Re: [Gretl-users] sessions reconstitution [2]

Thanx for that Allin. Now I have another problem with exogenous variables. In VAR module (and in VECM too) there is no possibility to specify number of lags of exogenous variables. They are allways included with zero lags. I also tried with creating lags manually and then to include them as exogenous but it's not working. They do not apper in VAR and VECM modules (This is possible in OLS). This means that Gretl threats exogenous as deterministics i.e. as constant and trend i.e. without lags. Is it possible to do that somehow? If not, then I am opting for this option as a new feature! This is realy an usefull thing. For Jack: I tried to do AIC and BIC tests for lag selection in VAR but the procedure stops here matrix mincrit = { 1.0E20 , 1.0E20 } I think the problem is in numbers in brackets. As I am from Croatia, I tried to change Regional settings on Italian and English but the procedure still remains unfinished. I'll try again, maybe I missed something. Do you have an idea? It will be great to include it as a feature in next version. _________________________________________________________________ Are you using the latest version of MSN Messenger? Download MSN Messenger 7.5 today! http://messenger.msn.co.uk