[Gretl-users] Re: Scripting the VAR residual plot
On Mon, 26 Aug 2019, Sven S wrote:
But I repeat, all this is quite clumsy IMHO.
I agree.
My proposal would be that the data in $uhat (or $system.uhat) should
also be retrievable as a list, with automatic names in the pattern
<var1>_res or something like that, similar to how lags and differences
and other pre-defined name patterns are handled.
I have another idea: at present, we allow
<hansl>
series x = matrix
</hansl>
provided the matrix in question has the right number of rows and one
column. In many cases, it'd be very useful to have a parallel
"multivariate" construct, such as
<pseudo-hansl>
list X = matrix
</pseudo-hansl>
which would generate the series X_01, X_02, etc (of course, if
rows(matrix) == $nobs). The identifiers could be taken from the column
labels, if present, or the list name by default as in my example. This
would be quite handy, I think.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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