Re: [Gretl-users] feature requests
On Fri, 31 Dec 2010, Artur Tarassow wrote:
I have 2 feature requests which would be nice to have in gretl.
1. Plotting the error-correction-terms: At the moment one has to save
the ec-term(s) before one can plot them as series. It would be much more
convenient to have the possibility to plot them out of the model menu as
possible for IRFs or residuals. This could be implemented under the
"Graphs" menu in the vecm model menu: "Graphs --> ECM-Plot" or
"Graphs
--> Combined ECM-Plot" -- of course if not too hard to implement.
That should be straightforward.
2. Also atm one can only compute the confidence intervals for an
unrestricted VECM but not for a restricted one. In this case one has
unfortunately to switch to different software programs.
@Riccardo: Are there intentions to implement this feature into your SVAR
package?
I am sure this is more difficult to program than the first request.
Yes, it's more difficult. The thing is that estimation of a
restricted VECM is already quite tricky even without wrapping it
in a replication loop. But of course it's doable in principle.
Allin Cottrell