On Mon, 9 Oct 2006, Sven Schreiber wrote:
[sending this to the devel-List to avoid user confusion, but please
keep
me cc-ed, I'm not subscribed to the devel list]
Allin Cottrell schrieb:
> On Wed, 30 Aug 2006, Sven Schreiber wrote:
>
>> On second thought, I think general linear restrictions (as in 4.4 of
>> the paper) are normally enough...
>
>> I guess the nice matrix and scripting capabilities of gretl would also
>> be enough to make that work, so I could help with the prototype. It
>> would be useful, however, if one could access some preliminary
>> variables/matrices from the Johansen procedure (like S00, S11 etc.)
>> from a script, similar to what $jalpha apparently does now.
>
> That shouldn't be too hard to arrange, but it'll take me a day or two as
> I'm pressed by other things right now.
I wonder whether it was already included in 1.6.0, and if so, how it
would need to be accessed.
No, sorry, that didn't make it into 1.6.0. But I have just added
it to CVS and it'll be in 1.6.1 (not far off; I have to get a new
.pot file out and give people time to respond, plus updating the
docs).
In current cvs, you can access these matrices using the names
$s00
$s11
$s01
after estimating a vecm.
Allin.