[Gretl-users] bug getting the ecm term from a restr vecm vial console??

Artur Tarassow artur.tarassow at googlemail.com
Mon Jan 3 14:02:00 EST 2011


Thank you for the quick correction, Allin!

Works fine in cvs now.

Cheers,
Artur

Am 02.01.2011 20:03, schrieb Allin Cottrell:
> On Fri, 31 Dec 2010, Artur Tarassow wrote:
>
>> I've got a problem obtaining the ECM-term from a restricted VECM via the
>> console.
>>
>> Consider the following example:
>>
>> ----------------------------------------
>> open denmark
>>
>> 1<- vecm 2 1 LRM LRY IBO
>> ecm = $ec
>>
>> 2<- restrict --full
>> b[1]=-1
>> b[3]=0
>> a[3]=0
>> end restrict
>> ecm_r = $ec
>>
>> ecm = ecm ~ ecm_r
>>
>> The obtained ECM-term from the restricted model looks weird.
> Yes, uninitialized rubbish, I'm afraid. The problem was specific
> to VECMs with restrictions on \alpha. This should now be fixed in
> CVS (but not yet in snapshots since I'm not able to upload the
> snapshots at present; that will follow next week).
>
> Allin Cottrell
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