Re: [Gretl-users] VEC Question

Hi Sven, Nice. I need the estimates and the impulses responses. Thanks Ricardo -------------------------------------------------- From: "Sven Schreiber" <svetosch(a)gmx.net&gt; Sent: Friday, May 29, 2009 6:15 AM To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; Subject: 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 >> >> >> ------------------------------------------------------------------------ >> >> _______________________________________________ >> 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 > > > Nenhum vírus encontrado nessa mensagem recebida. > Verificado por AVG - www.avgbrasil.com.br > Versão: 8.5.339 / Banco de dados de vírus: 270.12.45/2141 - Data de > Lançamento: 05/29/09 06:28:00 > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users