......perfect!
Thnx Allin and thnx Jack again. It's beautifull.
Windows version is working well.
I have some suggestions regardind this version:
1. Now constant, trend and seasonals are "remembered", but if you remoove
some variable from a list in VAR and VECM module this is not "remembered".
When re-estimateing again remooved variables are present.
It will be better that Gretl "remembers" only the LAST estimated
specification i.e. if some variable is remooved or unchecked then in the
next re-estimation this specifications must be "remembered".
2. It will be better to put "Lags" settings option wright after "Add"
option
in OLS module. It is more practical and the same logic is present in VAR and
VECM module.
Also try to consider the following suggestions:
1. Now what is missing is the F test of zero restrictions for exogenous
variables in VAR/VECM for every equatation and for a system as a whole !!!
It will be a great help.
2. It will be nice to include Cointegration vector (EC) graph and EC vector
data in the VECM module. Graph option under "Graphs module" and under "Add
to data set" EC graph values.
Now I can find the graph on the main Gretl console but it's a little bit non
practical solution.
2. In VECM output you can also put alphas wright after the Cointegratin
vectors. I know that you can see them in equatations (and this should stay)
but it's much clearer to put the alpha results once again after the vectors.
and
3. ...a recursive VAR/VECM estimation.
I think that this 3 suggestions will mainly complete VAR and VECM modules.
Thank you
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