Hi Sven,
yes of course that would be the standard "solution", but makes things,
maybe unnecessarily, more complicated.
But I would like to know just out of curiosity whether there is a more
direct way.
Cheers,
Artur
2013/4/19 Sven Schreiber <svetosch(a)gmx.net>
Am 19.04.2013 13:03, schrieb artur tarassow:
> Hi all,
>
> I estimated a VAR model using the standard var-command and want to run a
> function called varmodtest afterwards. The function simply exploits the
> "modtest" command and merges different specification test results into a
> matrix which is passed back.
>
> <hansl>
> function matrix varmodtest (scalar order "Lag length")
> #Serial correlation
> modtest order --autocorr --quiet
> matrix OUTSC = $pvalue' | $test'
>
> return OUTSC
> end function
>
> var 2 LRM IBO
> matrix A = varmodtest(4)
> <\hansl>
>
> But I obtain the error:
> "Can't do this: no model has been estimated yet
> Data error
> *** error in function varmodtest"
>
> How can the function grab information from the previous VAR estimation?
Not the solution, but perhaps a viable workaround: include the
estimation of the model itself in the function.
-sven
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