Re: [Gretl-users] grabbing VAR lag length in a script
On Fri, 29 Jul 2011, Sven Schreiber wrote:
does the
var ... --lagselect
command variant actually save anything that can be accessed in a script?
Good question. Now it does, in CVS. The table of AIC, BIC and
HQC is now available as a matrix via $test after using the
--lagselect option with the var command.
Allin Cottrell