Re: [Gretl-users] EC term plot ? and still missing feature
On Tue, February 21, 2006 13:47, john w wrote:
My dear friends, how are you?
Once I asked about EC term plot. It will be great to add it in VECM module.
Now, I noticed that when VEC model is estimated somewhere in gretl EC term
plot is stored.
When user wants to add for example 1st differences of data (after estimating
VECM) automatically EC term plot is added to the dataset even if there is
not the possibility to add EC term.
Is this "usual procedure" or something added by the case?
Also, EC term can be plotted (after estimating VECM) through Data
pannel,Graph spec. vars, Time series plot but can't be added to the dataset.
Ps 1. Jack, once you said that VECM beta imposing restrictions (not only
testing) will be possible. When do you (approximatelly) plan to implement
this feature ?
These are all adjustments to the vecm code that certainly we need to tackle.
Another one, which no-one has mentioned so far, but I'd like to see in for
VECMs and VARs is to be able to plot residuals separately.
However, these are not blocking bugs. There's nothing broken, only "would be
nice to have" things. On the contrary, there's quite a bit of work going on on
the arma front right now, and that takes priority because (in my very personal
opinion) we should release 1.5.1 as soon as we can, since there's already a
ton of new stuff compared to 1.5.0 (matrices, for one).
Conclusion: I won't have a go at this before 1.5.1 is released. Sorry!
--
Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona