Many thanks Allin, this is working great now.
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] on behalf of
Allin Cottrell [cottrell(a)wfu.edu]
Sent: Wednesday, July 27, 2011 4:27 PM
To: Gretl list
Subject: Re: [Gretl-users] modtest with vars & vecms
On Wed, 27 Jul 2011, Summers, Peter wrote:
I've discovered what I think is a minor bug in the modtest
command: if I use it right after estimating a VAR or VECM,
the --quiet option has no effect. The auxilliary regressions
are printed with or without that option.
I also have a question about the $test and $pvalue accessors
in these cases. At the moment, they're scalars containing
the respective quantities from the test on the last
equation. Would it be possible to have them return vectors
containing the p-values/test stats from each equation?
Thanks for the report. These points should now be fixed in
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