Hi, so I'm trying to make my function package work both with sub-sampled and full-sampled data. This is not so easy because of gretl's behavior to use pre-sample data for VAR/VECM estimation, if such data is available. This means that the two cases (sub-sampled or not) have to be handled differently. (IMHO this is bad, BTW, so taking up the issue which was already discussed before, I still vote to always *prevent* gretl from reaching back to pre-sample values.)
Ignacio Díaz-Emparanza Zuzendaria/Director ignacio.diaz-emparanza@ehu.es 94 6013732 |
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