Re: [Gretl-users] Eviews to Gretl modelling issues
On Mon, 22 Sep 2008, Carl Gustave Konijn wrote:
How can I model this Eviews system of simultaneous equations in
Gretl? I have trouble modelling the parameter restrictions....
system syscymaym4
syscymaym4.append CYMAY= C(1)+ C(2)*D_1+ C(3)*D_2+ C(4)*D_3+C(5)*D_4
+C(7)*D_6 + C(8)*D_7 + C(9)*D_8 + C(10)*D_9 + C(11)*D_10 + C(12)*D_11 +
C(13)*D12 + C(14)*TTMMAY_X1 + C(15)*TMMMAY_X2 + C(16)*TMMMAY_X3 +
C(17)*TMMMAY_X4
syscymaym4.append C(2)+ C(3)+c(4)+ C(5)+C(7)+C(8)+C(9)+C(10)+
C(11)+C(12)+C(13)=0
syscymaym4.ls(n)
In gretl a system must have at least two equations. Assuming you
added another equation, the syntax would be:
<script>
list Dlist = D_1 D_2 D_3 D_4 D_6 D_7 D_8 \
D_9 D_10 D_11 D12
system syscymaym4
equation CYMAY 0 Dlist TTMMAY_X1 TMMMAY_X2 TMMMAY_X3 TMMMAY_X4
<add another equation>
end system
restrict syscymaym4
b[1,2]+b[1,3]+b[1,4]+b[1,5]+b[1,7]+b[1,8]+b[1,9]+ \
b[1,10]+b[1,11]+b[1,12]+b[1,13]=0
end restrict
estimate syscymaym4
</script>
Or if you just have one equation:
<script>
ols CYMAY 0 Dlist TTMMAY_X1 TMMMAY_X2 TMMMAY_X3 TMMMAY_X4
restrict
b[2]+b[3]+b[4]+b[5]+b[7]+b[8]+b[9]+b[10]+\
b[11]+b[12]+b[13]=0
end restrict
</script>
Allin Cottrell