Re: [Gretl-users] Orthogonal IRF (OIRF)

On Tue, 7 Aug 2012, artur tarassow wrote: > I programmed the OIRF in gretl using a code provided by MATLAB. For some > reason I obtain slightly different results compared to gretl's built-in > function, and I am not sure whether this is just due to rounding-errors or > a small error in the code. Please find attached a sample script. Differences of the order of 10^{-15} are just machine noise, plausibly due to different order of calculation, which way the wind is blowing and so on. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users