Am 02.01.2011 20:09, schrieb Allin Cottrell: > 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. Cool, this works well here in cvs! Thank you for the implementation, Allin! >> 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 > _______________________________________________ I understand... But thanks for considering the issue. Maybe it's possible to implement this at some point into gretl.Gretl-users mailing list
Best, Artur > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users
