On Fri, 31 Dec 2010, Artur Tarassow wrote: > I have 2 feature requests which would be nice to have in gretl. > > 1. Plotting the error-correction-terms: At the moment one has to save > the ec-term(s) before one can plot them as series. It would be much more > convenient to have the possibility to plot them out of the model menu as > possible for IRFs or residuals. This could be implemented under the > "Graphs" menu in the vecm model menu: "Graphs --> ECM-Plot" or "Graphs > --> Combined ECM-Plot" -- of course if not too hard to implement. That should be straightforward.

> 2. Also atm one can only compute the confidence intervals for an > unrestricted VECM but not for a restricted one. In this case one has > unfortunately to switch to different software programs. > @Riccardo: Are there intentions to implement this feature into your SVAR > package? > I am sure this is more difficult to program than the first request. Yes, it's more difficult. The thing is that estimation of a restricted VECM is already quite tricky even without wrapping it in a replication loop. But of course it's doable in principle. Allin Cottrell _______________________________________________

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