Hi again,
I did it ! I managed to make an asymmetric ECM with Gretl on the basis of
help got through this email-list. Thanks for everybody who answered to my
messages !
Now I am wondering, if there is in Gretl some special features created for
trend-stationar variables ? In some other econometrical programmes there
are automatic differences in modelling systems, if variables turn out to be
trend-stationar, but from Gretl I have not managed to notice them. Of
course user has to know what kind of models are suitable for his/her data,
but while working frequently with trend-stationar series I have begun to
think, if Gretl had something "extra" to offer in this kind of situations.
Sincerely,
Hanne