[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?