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VEC

Forecasting with AR modeling

Information criteria in VARs

alessandro_porpiglia

Friday, 29 July 2005 Fri, 29 Jul '05

1:48 p.m.

Hi, I am trying to model a Vector Error Correction model whith gretl, but i am not able to do it. There is any pakage to download to do it? or there is some command that i don't know? thank you all

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Allin Cottrell

Friday, 29 July Fri, 29 Jul

9:13 p.m.

On Fri, 29 Jul 2005, alessandro_porpiglia wrote:

Hi, I am trying to model a Vector Error Correction model whith gretl, but i am not able to do it. There is any pakage to download to do it? or there is some command that i don't know?

No, at present that is not an option. However, we have now (in CVS or the Windows snapshot) developed the Johansen cointegration test to the point where we're very close to being able to offer VECM estimation. It will come soon. Allin Cottrell

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alessandro_porpiglia
Allin Cottrell