Dear fellow gretl users,
I recently started using gretl for a project that requires analysis of
VECM (Vector Error Correction models) impulse response functions for a
relatively large number of different samples and models. To summarise
the results, I would like to calculate the cumulated impulse responses
and, since I am new to gretl, I was wondering what would be the best
way to do so? Do there exist pre-made function packages for this
purpose? If not, how would one approach this in terms of retrieving the
values from the irf matrix and writing a function?
Any help would be appreciated! Thank you in advance!
Stefan Angrick <stefan.a(a)portblue.net>