Re: [Gretl-devel] Exo vars ordering in system (bug and feature request)
Am 07.03.2013 13:24, schrieb Sven Schreiber:
Secondly I have a more subtle problem: In my application I do not
specify the equations manually but as a result of some model reduction
procedure. Thus I do not know in advance which exogenous variables
"survive" in which of the equations, and therefore I do not know in
advance in which order they will appear in the final system (and by
implication, in $sysB). But I want to use the final system for
forecasting, and so I need my list (or matrix) of exogenous system
regressors in the corresponding order matching the $sysB structure.
Currently it seems almost impossible (or very difficult) to achieve that.
Ok so this was probably a bit exaggerated. If I have a list-of-lists for
a system spec like this:
list RHS = reglist1 ; reglist2
which will be used in:
system method=<whatever>
equations LHS RHS
end system
and I have previously built a list 'laglist' of all lagged endogenous
variables, I can do:
list unionreglist = reglist1 || reglist2
and then I should get the truly exogenous variables in the system
ordering matching $sysB as follows:
list exolist = unionreglist - laglist
(yet untested...)
Nonetheless, I still like my previous suggestion w.r.t. $xlist...
thanks,
sven