Re: [Gretl-users] vector autoregressive

Am 29.04.2013 22:31, schrieb aymen kaabi: Hm, ok, I see. Well if I were you, I would first think about maybe calling the gretl console program to do what you want instead of digging inside the library, but that's just my ignorance. Apart from that, you may want to look at the file lib/src/var.c in the source, I'm pasting a comment part from it that looks relevant (including line numbers from the online cvs browser tool) -- especially the OPT_S thing. Directly above it is a 'maybe_get_lags_list' routine which belongs in there as well, it seems. Good luck, sven (Clarification for other users reading this: You typically do not (want to) deal with these things, don't get frightened!) /** 2467 * gretl_VAR: 2468 * @order: lag order for the VAR 2469 * @list: specification for the first model in the set. 2470 * @dset: dataset struct. 2471 * @opt: if includes %OPT_R, use robust VCV; 2472 * if includes %OPT_H, use HAC VCV; 2473 * if includes %OPT_I, print impulse responses; 2474 * if includes %OPT_F, print forecast variance decompositions; 2475 * if includes %OPT_D, add seasonal dummies; 2476 * if includes %OPT_N, do not include a constant. 2477 * if includes %OPT_Q, do not show individual regressions. 2478 * if includes %OPT_T, include a linear trend. 2479 * if includes %OPT_L, test for optimal lag length (only). 2480 * if includes %OPT_S, look for a specific set of lags 2481 * @prn: gretl printing struct. 2482 * @errp: location to receive error code. 2483 * 2484 * Estimate a vector auto-regression (VAR), print and save 2485 * the results. 2486 * 2487 * Returns: pointer to VAR struct, which may be %NULL on error. 2488 */