Hi There,
Can anyone of you know, how I can estimate the order for a given time
series data set. I can estimate the order for a AR or MA series separately
using the autocorrelation and partial autocorrelation pattern ( cut off
values), but it is not possible for mixed AR and MA. Is there any way t
Gretl users on MS Windows (Vista or higher) may have found that the
Help button in the dialog box for Jack Lucchetti's "SVAR" addon
(structural VARs) failed to open the PDF documentation.
The reason for that is a long story, but the short version is that
we didn't reckon with the "virtualizatio
Hey Allin,
this gave some intuition into the problem and I solved it.
Thank you again! ;-)
Cheers,
Artur
2012/6/13 Allin Cottrell
> On Wed, 13 Jun 2012, artur tarassow wrote:
>
> > thanks for replying. But it is not exactly what I need. In your example
> > 'sprintf astr$i "%s", varname(i)' ge
On Wed, 13 Jun 2012, Anutechia Asongu wrote:
> I have a few qualms with the output of 'Two-Step dynamic
> panel system GMM'. Normally I need three information
> criteria upon regression: Test for AR(2) errors; Sargan
> over-identification(OIR) test and Wald (joint) test. However
> quite often
Hey Allin,
thanks for replying. But it is not exactly what I need. In your example
'sprintf astr$i "%s", varname(i)' generates a string with the name of a
variable with the ID 'i' from the loaded dataset. But I need a string with
the name of the i'th variable in a list.
For example, the following
Hi All,
I have a few qualms with the output of 'Two-Step dynamic panel
system GMM'. Normally I need three information criteria upon regression: Test
for AR(2) errors; Sargan over-identification(OIR) test and Wald (joint) test.
However quite often, just two pairs of the information cri
On Wed, 13 Jun 2012, artur tarassow wrote:
> thanks for replying. But it is not exactly what I need. In your example
> 'sprintf astr$i "%s", varname(i)' generates a string with the name of a
> variable with the ID 'i' from the loaded dataset. But I need a string with
> the name of the i'th variabl
