Am 17.04.2019 um 23:39 schrieb Allin Cottrell:
> On Wed, 17 Apr 2019, Olasehinde Timmy wrote:
>
>> Thanks for your reply sir. I will now to explain my situation.
>> I read it that we can save the $alpha (speed of adjustment or loading)
>> and
>> the $beta (long run) matrix after estimating VECM in gretl, and these two
>> matrices can be used in the SVEC model estimation. However, I found it
>> difficult to save them after estimating VECM in gretl as I keep getting
>> error message that "the statistics you requested was not available"
>
> The "accessors" you need to use after estimating a VECM via the built-in
> command are $jalpha and $jbeta (where 'j' indicates "Johansen"), not
> $alpha and $beta. Please see the "Function Reference" under the gretl
> Help menu for specification of these and other accessors: a complete
> list is provided.

OK, so we're talking about the prior cointegration/VECM estimate before
moving to the SVEC.

Tryint it out I'm noticing that it is not really possible in gretl's GUI
to save the objects that you get via $jalpha and $jbeta in a script.
 From the VECM model window (menu Save) one can only save the EC term as
series. I wasn't actively aware of this limitation.

Now, I think it is possible to estimate the VECM in the GUI, and then
write '$jbeta' into the SVEC_GUI interface. But still it seems as if it
would be useful to have direct access to these estimates already at the
VECM step.

thanks
sven
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