[Gretl-users] VAR Lag Selection Error
Henrique wrote:
I'm estimating a VAR model and I'm getting a strange Gretl
behaviour. When I
try to choose the optimal VAR lag using the GUI (Model -> Time series ->
VAR lag selection) Gretl crashes (I attached the Mac OS X Crash Report). The
same problem doesn't occur when I do the same thing using a script. My
script is something like this:
<scrip>
open monthly_data.gdt
ldiff v1 v2 v3
var 24 ld_v1 ld_v2 ld_v3 --lagselect
</script>
I'm using Gretl for Mac (build date 2010-03-23).
Can you give some more details? I can't replicate this problem so far.
What I did, in the gretl GUI (on Linux and OS X):
1) Open data9-12 (a monthly dataset)
2) From the Add menu, add log differences of the first 4 variables
3) Select Models/Time Series/VAR lag selection
4) Select the 4 log-differences as Endogenous, and accept all
default settings
5) Click OK
6) Reasonable-looking results are shown
--
Allin Cottrell
Department of Economics
Wake Forest University
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