Hi,
is there a way to find out with script programming if and how many
lagged endogenous terms have been included in a single equation estimation?
The background is that I want to write a function doing some
forecasting-related stuff (beyond what's already built in), using the
results in the $model accessor.
In an equation system in gretl I'd say it's possible to get this
information by looking at $sysA (in combination with $ylist). Similarly
in a VAR/VECM. But in a single equation?
I think internally gretl "knows" about the lags already, or it couldn't
do forecasts properly. The question is how to get this information via
hansl scripts.
thanks for any hints or workarounds,
sven