Re: [Gretl-users] Impulse responses, when working from a script
Hi,
if I remember correctly one can get the IRF results from the following command:
matrix a = irf(shock,response, 0.05)
where shock and response refer to the shock-variables and the response
variable, respectively. The last term refers to the CI. It might be
that you have to change "shock" and "response".
Best,
Artur
2011/6/17 amaryl <amaryl.felicia(a)gmx.de>:
Dear all,
I have two and a half questions regarding impulse responses, when the
VAR is executed from a script.
First, is there a possibility to access the numerical values of the
impulse responses directly (the values that are printed when the
--impulse-response flag is set)? I would like to have them as a matrix
or something for further processing.
Incidentally, is there a possibility to print the numerical values of
the bootstrap confidence intervals?
Second, how can I access the "graph generator" for impulse responses,
which is in the menu of the model window of a VAR, when I am working
from a script?
Thanks in advance!
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