Re: [Gretl-devel] $vcv in vecm
On Sat, 2 Jan 2010, Sven Schreiber wrote:
Allin Cottrell schrieb:
> Accessing $vcv has never been implemented for VECMs, and I
> wouldn't know how to do it. You can use $jvbeta to get the
> covariance of the \beta estimates.
Ok, then what about adding $vcv to the following statement in chapter 12
of the user guide:
" VARs and VECMs: $stderr and $yhat are not available"
OK, that statement is now changed. It was out of date: $stderr
and $yhat are in fact available for VARs and VECMs. The only
"missing" accessor is $vcv for VECMs. That's because I don't know
what to do about the covariance block for \beta and the other
coefficients.
Allin.