Re: [Gretl-users] accessors for coint2 cointegration test or vecm command?
Great, thanks. I looked through the list of accessors but I guess I didn't
expect the j- prefix. Maybe these should be listed in the command help for
vecm?
In any case, this is very helpful. Thanks for the quick response.
Trevor
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell
Sent: Wednesday, March 14, 2012 11:22 AM
To: Gretl list
Subject: Re: [Gretl-users] accessors for coint2 cointegration test or vecm
command?
On Wed, 14 Mar 2012, Trevor Zink wrote:
This is my first post to this list. Thanks for reading.
Welcome to the gretl list.
I am interested in doing repeated simulations with the either the
coint2 or vecm command to create a distribution of, say, the beta
cointegrating vectors in order to compare them to a theoretical value.
In order to do this several thousand times I obviously need a way to
access the values that
coint2 or vecm outputs and save them into a matrix or series, but I
can't seem to find any $accessors to pull this information out.
The coint2 command doesn't offer much in the way of accessors, but for the
vecm command, look up $jalpha, $jbeta and $jvbeta (all the accessors are
listed in the Function reference). For an example of use see the supplied
script denmark.inp (under /File/Script files/Practice file, and the Gretl
tab).
Allin Cottrell
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