[Gretl-users] Gonzalo-Granger decomposition
Dear gretl users,
I would like to perform a Gonzalo-Granger decomposition using gretl.
Does anybody know how to do this? There used to be a function for it
(written by Sven Schreiber), but it's not part of the function packages
anymore.
Any help is greatly appreciated!
Thanks in advance.
Greg