Dear Professors, I am having an issue in computing the orthonormals of alpha and beta in the Beveridge Nelson decomposition of cointegrated VAR model. For example, the F matrix that describes the permanent components. For illustrative purposes, let α = {-0.3;0.4}, and β = {1,2.2}, how can I compute the orthonormals for this two matrices. Because, I tried using the nullspace command in gretl, but I keep getting empty space matrix. Thanks. Regards Timmy