Am 30.07.2011 17:10, schrieb Allin Cottrell: > On Fri, 29 Jul 2011, Sven Schreiber wrote: > >> does the >> >> var ... --lagselect >> >> command variant actually save anything that can be accessed in a script? > > Good question. Now it does, in CVS. The table of AIC, BIC and > HQC is now available as a matrix via $test after using the > --lagselect option with the var command. >
Thanks, that's quite useful! So if I understand correctly the rows of that matrix refer to lag orders 1 through the order given in the 'var' command, and the columns are AIC, BIC, HQC, as in the printout. Of course I could check that myself, but I haven't updated by build yet. (As an aside question, couldn't the criteria also be given for zero lags?) That would mean that to recover the lag length recommendation from --lagselect I could do: mylagorder = iminc($test)[crit] where crit=1 means AIC, crit=2 BIC, and crit=3 HQC. Thanks, sven
