130>
main()
{
decl time=timer();
decl msvar = new MSVAR();
msvar->IsOxPack(FALSE);
msvar->Load("sampleperiod.xls");
decl p=1;
msvar->Select(Y_VAR, { "variabley1", 0, p, "variabley2", 0, p });
msvar->SetSample(1, 1, 1295, 1);
msvar->SetModel(MSIH, 2);
msvar->Estimate();
msvar->GetU();
}
What could be wrong in the above command lines which which would explain
why there is no output for the residuals? Did I missed another function?
Or, should I be using another function instead of the GetU() function; ?
I am using the Ox Console version.
Please help. Thanks in advance.
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