Re: [Gretl-users] vector autoregressive

Aymen, If your lags differ in each equation, it's not really a VAR. However you could specify the equations separately and estimate them as a SUR model. Have a look at the "system" command. I hope this helps, PS ________________________________________ From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of aymen kaabi [kaabiayman(a)gmail.com] Sent: Sunday, April 28, 2013 12:34 PM To: Gretl list Subject: [Gretl-users] vector autoregressive good evening i have a problem with gretl_var. first with the function ar_model i can specify the lags FOR EXAMPLE: Yt= Yt-3 + Y t-2 + Yt-6 +CONST but with gretl I CAN'T i just enter the lag order . HOW can i specify the lags . my project work personalized lags please answer me . thanks for all