[Gretl-users] Re-ordering of VECM coefficients

Hi, this message is mostly for myself, for future reference :-) But maybe somebody else is also struggling from time to time with the problem on how the coefficient ordering in a VECM is done in the accessors $vecGamma and $coeff. So here's a function that does the reordering. Because of the "null" default for the second matrix argument and because of the "exists" function, I think you need a fairly recent gretl version for this. <hansl> function matrix vecpar2coeff(matrix Gammas, matrix alpha[null]) # translates the ordering of the $vecGamma accessor for VECMs # to the ordering of $coeff n = rows(Gammas) p = cols(Gammas) / n + 1 matrix gix = seq(1,n) ** ones(1,p-1) + \ ones(1,n) ** seq(0, n*(p-2), n) return exists(alpha) ? Gammas[,gix]' | alpha' : Gammas[,gix]' end function </hansl> This is actually tested, but only in one case. Corrections and extensions welcome, cheers, sven