[Gretl-users] Re: Scripting the VAR residual plot
On 26.08.19 14:30, Riccardo (Jack) Lucchetti wrote:
provided the matrix in question has the right number of rows and one
column. In many cases, it'd be very useful to have a parallel
"multivariate" construct, such as
<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.
In principle I like the idea. However, in the case of residuals in
dynamic equations typically rows(mat) != $nobs. So it seems to me this
wouldn't solve the present use case.
Perhaps the t1 and t2 infos of the matrix could be used to align the
generated series properly. Which also brings me back to the question how
to inject this information into a matrix.
(BTW, we're essentially trying to create a synthesis of matrix and list
here it seems to me. In a sense we're trying to emulate something like
dataframes...)
cheers
sven