[Gretl-users] Re: interpretation of Gretl IRFs
Am 05.08.2020 um 13:38 schrieb lasses skola:
Hi! I was wondering on how to interpret IRFs, based on VEC models in
Gretl. What unit is the impulse in and what unit is the response in?
My guess is that an impulse is measured in as a standard deviation or
standard error in the independent variable and the response is
measured in absolute values in the dependent variable, is this correct?
Hi, if I'm not missing anything, you asked this question already in 2017
and again in 2018.
But here are some honest questions about our documentation:
1) Have you been trying to consult the documentation (apart from the
mailing list) about it? It would be helpful if you could describe in
detail where you looked, and what remained unclear. I can easily imagine
that the docs could be improved in some places.
2) Can you check the mailing list archives for your old questions and
the answers? It would be interesting as a test if they are still
available, since we've had a hosting server change in between.
cheers
sven