Re: [Gretl-users] VAR roots plot

On Mon, 23 Jan 2006, john w wrote: Yes, of course, although normally you select the lag length first on the VAR representation and only then you work on the cointegration rank. But again, you can write a similar function for vecms rather easily. The function is meant to be used from within a script. I thought the file var_autolag_ex was self-explanatory (but obviously wasn't :-)) You can either write a script or run the following commands in a gretl console: 1) run "include var_autolag.inp" to load the function in memory 2) define the lists with any name you want; for example list foo = x1 x2 list bar = z1 z2 with the proviso that you can use the syntax list bar = null for an empty list. 3) run var_autolag(foo,bar,4) or autolags = var_autolag(foo,bar,4) if you want to save the results in a vector (may be useful for futher processing) Oh, sorry, GUI stands for "Graphical User Interface". What I meant is "what you get by running the graphical version of gretl rather than the command-line version". Riccardo `Jack' Lucchetti Dipartimento di Economia Università Politecnica delle Marche jack(a)dea.unian.it http://www.econ.univpm.it/lucchetti