Hi there sorry in case my questions are somewhat misplaced in this email list (I suspect they are...); however, I was unable to find any other email-lists/forums discussing problems related to time series analyses. I would like to do a vector autoregression analysis for two variables. Obviously, this can be done in a straightforward matter using Gretl. However, both variables actually refer to count data. So I thought that doing a VAR time-series model for poisson-distributed variables might be appropriate - does anybody know any literature/examples in this regard? I am quite unexperienced in time series models but have a background in SEM/Multilevel modelling, so I am just guessing which kind of models might be appropriate here... Also - and also not directly related to Gretl - I realized that after differencing, the distribution of the residuals of the variables is actually gaussian. Wouldn't it then make sense to refrain from any specific distributions for count data and 'simply' go ahead with the usual estimation procedures for normal-distributed variables??? I would be very thankful for your comments (and/or hints to gretl-syntax examples for doing time-series models for count data other than the one in the user manual) Many thanks! Jan ________________________________________________________________ Neu: WEB.DE Doppel-FLAT mit Internet-Flatrate + Telefon-Flatrate für nur 19,99 Euro/mtl.!* http://produkte.web.de/go/02/