Re: [Gretl-users] vector autoregressive

thanks sven . that's exactly what i want . who understand what i want please describe me how can i do this. 2013/4/28 Sven Schreiber <svetosch(a)gmx.net&gt; > I think Aymen means to have the same lags in each equation, but with a > "gappy" structure, for example include the first and third lags, but not > the second (everywhere). Then the VAR-OLS-estimation would still apply. > > Vaguely I think there was a discussion about this some time back, but I > don't remember the result. Of course it's still possible to specifiy > this manually as a system and do OLS, but it's not very convenient. > > sorry, > sven > > > Am 28.04.2013 20:54, schrieb Summers, Peter: > > Aymen, > > > > If your lags differ in each equation, it's not really a VAR. However > > you could specify the equations separately and estimate them as a SUR > > model. Have a look at the "system" command. > > > > I hope this helps, > > > > PS ________________________________________ From: > > gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] > > on behalf of aymen kaabi [kaabiayman(a)gmail.com] Sent: Sunday, April > > 28, 2013 12:34 PM To: Gretl list Subject: [Gretl-users] vector > > autoregressive > > > > good evening > > > > > > i have a problem with gretl_var. > > > > first with the function ar_model i can specify the lags > > > > FOR EXAMPLE: Yt= Yt-3 + Y t-2 + Yt-6 +CONST but with gretl I CAN'T > > i just enter the lag order . > > > > HOW can i specify the lags . > > > > my project work personalized lags please answer me . > > > > > > thanks for all > > > > _______________________________________________ Gretl-users mailing > > list Gretl-users(a)lists.wfu.edu > > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users