Re: [Gretl-users] FEVD plot in gretl and GNU R
Am 28.03.2011 20:07, schrieb Grzegorz Konat:
The sample and lag order are correct for sure. My choice for
deterministic terms is "unrestricted constant and unrestricted trend".
This might be the issue, as in gretl and STATA you can specify this
particular option (aka 'case 5'), while in JMulTi and R the
specification for deterministic terms seems to be more general and I'm
not quite sure whether ecdet="trend" in urca is an exact equivalent of
"--ct" in gretl... Is it?
well it _sounds_ more like what in gretl would be --crt, so maybe just
do a cross-check with that gretl option.
(The case --ct [in gretl terms] is quite strange anyway, it would be
understandable if urca didn't implement it.)
-sven