Granger causality
by Brian Revell
It may be failing memory, but did not earlier Gretl versions include a
Granger causality test? If so, then it has eluded me in the latest one.
Brian
*Brian Revell*
3 days, 2 hours
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Re: R: Query about FEVDs for BVAR
by GIULIA CHIARA
Thank you for your quick response.
If you could, at some point, when it's convenient for you, provide me with an example, it would be extremely helpful since I'm not very familiar with coding.
Thank you in advance for your help. I wish you a good day.
Sincerely,
Giulia Chiara
> On 31 Jul 2025, at 12:08 pm, Luca Pedini <luca_pedini(a)live.it> wrote:
>
>
> Dear Giulia,
> If you are using the BVAR package, unfortunately the FEVD functionality is not available yet. It will be included in a future update, but at the moment there is no function for computing or plotting FEVD within the package.
> As a temporary solution, you could use the BVAR package to save the parameter draws and then compute the FEVD manually—or alternatively, compute it using the posterior medians.
> Unfortunately, I’m away for a couple of days, but as soon as I’m back I’ll be happy to provide you with an example of how to do this.
> Best regards,
> Luca Pedini
>
> Da: GIULIA CHIARA <g.chiara1(a)studenti.unibg.it>
> Data: mercoledì, 30 luglio 2025 alle ore 11:23
> A: gretl-users-owner(a)gretlml.univpm.it <gretl-users-owner(a)gretlml.univpm.it>, gretl-users(a)gretlml.univpm.it <gretl-users(a)gretlml.univpm.it>
> Oggetto: [Gretl-users] Query about FEVDs for BVAR
>
> Dear Gretl community,
>
> Good morning,
>
> I hope this email finds you well.
>
> I'm currently working with a BVAR model in Gretl and I'm trying to obtain the Forecast Error Variance Decompositions (FEVDs). I was wondering if it's possible to generate these in Gretl, and if so, what the correct method or code string would be.
>
> I've attempted to use BVAR_fevd_plot(res, var) (where var is my variable of interest), but I keep encountering a "parsing error."
>
> Any guidance or examples of the correct syntax would be greatly appreciated.
>
> Thank you for your time and assistance.
>
> Sincerely,
>
> Giulia Chiara
>
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1 week, 1 day
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gretl4py: support for Windows on ARM64
by Marcin Błażejowski
Hi,
for all interested: as of today, gretl4py is available for Windows on
ARM64 (Pythons 3.11-3.13).
Wheels are available for download at:
https://sourceforge.net/projects/gretl/files/gretl4py/snapshots/
Marcin
1 week, 3 days
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