Re: [Gretl-users] VEC Question
Hi Ricardo,
from the changelog of 1.8.1:
"VARs: support gaps in the lag structure (not for VECMs);
also, allow single-equations VARs"
So for VECs it's not directly possible. Depending on what you want to do
with the model you could specify the 12th lag manually as an
(unrestricted) exogenous variable. Of course forecasts become tricky
then, but maybe you just need the estimates?
cheers,
sven
Am 28.05.2009 18:12, Ricardo Gonçalves Silva schrieb:
Hi,
I'm estimating some VEC models and I would like to know if there is a
way to choose specific lags for the model.
Using the GUI, if I select 12 lags, GRETL uses lags 1 to 12; but I just
want lag 12.
Any help?
Thanks
Rick
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