[Gretl-users] Re: Scripting the VAR residual plot
On Mon, 26 Aug 2019, Sven S wrote:
On 26.08.19 14:30, Riccardo (Jack) Lucchetti wrote:
> 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.
In principle I like the idea. However, in the case of residuals in
dynamic equations typically rows(mat) != $nobs. So it seems to me this
wouldn't solve the present use case.
Perhaps the t1 and t2 infos of the matrix could be used to align the
generated series properly.
This is an excellent idea.
Which also brings me back to the question how to inject this
information
into a matrix.
Having a dedicated function like cnameset() would make perfect sense to
me. limitset(), perhaps, or something like that?
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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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