My package lagreg is pending in the staging area
it can do ARDL, find IRF, bootstrap CI and build plots
of IRF with CI
by Artur Tarassow. My package can be downloaded
from the staging area: Warning it's not
approved yet, so can have bugs, but
IRF was checked against other soft.
Oleh
P. S. Sometimes ago Allin asked (I myself
was among the "convicted") to start a new thread
if you have you own topic (which is, obviously
the case)
Am 31.12.2015 um 07:35 schrieb Muhammad Akram:
> Dear All
> I have tried my best to find out ARDL estimation using Gretl but I
> couldn't do so. Is there any method available for this purpose. Please
> let me know if it could be used for time series analysis.
>
Does this question have anything to do with OpenBLAS as in the thread
title? It doesn't seem so, so please start a new thread (fresh message
to gretl-users) with your problem.
That said, ARDL is just OLS with some lags. Use the OLS interface, it
comes with lag specification possibilities.
cheers,
sven
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