On Tue, 7 Aug 2012, artur tarassow wrote:
I programmed the OIRF in gretl using a code provided by MATLAB. For
some
reason I obtain slightly different results compared to gretl's built-in
function, and I am not sure whether this is just due to rounding-errors or
a small error in the code. Please find attached a sample script.
Differences of the order of 10^{-15} are just machine noise,
plausibly due to different order of calculation, which way the wind
is blowing and so on.
Allin Cottrell