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@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
_______________________________________________
Gretl-users mailing list -- gretl-users@gretlml.univpm.it
To unsubscribe send an email to gretl-users-leave@gretlml.univpm.it
Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/