Re: [Gretl-users] VAR: GUI improvements
On Thu, 10 Jun 2010, Henrique Andrade wrote:
I would like to give 2 suggestions that I think could make VAR
estimations
easier (at least for the GUI users :).
In the VAR model window, under "Tests -> Autocorrelation", it would be
great
if we could have a more "complete" test result...
It is very easy to save the residuals from a given VAR equation
(under the "Save" menu in the VAR window) and then do whatever you
want with the saved series (correlogram etc.). It would be
possible to add more options to the VAR graph menu, but it seems
to me this would represent little value-added.
Your gretl coders are not idle, but are spending their time on
things that represent, in our view, greater value-added (right
now, that means "system GMM" for dynamic panel-data models).
Allin Cottrell