Re: [Gretl-users] VAR roots plot
Hi,
I mentioned VAR root plots.
Ok. Thank you. And I have another question/request.
What about Information criteria (AIC, BIC, HQ etc.) for selecting lags in
VAR/VECM?
LR test for the longest lag (lag signifficance) is great but it would be
nice to have Information criteria tests for choosen number of lags in one
table.
What do you think?
From: Allin Cottrell <cottrell(a)wfu.edu>
Reply-To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] VAR roots plot
Date: Sun, 22 Jan 2006 17:50:46 -0500 (EST)
On Sun, 22 Jan 2006, Sven Schreiber wrote:
>Allin Cottrell schrieb:
>>Sorry, can't remember who mentioned this, but someone said it would be
>>nice to see the numerical values of the roots in this plot.
>>
>>This is done in CVS and will be in the next release: when you mouse over
>>the "dot" representing a root you get a label showing the numerical
>>value.
>>
>
>I'm not the one who asked for this, but if it is included (which is
>great btw) I suggest to add the possibility of displaying the full list
>of roots. Otherwise you need to write down the values by hand.
That's a reasonable suggestion. Should be doable.
Allin Cottrell
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