[Gretl-users] Re: retreiving the IRF and FEVD
Am 22.04.2026 um 18:45 schrieb Cottrell, Allin:
On Wed, Apr 22, 2026 at 3:56 AM Olasehinde Timmy
<timmexdareal(a)gmail.com> wrote:
> Dear Profs,
> Could you please direct me to how to retrieve the IRF and FEVD after SVAR/SVECM
estimation?
> I really appreciate any help you can provide.
Please look at the Function reference item under the Help menu. You
want the functions irf() and fevd().
Or specifically for the SVAR addon (which also covers the SVECM case),
see Appendix D in its help doc, together with section 2.2.
cheers
sven