[Gretl-devel] Re: [Gretl-users] function problems

[Sven Schreiber]

Allin Cottrell schrieb:
> On Fri, 13 Oct 2006, Sven Schreiber wrote:
> 
>> alphatest2 (myorder, myrank, myvar, myconsttrend, myboolseasonals)
> 
> This should now work with CVS.
> 
> Allin
> 

Yes thanks, it does.

I started to write a function to test the variables in the VECM for weak
exogeneity, as I "promised"  a while ago. Basically what's in Johansen's
book on p. 124-128 or so. It's really just porting an algorithm I have
already in Numerical Python, so it's actually not too much work. That's
why I asked for $s00 etc.

The problem is, I've just been reminded by my code that apart from $sxx
one also needs the R0 and R1 residuals after "concentrating" the system.
Now I'm not sure whether I really should ask you to expose those as
retrievable variables as well, I have the feeling this is getting a bit
out of hand.  OTOH, I would really like to avoid to recode the lagging,
differencing, and concentrating of the system/variables, because I'm so
glad I have that set up in my python code once and for all; it really
isn't fun.

Any ideas how to solve this dilemma?

Thanks,
Sven