Hi, I have tried to use system, restrict and estimate within a function in order to perform restricted VAR, passing the series I want to estimate as parameters as follows: function varappx(series p_d,series d_d, series r, scalar rho) "xxx" <- system equation p_d 0 p_d(-1) d_d(-1) r(-1) equation d_d 0 p_d(-1) d_d(-1) r(-1) equation r 0 p_d(-1) d_d(-1) r(-1) end system restrict "xxx" 1 - rho*b[1,1] - b[2,1] + b[3,1] = 0 -b[2,2] + b[3,2] - rho*b[1,2] = 0 -b[2,3] + b[3,3] - rho*b[1,3] = 0 end restrict estimate "xxx" method=fiml end function Gretl fails on the system command with "Syntax error in command line". The same syntax outside the function works just fine. What am I doing wrong? With kind regards, Ofer Cornfeld TAU _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users