[Gretl-users] Re: Alpha and beta statistics cannot be saved after VECM estimates
Thanks for your reply sir. I will now to explain my situation.
I read it that we can save the $alpha (speed of adjustment or loading) and
the $beta (long run) matrix after estimating VECM in gretl, and these two
matrices can be used in the SVEC model estimation. However, I found it
difficult to save them after estimating VECM in gretl as I keep getting
error message that "the statistics you requested was not available"
I hope you get my situation now
Regards
Timmy
On Wed, Apr 17, 2019, 8:44 PM Sven Schreiber <svetosch(a)gmx.net> wrote:
Am 17.04.2019 um 21:41 schrieb Olasehinde Timmy:
> Thanks for the reply. I tried to save the alpha and the beta matrix for
> the SVECM usage, but it keeps giving an error message that the
> statistics you requested was not available. Please check this out.
I'm sorry, this is not detailed enough by far. How am I supposed to know
what alpha and beta matrix specifically you're talking about?
Please provide a step-by-step description.
cheers
sven
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