Re: [Gretl-users] (no subject)
On Wed, 23 Jan 2013, Manny B wrote:
I remember that once upon a time, there was a possibility to
test the significance of included trend in estimated VAR
model. I think that this option was under Test/Omit
exogenous variables panel.Is it possible to bring it back?
It should be an option there, yes. In the meantime a
work-around is not to use the automatic "Include a trend"
checkbox, but to add a time trend to the dataset (/Add/Time
trend) and include "time" explicitly as an exogenous variable
in the VAR spec. Then you'll get the option you want under the
model /Test menu.
Allin Cottrell