[Gretl-users] VEC Question

[Sven Schreiber]

well impulse responses are of course a kind of forecast, so I'm afraid
that this won't solve your problem then...

-sven

Am 29.05.2009 17:51, Ricardo Gonçalves Silva schrieb:
> Hi Sven,
> 
> Nice. I need the estimates and the impulses responses.
> 
> Thanks
> 
> Ricardo
> 
> --------------------------------------------------
> From: "Sven Schreiber" <svetosch at gmx.net>
> Sent: Friday, May 29, 2009 6:15 AM
> To: "Gretl list" <gretl-users at lists.wfu.edu>
> Subject: Re: [Gretl-users] VEC Question
> 
>> Hi Ricardo,
>>
>> from the changelog of 1.8.1:
>> "VARs: support gaps in the lag structure (not for VECMs);
>>  also, allow single-equations VARs"
>>
>> So for VECs it's not directly possible. Depending on what you want to do
>> with the model you could specify the 12th lag manually as an
>> (unrestricted) exogenous variable. Of course forecasts become tricky
>> then, but maybe you just need the estimates?
>>
>> cheers,
>> sven
>>
>>
>> Am 28.05.2009 18:12, Ricardo Gonçalves Silva schrieb:
>>> Hi,
>>>
>>> I'm estimating some VEC models and I would like to know if there is a
>>> way to choose specific lags for the model.
>>> Using the GUI, if I select 12 lags, GRETL uses lags 1 to 12; but I just
>>> want lag 12.
>>> Any help?
>>> Thanks
>>>
>>> Rick
>>>
>>>
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>>>
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>>
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> 
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