varprint

varprint

Functions

Object Hierarchy


Description

Functions

gretl_VAR_print_sigma ()

int
gretl_VAR_print_sigma (const GRETL_VAR *var,
                       PRN *prn);

Prints to prn the contemporaneous (cross-equation) variance matrix for var .

Parameters

var

pointer to gretl VAR structure.

 

prn

printing object.

 

Returns

0 on success, 1 on failure.


gretl_VAR_print ()

int
gretl_VAR_print (GRETL_VAR *var,
                 const DATASET *dset,
                 gretlopt opt,
                 PRN *prn);

Prints the models in var , along with relevant F-tests and possibly impulse responses and variance decompositions.

Parameters

var

pointer to VAR struct.

 

dset

dataset information.

 

opt

if includes OPT_I, include impulse responses; if includes OPT_F, include forecast variance decompositions; if includes OPT_Q, don't print individual regressions.

 

prn

pointer to printing struct.

 

Returns

0 on success, 1 on failure.


gretl_VAR_print_impulse_response ()

int
gretl_VAR_print_impulse_response (GRETL_VAR *var,
                                  int shock,
                                  int periods,
                                  const DATASET *dset,
                                  PRN *prn);

Prints to prn the estimated responses of the endogenous variables in var to a one-standard deviation shock in the specified variable: shock is a zero-based index into the equations of the VAR so for example if shock = 1, the responses are to a shock in the second endogenous variable in the VAR specification.

Parameters

var

pointer to VAR struct.

 

shock

index number of the "shock" variable.

 

periods

number of periods over which to print response.

 

dset

dataset information.

 

prn

gretl printing object.

 

Returns

0 on success, non-zero code on error.


gretl_VAR_print_all_fcast_decomps ()

int
gretl_VAR_print_all_fcast_decomps (GRETL_VAR *var,
                                   const DATASET *dset,
                                   int horizon,
                                   PRN *prn);

Returns


gretl_VAR_print_fcast_decomp ()

int
gretl_VAR_print_fcast_decomp (GRETL_VAR *var,
                              int targ,
                              int periods,
                              const DATASET *dset,
                              PRN *prn);

Parameters

var

pointer to VAR struct.

 

periods

number of periods over which to print decomposition.

 

dset

dataset information.

 

prn

gretl printing struct.

 

Returns

0 on success, non-zero code on error.


gretl_VAR_print_all_impulse_responses ()

int
gretl_VAR_print_all_impulse_responses (GRETL_VAR *var,
                                       const DATASET *dset,
                                       int horizon,
                                       PRN *prn);

Returns


vecm_beta_varname ()

char *
vecm_beta_varname (char *vname,
                   const GRETL_VAR *v,
                   const DATASET *dset,
                   int i);

Returns

Types and Values