Re: [Gretl-users] Accessors for a restricted VECM
Hi Allin,
Thank you for the answer. With the --full option it works fine.
But, you didn't give an answer on the question whether it it possible to
access the t-stat or std. error of the short-run dynamics, yet? The
accessor $test gives only one value and no matrix output.
I checked the gretl handbook and didn't find anything refering to this
problem.
Thanks in advance,
Artur
Am 07.08.2010 17:21, schrieb Allin Cottrell:
On Sat, 7 Aug 2010, Artur T. wrote:
> I am wondered that it is not possible to access the beta matrix of a
> restricted VECM. The same holds for the short-run coefficients in this case.
> I expected to obtain the respective values after estimating the
> restricted model by
>
> $jvbeta
> $coeff
>
Use the --full option with restrict if you want the restricted
model to replace the original.
See section 22.6 of the Gretl User's Guide.
Allin Cottrell
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