Re: [Gretl-devel] coint2 with exogenous variables
Den 14/11/2011 kl. 00.43 skrev Allin Cottrell:
I've put my view on unrestricted deterministic terms briefly. I have
a working paper that's somewhat relevant. Tomorrow I'll dig that out
and post a link.
Thanks. I'll take a loop at it.
Some months ago Prof Johansen was good enough to send me his RATS
code for the Bartlett correction, and I translated it to gretl in a
function package. Since there seems to be interest I'll dust that
off and make it available.
Perfect. That would be a great to have in Gretl. Sometimes the difference between the
corrected and uncorrected values is quite substantial.
Sorry, that's a documentation issue (which we should fix before the
next release). In fact, both the "var" and "vecm" commands accept
the options --quiet and --silent. The --quiet option suppresses
printing of the individual equations but allows printing of the
system-level information, and the --silent option does what you'd
expect.
I tried --quiet but thought it didn't work because of the loop that replicated the
output 399 times. I have now added --silent flags to my code so now the package should be
more useful.
I'll have to take a look at what you have done. But there's no
built-in way to "batch process" a matrix into p series, at present
you'd have to use a loop. Something like (untested):
<hansl>
string sname = "Mcol"
loop i=1..cols(M)
series @sname_$i = M[,i]
endloop
</hansl>
This is fine enough for me. I was not aware of the hansl thing and had therefore no clue
about how to loop over series names.
--
Andreas Noack Jensen
Ph.d.-stipendiat
Økonomisk Institut andreas.noack.jensen(a)econ.ku.dk
Københavns Universitet http://www.econ.ku.dk/phdstudent/noack/
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