Am 18.11.2020 um 14:39 schrieb Sven Schreiber: Here's an initial example of the kind of helper tools I have in mind. The following function accepts the $system accessor bundle from an estimation with the 'var' command (plus an optional string for the name of the new system for the 'system' command) and spits out a string with ready-to-use code that will set up the equivalent 'system'. See below for a test case. BTW, internal development note: It would be nice if the $system bundle saved by the var command also included a 'command' entry like a $model bundle does. <hansl> function string systemcodefromvar(const bundle varsysbdl, string sysname[null])     # the following check is a workaround because the estimator isn't     # currently stored in $system after 'var'     errorif(inbundle(varsysbdl, "sysA"), "doesn't look like coming from 'var'")     errorif(varsysbdl.ecm, "only works for plain VARs so far, not VECMs")     # let user override the default new system name     string sysname = exists(sysname) ? sysname : "newsysfromvar"     set verbose off     string ret     outfile --buffer=ret         # the LHS of the system         printf "list sysendo = deflist(%s)\n", varname(varsysbdl.ylist)         # lagged endogenous         printf "list RHS = lags(%d, sysendo)\n", varsysbdl.order         # add the exogenous terms         if inbundle(varsysbdl, "xlist")             printf "RHS = RHS || deflist(%s)\n", varname(varsysbdl.xlist)         endif         # add deterministic terms         if varsysbdl.detflags[1]    # constant             print "RHS = RHS || const"         endif         if varsysbdl.detflags[2]     # trend             print "RHS = RHS || time"         endif         if varsysbdl.detflags[3]     # seasonals (centered)             print "RHS = RHS || seasonals(, TRUE)"         endif         # repeat the identical RHSs for the system         print "lists sysRHSs = array(nelem(sysendo))"         print "loop i=1..nelem(sysendo)"         print "  sysRHSs[i] = RHS"         print "endloop"         # the actual system formulation         printf "%s <- system\n", sysname  # (could also add "method=ols" here)         print "  equations sysendo sysRHSs"         print "end system"     end outfile     return ret end function </hansl> OK, so using this function you can do for example the following: # test case: open denmark var 2 LRM LRY ; IBO --quiet string code = systemcodefromvar($system, "fancysystem") print code and then you can run this code directly, followed by a restrict ... end restrict block that was ultimately your idea if I understand correctly. Again, this is just an example and obviously not fully automated and so forth. But maybe it's a base from which to start. cheers sven