Re: [Gretl-users] Accessors for a restricted VECM
On Sat, 7 Aug 2010, Artur T. wrote:
Thank you for the answer. With the --full option it works fine.
But, you didn't give an answer on the question whether it it possible to
access the t-stat or std. error of the short-run dynamics, yet? The
accessor $test gives only one value and no matrix output.
Use $stderr, as usual for models. $test never gives matrix output;
it's just the value of the last test statistic (LR, F, chi^2 or
whatever) generated by "omit", "add", "restrict" or other
such
commands.
Allin Cottrell