[Gretl-users] feature requests

Allin Cottrell cottrell at wfu.edu
Sun Jan 2 14:09:03 EST 2011


On Fri, 31 Dec 2010, Artur Tarassow wrote:

> I have 2 feature requests which would be nice to have in gretl.
>
> 1. Plotting the error-correction-terms:  At the moment one has to save
> the ec-term(s) before one can plot them as series. It would be much more
> convenient to have the possibility to plot them out of the model menu as
> possible for IRFs or residuals. This could be implemented under the
> "Graphs" menu in the vecm model menu: "Graphs --> ECM-Plot" or "Graphs
> --> Combined ECM-Plot" -- of course if not too hard to implement.

That should be straightforward.
>
> 2. Also atm one can only compute the confidence intervals for an
> unrestricted VECM but not for a restricted one. In this case one has
> unfortunately to switch to different software programs.
> @Riccardo: Are there intentions to implement this feature into your SVAR
> package?
> I am sure this is more difficult to program than the first request.

Yes, it's more difficult. The thing is that estimation of a
restricted VECM is already quite tricky even without wrapping it
in a replication loop. But of course it's doable in principle.

Allin Cottrell


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