Re: [Gretl-users] a possible bug in coint2 via GUI
Thank you! Cointn2/vecm block is luxurious. Full set of exogenous/seasonals options,
convinient renormalisation of long run equations, restricted estimation, independent
Cholesky ordering for short run identification via GUI. It seems, the Users' guide
doesn't describe all the possibilities.
--- Оригінальне повідомлення ---
Від кого: "Allin Cottrell" <cottrell(a)wfu.edu>
Дата: 18 березня 2015, 01:37:08
On Wed, 18 Mar 2015, oleg_komashko(a)ukr.net wrote:
Dear all! To reproduce,
open denmark.gdt
series un = randgen(u,0,1)
coint2 2 LRM LRY IBO IDE ;null; un --seasonals --rc
works OK.
When I try do to this via GUI with LRM LRY IBO IDE in "Variables
to test"; un R in "Exogenous variables" lag order 2; checked
"Include seasonal dummies"; and "Restricted constant" I get
"Syntax error"
Looks as if the GUI calls
coint2 2 LRM LRY IBO IDE ;; un --seasonals --rc
I use 1.10 on debian (outdated by a month or so)
Thanks, Oleg, indeed there's something going wrong here. We'll
generate a fix as soon as we can.
Allin Cottrell
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