Re: [Gretl-users] Detecting large residuals
In my previous posts regarding detecting large residuals I wrote:
gotta one question about the code that detects large residuals.
I tried with 3 or 4 lags. This means that I must change number "2" in line
myvar <- var 2 PRICE INCOME PRIME.
Then the following error comes out:
Matrices not conformable for operation
>>series uhat$i = vresid[,$i]
Thnx. I THINK I solved the problem.
If one wants to change the number of lags in VAR for exmple into 5 lags must
change this two lines:
myvar <- var 5 PRICE INCOME PRIME
and
smpl +5
Now works.
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