Re: [Gretl-users] Bug in SVAR package?

Am 02.07.2018 um 19:56 schrieb Sven Schreiber: It seems my hunch was correct, it was simply a bug in the matrix multiplication order, so nobody before used an SVEC with a rank higher than one and with the restricted deterministics setup -- or at least nobody before cared to report the problem... In vecm_est() the following two lines needed to be changed: matrix mu = jbeta[n+1,] * jalpha' # was: jalpha * jbeta[n+1,] ... matrix mu =  olspar[1,] | (jbeta[n+1,] * jalpha') # was: (jalpha * jbeta[n+1,])' It works for me, but I'm attaching a new gfn for testing -- but beware this is not the official updated release, for example the sample files and the help is missing there. Also attached is a slightly generalized test script. I'm not currently at a machine where the git access is set up, so pushing this to git would have to wait until tonight (unless Jack does it first). cheers, sven