This is a call for help: I've finally managed to package in a semi-usable
state the functions I have for multivariate spectra of time series. I have
_not_ put the package onto the official repository yet because I don't
think it's ready for production use. For example, documentation is in a rather
dismal state.
It would be very very nice if time-series savvy people could install the
package and try things out. In order to do this, open a console and type
install
http://www2.econ.univpm.it/servizi/hpp/lucchetti/gretl/ghosts.zip
and the "ghosts" package will appear in the list of available packages.
Any kind of feedback is greatly appreciated. Thanks!!!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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