[Gretl-users] RE: Omit exogenous variables - bug?

Hi, I just tried "omit exogenous variables" in VAR. I estimated VAR with const, trend and one exogenous variable. I tried to omit just one of the three available variables on the list and I get the message: "Exact or near collinearity encountered". Why is that? Also in Gretl output names of selected and omited variables are not the same. Ps. VAR lag selection is now great. Cheers _________________________________________________________________ Be the first to hear what's new at MSN - sign up to our free newsletters! http://www.msn.co.uk/newsletters