Re: [Gretl-users] multivariate autoregression
On Thu, 4 Apr 2013, aymen kaabi wrote:
good evening.
i have project to do about multivariate autoregression using cross and auto
correlation .
i find the procedure
GRETL_VAR
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#GRETL-VAR:...
* gretl_VAR
<http://gretl.sourceforge.net/API/old/gretl/gretl-var.html#gretl-VAR>
(*int order*,
*int *list*,
*const double **Z*,
*const
DATAINFO
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#DATAINFO:C...
*pdinfo*,
*gretlopt
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#gretlopt>
opt*,
*PRN
<http://gretl.sourceforge.net/API/old/gretl/gretl-PRN.html#PRN:CAPS>
*prn*,
*int *errp*);
if this procedure do what i need.
please explain to how can i use it.
This is what you want only if you plan to write your own code
in C or C++ or similar, linked to the libgretl library, to run
an autoregression. If you just want to run the autoregression,
use gretl itself: http://gretl.sourceforge.net/ .
If coding to the libgretl API is really your intent, you
should look at the examples in the "extra" subdirectory in the
gretl source package. The examples don't include a VAR but
they will give you some notion of how to get started, and will
hopefully make the description of the gretl_VAR() function in
the API documentation more comprehensible.
And in the latter case you should be looking at the "new"
gretl API, not the old. http://gretl.sourceforge.net/API/
Allin Cottrell