vartest

vartest

Synopsis

#define             N_IVALS
void                gretl_VAR_clear                     (GRETL_VAR *var);
void                VAR_fill_X                          (GRETL_VAR *v,
                                                         int p,
                                                         const DATASET *dset);
void                VAR_write_A_matrix                  (GRETL_VAR *v);
int                 johansen_stage_1                    (GRETL_VAR *jvar,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);
double              gretl_VAR_ldet                      (GRETL_VAR *var,
                                                         const gretl_matrix *E,
                                                         int *err);
int                 VAR_LR_lag_test                     (GRETL_VAR *var,
                                                         const gretl_matrix *E);
int                 VAR_portmanteau_test                (GRETL_VAR *var);
int                 VAR_do_lagsel                       (GRETL_VAR *var,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);
int                 VAR_wald_omit_tests                 (GRETL_VAR *var);
gretl_matrix *      VAR_coeff_matrix_from_VECM          (const GRETL_VAR *var);
gretl_matrix *      reorder_responses                   (const GRETL_VAR *var,
                                                         int *err);
gretl_matrix *      irf_bootstrap                       (GRETL_VAR *var,
                                                         int targ,
                                                         int shock,
                                                         int periods,
                                                         double alpha,
                                                         const DATASET *dset,
                                                         int *err);

Description

Details

N_IVALS

#define N_IVALS 3


gretl_VAR_clear ()

void                gretl_VAR_clear                     (GRETL_VAR *var);


VAR_fill_X ()

void                VAR_fill_X                          (GRETL_VAR *v,
                                                         int p,
                                                         const DATASET *dset);


VAR_write_A_matrix ()

void                VAR_write_A_matrix                  (GRETL_VAR *v);


johansen_stage_1 ()

int                 johansen_stage_1                    (GRETL_VAR *jvar,
                                                         const DATASET *dset,
                                                         gretlopt opt,
                                                         PRN *prn);


gretl_VAR_ldet ()

double              gretl_VAR_ldet                      (GRETL_VAR *var,
                                                         const gretl_matrix *E,
                                                         int *err);


VAR_LR_lag_test ()

int                 VAR_LR_lag_test                     (GRETL_VAR *var,
                                                         const gretl_matrix *E);


VAR_portmanteau_test ()

int                 VAR_portmanteau_test                (GRETL_VAR *var);


VAR_do_lagsel ()

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


VAR_wald_omit_tests ()

int                 VAR_wald_omit_tests                 (GRETL_VAR *var);


VAR_coeff_matrix_from_VECM ()

gretl_matrix *      VAR_coeff_matrix_from_VECM          (const GRETL_VAR *var);


reorder_responses ()

gretl_matrix *      reorder_responses                   (const GRETL_VAR *var,
                                                         int *err);


irf_bootstrap ()

gretl_matrix *      irf_bootstrap                       (GRETL_VAR *var,
                                                         int targ,
                                                         int shock,
                                                         int periods,
                                                         double alpha,
                                                         const DATASET *dset,
                                                         int *err);