[Gretl-users] Re: Scripting the VAR residual plot
Am 27.08.2019 um 05:20 schrieb Allin Cottrell:
On Mon, 26 Aug 2019, Riccardo (Jack) Lucchetti wrote:
>
> <pseudo-hansl>
> list X = matrix
> </pseudo-hansl>
>
> which would generate the series X_01, X_02, etc (of course, if
> rows(matrix) == $nobs). The identifiers could be taken from the column
> labels, if present, or the list name by default as in my example. This
> would be quite handy, I think.
I agree. But several policies have to be decided in the implementation
of this. Here's what's in current git on the "newcomplex" branch.
(As long as this is still fresh in your mind: Do you know which commits
are related to this? More than one? Perhaps other people -me- could
experiment with applying only those commits without the rest of the branch.)
...
This all sounds good. Just one question: What actually happens in
cross-section and panel datasets? Cross-section is not such a problem
because of no lags, but panel? Does t1 and t2 also exist there?
thanks
sven