Allin Cottrell schrieb:
On Fri, 13 Oct 2006, Sven Schreiber wrote:
> alphatest2 (myorder, myrank, myvar, myconsttrend, myboolseasonals)
This should now work with CVS.
Yes thanks, it does.
I started to write a function to test the variables in the VECM for weak
exogeneity, as I "promised" a while ago. Basically what's in
book on p. 124-128 or so. It's really just porting an algorithm I have
already in Numerical Python, so it's actually not too much work. That's
why I asked for $s00 etc.
The problem is, I've just been reminded by my code that apart from $sxx
one also needs the R0 and R1 residuals after "concentrating" the system.
Now I'm not sure whether I really should ask you to expose those as
retrievable variables as well, I have the feeling this is getting a bit
out of hand. OTOH, I would really like to avoid to recode the lagging,
differencing, and concentrating of the system/variables, because I'm so
glad I have that set up in my python code once and for all; it really
Any ideas how to solve this dilemma?