[Gretl-users] Re: Alpha and beta statistics cannot be saved after VECM estimates
On Wed, 17 Apr 2019, Olasehinde Timmy wrote:
Thanks for your reply sir. I will now to explain my situation.
I read it that we can save the $alpha (speed of adjustment or loading) and
the $beta (long run) matrix after estimating VECM in gretl, and these two
matrices can be used in the SVEC model estimation. However, I found it
difficult to save them after estimating VECM in gretl as I keep getting
error message that "the statistics you requested was not available"
The "accessors" you need to use after estimating a VECM via the
built-in command are $jalpha and $jbeta (where 'j' indicates
"Johansen"), not $alpha and $beta. Please see the "Function
Reference" under the gretl Help menu for specification of these and
other accessors: a complete list is provided.
Allin