Dear Prof. Please, my question is two-fold. First, I have been working on structural VAR/VEC models. However, I would like to know how to combine and plot the graphs and probably name each before plotting the graphs.

Let me express my second question clearly. I am trying to estimate multivariate garch models using the full information maximum likelihood method. I am quite familiar with the usage of the single equation type, but not with the system types. I thought there should be a way of representing the multivariate maximum likelihood in a matrix form for estimation purposes. My major concern is when there are many variables involved, and I believe representing the maximum likelihood in matrix form would make it easy.

On the MLE estimation, do you have a note or example on how to go about this in gretl?

Thanks for your response, sir. I think the first question is clear. Let me express my second question clearly. I am trying to estimate multivariate garch models using the full information maximum likelihood method. I am quite familiar with the usage of the single equation type, but not with the system types. I thought there should be a way of representing the multivariate maximum likelihood in a matrix form for estimation purposes. My major concern is when there are many variables involved, and I believe representing the maximum likelihood in matrix form would make it easy. I don't know if you understand me better now. Thanks. On Wed, 10 Aug 2022 at 07:19, Artur T. <atecon(a)posteo.de&gt; wrote: > Am 10.08.22 um 00:22 schrieb Olasehinde Timmy: > > Dear Prof. > > > > Please, my question is two-fold. > > > > First, I have been working on structural VAR/VEC models. However, I > > would like to know how to combine and plot the graphs and probably name > > each before plotting the graphs. > > Hi Olasehinde, > > I am not fully sure that I understand you. But if you would like to > combine multiple plots to a single one, you may want to check out the > multiplot package: > http://gretl.sourceforge.net/current_fnfiles/multiplot.gfn > > > Best, > Artur > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >

multiplot("f1" "f2"

Am 10.08.22 um 15:00 schrieb Olasehinde Timmy: > Moreover, in the first question, I discovered that I was not able to use > the multiplot function to combine the extracted.png graphs from the SVAR > estimation window. > > I would like to know how to go about this. I need more details about what you did. Best would be a script. Best, Artur _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Am 12.08.2022 um 13:05 schrieb Olasehinde Timmy: > Thanks for your response, sir. > > Actually, what I did was that I initially estimated an SVEC model > using the interface, and I saved each of the impulse response graphs > in.png format in a folder I created on the desktop. > Then I clicked on the multiplot functions and the attached interface > popped up, I included the names of those graphs in the input file path > and the folder address in the output file path and I got an error > message. > > ? multiplot("f1" "f2" "f3" "f4", null, 2, 2, null) > > multiplot("f1" "f2" > Expected ')' but found 'f2' > Hi, sorry for the delay, both Artur and I (co-authors of the multiplot package) have been on vacation. Your input '"f1" "f2" "f3" "f4"' cannot work there. I admit that the term "strings" may suggest such an input, but what's meant is the gretl object of an array of strings. See the sample script for examples. So in the GUI input field you would need to write something like 'defarray("f1","f2","f3","f4")' (without the surrounding single quotes). I agree that this is not very user-friendly and maybe we should add a convenience wrapper function where you would be allowed to write something like your original input instead, which would then be processed internally. But that's one reason the version number is only at 0.2 right now. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Am 17.08.2022 um 16:39 schrieb Olasehinde Timmy: > Thanks for your response, sir. > > However, I found it difficult to implement the package because it > seems to work with the GNU plot. > > What I am trying to do is that I want to combine plots from the SVEC > model with the multiplot. > > Or is there is way to do this that I wasn't aware of? Well, the multiplot package is really just a generic workaround, a bit of a "dirty hack". Yes, like all the plotting functionaliy in gretl this will invoke gnuplot. Of course you could also simply produce your plots from the SVAR/SVEC packages, say in PDF format, and then use an external PDF editor to arrange them how you like them. Do you want to combine several individual IRF plots, or what exactly are we talking about here? thanks sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Am 18.08.2022 um 02:42 schrieb Olasehinde Timmy: > Tthanks for your swift response sir. > > What I am trying to do is to produce plot similar to be combine plot > in the VAR/VECM menu. > > I am afraid if this is possible. > Yes, OK, so the combined plot from the built-in / native VAR/VECM functionality is a feature we do not have yet in the SVAR (and by implication, neither in the SVEC_GUI) package. You would either have to combine them manually using external tools or use the multiplot package, whatever you find more convenient. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Hello sir On Thu, Aug 18, 2022, 4:43 PM Sven Schreiber <sven.schreiber(a)fu-berlin.de <mailto:sven.schreiber@fu-berlin.de>> wrote: Am 18.08.2022 um 02:42 schrieb Olasehinde Timmy: > Tthanks for your swift response sir. > > What I am trying to do is to produce plot similar to be combine plot > in the VAR/VECM menu. > > I am afraid if this is possible. > Yes, OK, so the combined plot from the built-in / native VAR/VECM functionality is a feature we do not have yet in the SVAR (and by implication, neither in the SVEC_GUI) package. You would either have to combine them manually using external tools or use the multiplot package, whatever you find more convenient.