[Gretl-users] Re: Scripting the VAR residual plot

On Fri, 23 Aug 2019, Sven Schreiber wrote: > Hi, > > in the GUI it is easy to get a plot of estimated VAR residuals. > But it seems surprisingly difficult to do the same thing via scripting. > I can save the residuals by $uhat, but that gives me a matrix (not a > variable list), and converting the columns in that matrix to series > fails because of length mismatch. > > I know I _could_ adjust the workfile sample to match the effective > sample of the VAR and then the conversion to series would work, but that > feels quite clumsy. (And have to reset the workfile sample afterwards.) > > Any recommendations how to achieve that quick and easy? This should do it: <hansl> set verbose off open denmark.gdt --quiet list X = LRM LRY IBO IDE var 4 X --silent matrix U = $uhat cnameset(U, varnames(X)) gnuplot --matrix=U --with-lines --time-series --output=display </hansl> this could be made nicer with a column for time; unfortunately, I can't think of any easy automatic way to construct this, other than introducing a couple of new functions to retrieve the "t1" and "t2" integers that are contained in the matrix info.