Am 02.09.20 um 15:02 schrieb Olasehinde Timmy: Hi, you can use the FEVD() function in the addon to get the matrix with those numbers. See the function documentation in the appendix of the help for the SVAR addon. No, that's not possible. The cointegration restrictions represent infinitely small sets (points), so the standard algorithm would "never" find acceptable draws. We do have longer-term plans to allow mixing of traditional short-run zero restrictions and set restrictions, but that's of course different from the cointegration restrictions. Do you know of any example in the literature where a SVEC(M) is combined with set identification? Last time I checked, the generalized IRFs are only the collection of Cholesky-identified shocks where the recursive ordering is re-shuffled for every shock. So it is already possible to get them, probably also already without the SVAR addon using only the basic built-in tools in native gretl. Just re-run the model N times with the different orderings and save the IRFs for the respective first shock each time (or was it the last, I don't remember). This may sound like a lot, but because each model is recursive, this is really not a problem. It is debatable whether the structural model as a whole is really identified with this approach, and that's part of the reason we don't offer an extra interface for them. (I hope I'm not misrepresenting the opinions or feelings of SVAR's co-author Jack here.) cheers sven