On Sat, 30 Mar 2013, Gregory Chaudoin wrote:
I am a fairly new GRETL user in the classroom. I am teaching an
intro
econometrics course where the students can use GRETL or Eviews. Everything
is going well, so far. But I would like to use SVAR in a follow up course.
However, I am stuck in neutral. I downloaded the SVAR package and was
testing it out using the provided HANSL:
# turn extra output off
set echo off
set messages off
# open the data and do some preliminary transformations
open sw_ch14.gdt
genr infl = 400*ldiff(PUNEW)
rename LHUR unemp
list X = unemp infl
list Z = const
# load the SVAR package
include SVAR.gfn
# set up the SVAR
Mod = SVAR_setup("C", X, Z, 3)
This generates the following:
gretl version 1.9.9
Current session: 2013-03-30 02:18
# turn extra output off
? set echo off
Read datafile C:Files_ch14.gdt
periodicity: 4, maxobs: 164
observations range: 1959:1-1999:4
Listing 3 variables:
0) const 1) LHUR 2) PUNEW
Data types not conformable for operation
*** error in function SVAR_setup
> bundle ret = null
Ah, the idiom that initializes a bundle with "null" is new in
gretl 1.9.12. So you'd need to update your gretl version.
This is a small bug in SVAR, since it's stated to be
compatible back to gretl 1.9.5.
Allin Cottrell