Re: [Gretl-devel] new accessor for system estimation
Am 01.05.2018 um 23:39 schrieb Allin Cottrell:
New in git (not yet in snapshots but should be soon): a $system
accessor
that produces a bundle of goodies after the "var", "vecm" or
"system"
commands. Similar to $model for single equations.
This is exploratory and we may well want to add or remove certain items.
If people can tell me what they want/don't want in such
bundles I can adjust things accordingly.
Thanks, this sounds great.
I haven't looked at it yet, but spontaneously I'd say in an N-equation
system I would like to see a bunch of N-element arrays with analogues to
single-equation stuff like $coeff etc.
So for example $system.coeffs would be an N-element array of matrices.
Of course $system.xlists is more difficult. Perhaps instead something
like $system.xlistnames could be an N-element array of K_i-element
arrays of strings with the names of the regressors in the i=1..N
equations. (So an array inside an array inside a bundle, if that doesn't
scare you.)
cheers,
sven