When I generate a forecast using VECM, unable to see the forecast errors (RMSE, MAPE etc), can you provide some insight on this?

Rajveer Rawlin
Academician & Consultant

On Friday, July 21, 2023 at 01:44:34 AM GMT+5:30, Allin Cottrell <> wrote:

There are some new files available for download at

that may be of interest to people running Windows or Mac. In brief,
the updates are

* For 64-bit Windows, there's now an X-13ARIMA zip archive in
addition to the installer exe file. Could be useful for those who
don't have permission to run installers.

* For Mac, there's now a version of X-13ARIMA for gretl compiled for
"Apple Silicon" (arm64).

Details follow.

* Windows (64-bit): we offer a zip archive named Inside the zipfile there's an "x-13arima"
folder containing x13as.exe and a "docs" folder with two PDFs from
the census bureau site.

You can unzip this anywhere suitable on your computer, but you'll
have to go to Tools > Preferences > General, select the Programs
tab, and either type in or browse for the correct location of

* Mac (M1 or M2): There's now a gzipped tar file called
x-13arima_apple_arm64.tar.gz. Inside it there's a folder named
x-13arima with sub-folders bin and lib. The bin folder contains the
x13as executable. The recommended location for exploding the archive
is /usr/local. That is, in a terminal window you might do

cd /usr/local
sudo tar xvf /path/to/x-13arima_apple_arm64.tar.gz

where "/path/to" would likely be "~/Downloads". Then you should go
to Tools > Preferences > General in gretl, select the Programs tab,
and enter (for example)


for the x13 path.

This is tested on macOS 13 (Ventura); hopfully it may also work on
macOS 11 (Big Sur) and 12 (Monterey) but we can't say for sure.

If the new Mac version seems to be working OK for most people, we'll
produce a "pkg" file to make the installation a bit easier.

Allin Cottrell
Department of Economics
Wake Forest University
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