Dear All,
I wonder, if there's any way to plot final error variance decomposition (FEVD) output, produced after VAR or VECM, in gretl?
So far, the only way I know is to export data to GNU R and plot FEVD there. This approach, however, has its disadvantages, as one has to estimate the whole system in R first and R's estimates often differ significantly from those obtained with gretl.
Many thanks in advance!
Greg