[Gretl-users] Re: retreiving the IRF and FEVD
Thank you for your responses. I attempted the suggested approach, but it
does not seem to work. Specifically, I used the command:
matrix b = irf(0,0,bundle1)
where the estimated SVEC model is stored as *bundle1*. It appears I may be
missing a step or misunderstanding the procedure. I would appreciate
further clarification.
Thank you.
On Thu, 23 Apr 2026 at 12:11, Sven Schreiber <sven.schreiber(a)fu-berlin.de>
wrote:
Am 22.04.2026 um 18:45 schrieb Cottrell, Allin:
> On Wed, Apr 22, 2026 at 3:56 AM Olasehinde Timmy <timmexdareal(a)gmail.com>
wrote:
>> Dear Profs,
>> Could you please direct me to how to retrieve the IRF and FEVD after
SVAR/SVECM estimation?
>> I really appreciate any help you can provide.
> Please look at the Function reference item under the Help menu. You
> want the functions irf() and fevd().
>
Or specifically for the SVAR addon (which also covers the SVECM case),
see Appendix D in its help doc, together with section 2.2.
cheers
sven
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