[Gretl-users] Re: About the PMG package
On Wed, 24 Mar 2021, Riccardo (Jack) Lucchetti wrote:
In practice, this (apart from the different ordering):
<hansl>
include PMG.gfn
set verbose off
open oecddata.gdt --frompkg=PMG
list X = DP LNDI
bundle b = PMG(LPC, X, 1)
bundle myopt = defbundle("estshortrun", 1)
b = PMG(LPC, X, commonlag, , myopt)
printf "\naverage coefficients:\n%12.5f\n", meanr(b.fullcoeffs)
</hansl>
Of course, copy-n-pasting is always treacherous: you need to change the
line
b = PMG(LPC, X, commonlag, , myopt)
into
b = PMG(LPC, X, 1, , myopt)
for the script to work. Sorry about the noise.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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