Re: [Gretl-devel] VARs as system special case ($sysA, $sysB, etc.)
Am 31.10.2015 um 11:19 schrieb Sven Schreiber:
Am 30.10.2015 um 19:26 schrieb Allin Cottrell:
>
> Anyway, what you're suggesting makes sense. It would help if you could
> come up with some sort of hansl prototype or even reasonably specific
> pseudo-code. Then I'd be happy to try to make C out of it.
Will do that. I vaguely remember that there is some undocumented bundle
floating around after estimating models that might contain some of the
standard accessors. Is this correct, and if so, how is it
called/accessible from hansl?
Hm, attempting this turns out to be more difficult than expected --
after VAR estimation I don't know how to capture the information about
the deterministic spec like constant, trend, and seasonals, there are no
accessors for that. (And they don't show up in $xlist.)
In the meantime I will pass this info in an ad-hoc way.
-s