Re: [Gretl-users] VARs: Historical FEVD and restrictions

From the main menu "Files --> Function files --> on local machine", I have

Dear Jack, I'm still far from testing it but, if it can be of any help, I noticed that when I zoom in/out the IRF graphs, the legend disapears and the color of the CI area turns into (vivid) red. Best, Artur 2015-02-24 16:58 GMT+01:00 Riccardo (Jack) Lucchetti < r.lucchetti(a)univpm.it&gt;: > On Mon, 16 Feb 2015, Riccardo (Jack) Lucchetti wrote: > > On Thu, 12 Feb 2015, Riccardo (Jack) Lucchetti wrote: >> >> On Fri, 13 Feb 2015, Gabriela Nodari wrote: >>> >>> Dear Gretl users, >>>> >>>> I have two questions concerning VARs: >>>> >>>> 1. Is there any built in function in gretl for historical forecast >>>> error >>>> variance decompositions? >>>> >>> >>> Not at the moment, but addinbg this to the SVAR package has been on my >>> to-do list for a long time. I'll see what I can do in the next few days. >>> >> >> Attention everyone (esp developers): a new version of the SVAR package >> which includes historical decomposition is in CVS. Before we give it >> official status, I'd like people to test it if possible, especially the new >> features (see section 4 of the accompaying pdf document). The example >> directory contains a "BlQuah_hd.inp" file with an example, but clearly if >> people could try out the new stuff with their own data would be best. >> >> Thanks! >> > > I've received no feedback whatsoever on the new features, which can > either be a very good sign or a very bad one. > > The new version of the SVAR addon is now available to everybody using a > CVS version of gretl or a windows snapshot. In order to grab it, you > > 1) go to the help menu, select "check for addons", and update SVAR > 2) in the "examples" subdir, you should now find a "BlQuah_hd.inp" file, > which exemplifies historical decomposition using the famous > Blanchard-Quah dataset > 3) the relevant info is now section 4 of the SVAR.pdf file, which is in > the usual place. > > Please test! > > > > ------------------------------------------------------- > Riccardo (Jack) Lucchetti > Dipartimento di Scienze Economiche e Sociali (DiSES) > > Università Politecnica delle Marche > (formerly known as Università di Ancona) > > r.lucchetti(a)univpm.it > http://www2.econ.univpm.it/servizi/hpp/lucchetti > ------------------------------------------------------- > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users