Thank you for the answer, Allin. That's what I actually expected to be the reason for this small difference.
Best,
Artur
On Tue, 7 Aug 2012, artur tarassow wrote:Differences of the order of 10^{-15} are just machine noise,
> 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.
plausibly due to different order of calculation, which way the wind
is blowing and so on.
Allin Cottrell
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