[Gretl-users] VAR - bug report

Hi, There is a difference in the output for the UNRESTRICTED VAR between versions A and B below: 1) The first coefficient printed is always CONST regardless to location of 0 in the specification of the system 2) The coefficients seems to be shifted , so the const is the p_d parameter etc. The version I use is 1.9.3 With kind regards, Ofer Cornfeld Version A) system method = fiml equation p_d p_d(-1) d_d(-1) r(-1) 0 equation d_d p_d(-1) d_d(-1) r(-1) 0 equation r p_d(-1) d_d(-1) r(-1) 0 end system restrict --quiet 1 - rho*b[1,2] - b[2,2] + b[3,2] = 0 -b[2,3] + b[3,3] - rho*b[1,3] = 0 -b[2,4] + b[3,4] - rho*b[1,4] = 0 end restrict estimate method=film Version B) system method = fiml equation p_d p_d(-1) d_d(-1) r(-1) 0 equation d_d p_d(-1) d_d(-1) r(-1) 0 equation r p_d(-1) d_d(-1) r(-1) 0 end system restrict --quiet 1 - rho*b[1,2] - b[2,2] + b[3,2] = 0 -b[2,3] + b[3,3] - rho*b[1,3] = 0 -b[2,4] + b[3,4] - rho*b[1,4] = 0 end restrict estimate method=fiml