Re: [Gretl-users] Help with GIG package
On Sun, 10 Jul 2011, Davor Horvatic wrote:
First short question:
How to get gig_estimate coefficients ?
I tried as:
b = gig_setup(y,3)
gig_estimate(&b)
matrix g4 = $coeff
or
g4 = $coeff[3]
but I get this error code:
? matrix g4 = $coeff
The statistic you requested is not available
The coefficient vector is one of the bundle elements (see the pdf help
file for details). In short, you should get what you want by
<hansl>
b = gig_setup(y,3)
gig_estimate(&b)
c = b["coeff"]
g4 = c[3]
</hansl>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti