Am 24.01.2020 um 21:22 schrieb Olasehinde Timmy:
> This is great sir! However, I will also suggest that in the SVAR package
> that the SVECM model should be included directly just as in the JMulTi.

The SVEC model type _is_ part of the SVAR addon, so for scripting use
all one needs is the SVAR addon (shipped directly with gretl).

I assume you are talking about the graphical interface provided
specifically by the SVEC_GUI package. Integrating the plotting features
turned out to be easier than I feared, so I have submitted a new version
just now. It will be moderated and -eventually- accessible from within
gretl. (If you want to try it out manually before, you can grab version
0.3 at http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/SVEC_GUI.gfn)

Please take note of the remark about using it with gretl 2019d in the
help text.

> Also, the VAR and the VECM impulse response should be allowed to be set
> to one standard error and any other form that the cholesky ordering.

Here I guess you are talking about the limited built-in features in
gretl, where only Cholesky is possible. This is exactly the reason for
the existence of the SVAR addon.

cheers
sven
_______________________________________________
Gretl-users mailing list -- gretl-users@gretlml.univpm.it
To unsubscribe send an email to gretl-users-leave@gretlml.univpm.it
Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/