Re: [Gretl-users] VEC Question

well impulse responses are of course a kind of forecast, so I'm afraid that this won't solve your problem then... -sven Am 29.05.2009 17:51, Ricardo Gonçalves Silva schrieb: > Hi Sven, > > Nice. I need the estimates and the impulses responses. > > Thanks > > Ricardo > > -------------------------------------------------- > From: "Sven Schreiber" <svetosch(a)gmx.net&gt; > Sent: Friday, May 29, 2009 6:15 AM > To: "Gretl list" <gretl-users(a)lists.wfu.edu&gt; > Subject: Re: [Gretl-users] VEC Question > >> Hi Ricardo, >> >> from the changelog of 1.8.1: >> "VARs: support gaps in the lag structure (not for VECMs); >> also, allow single-equations VARs" >> >> So for VECs it's not directly possible. Depending on what you want to do >> with the model you could specify the 12th lag manually as an >> (unrestricted) exogenous variable. Of course forecasts become tricky >> then, but maybe you just need the estimates? >> >> cheers, >> sven >> >> >> Am 28.05.2009 18:12, Ricardo Gonçalves Silva schrieb: >>> Hi, >>> >>> I'm estimating some VEC models and I would like to know if there is a >>> way to choose specific lags for the model. >>> Using the GUI, if I select 12 lags, GRETL uses lags 1 to 12; but I just >>> want lag 12. >>> Any help? >>> Thanks >>> >>> Rick >>> >>> >>> ------------------------------------------------------------------------ >>> >>> _______________________________________________ >>> Gretl-users mailing list >>> Gretl-users(a)lists.wfu.edu >>> http://lists.wfu.edu/mailman/listinfo/gretl-users >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users >> > > > >> >> Nenhum vírus encontrado nessa mensagem recebida. >> Verificado por AVG - www.avgbrasil.com.br >> Versão: 8.5.339 / Banco de dados de vírus: 270.12.45/2141 - Data de >> Lançamento: 05/29/09 06:28:00 >> > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

Nenhum vírus encontrado nessa mensagem recebida. Verificado por AVG - www.avgbrasil.com.br Versão: 8.5.339 / Banco de dados de vírus: 270.12.46/2142 - Data de Lançamento: 05/29/09 17:53:00