[Gretl-users] FEVD plot in gretl and GNU R

[Grzegorz Konat]

Dear All,

I wonder, if there's any way to plot final error variance decomposition
(FEVD) output, produced after VAR or VECM, in gretl?
So far, the only way I know is to export data to GNU R and plot FEVD there.
This approach, however, has its disadvantages, as one has to estimate the
whole system in R first and R's estimates  often differ significantly from
those obtained with gretl.

Many thanks in advance!

Greg

Dear All,

I wonder, if there's any way to plot final error variance decomposition (FEVD) output, produced after VAR or VECM, in gretl?

So far, the only way I know is to export data to GNU R and plot FEVD there. This approach, however, has its disadvantages, as one has to estimate the whole system in R first and R's estimates  often differ significantly from those obtained with gretl.

Many thanks in advance!

Greg