On Fri, 13 Oct 2006, Sven Schreiber wrote:
function alphatest2 (int order, int rank, list endo, int consttrend,
bool seasonals)
vecm order rank endo
end function
4. Then execute the following script:
genr myorder = 2
genr myrank = 1
list myvar = unemp infl
genr myconsttrend = 3
genr myboolseasonals = 0
alphatest2 (myorder, myrank, myvar, myconsttrend, myboolseasonals)
Hmm, there are two things wrong (with gretl) here. First, the
"rank" argument to the vecm command must be given in numerical
form, there's no provision for giving the name of a variable.
Second, if this condition is not met, there's no proper error
handling. I'll see about fixing that: you ought to be able to
give the rank as a variable.
And something totally unrelated: In the command reference index
(text format), when I click on genr, I get matrix.
Oops, yes. That should be easily fixed.
Allin.