[Gretl-users] Orthogonal IRF (OIRF)
Dear gretl list,
I programmed the OIRF in gretl using a code provided by MATLAB. For some
reason I obtain slightly different results compared to gretl's built-in
function, and I am not sure whether this is just due to rounding-errors or
a small error in the code. Please find attached a sample script.
Thanks in advance,
Artur
Attachments:
- attachment.html (text/html — 353 bytes)
- oirf_comparison.inp (application/octet-stream — 1.0 KB)