Hi,
thanks, Artur.
When I try this, I get an error "The symbol 'irf' is undefined".
"irf" is listed as a reserved word (function names) in the command
reference (Version from May, 2011), but I didn't find any description of
the function.
Maybe this is an old function that has been removed?
Incidentally, I run gretl 1.9.0
Best,
Britta
On Fri, 2011-06-17 at 17:33 +0200, artur tarassow wrote:
Hi,
if I remember correctly one can get the IRF results from the following command:
matrix a = irf(shock,response, 0.05)
where shock and response refer to the shock-variables and the response
variable, respectively. The last term refers to the CI. It might be
that you have to change "shock" and "response".
Best,
Artur
2011/6/17 amaryl <amaryl.felicia(a)gmx.de>:
> Dear all,
>
> I have two and a half questions regarding impulse responses, when the
> VAR is executed from a script.
> First, is there a possibility to access the numerical values of the
> impulse responses directly (the values that are printed when the
> --impulse-response flag is set)? I would like to have them as a matrix
> or something for further processing.
> Incidentally, is there a possibility to print the numerical values of
> the bootstrap confidence intervals?
> Second, how can I access the "graph generator" for impulse responses,
> which is in the menu of the model window of a VAR, when I am working
> from a script?
>
> Thanks in advance!
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
>
http://lists.wfu.edu/mailman/listinfo/gretl-users
>
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users