varprint

varprint

Synopsis

int                 gretl_VAR_print_sigma               (const GRETL_VAR *var,
                                                         PRN *prn);
int                 gretl_VAR_print                     (GRETL_VAR *var,
                                                         const DATAINFO *pdinfo,
                                                         gretlopt opt,
                                                         PRN *prn);
int                 gretl_VAR_print_impulse_response    (GRETL_VAR *var,
                                                         int shock,
                                                         int periods,
                                                         const DATAINFO *pdinfo,
                                                         PRN *prn);
int                 gretl_VAR_print_all_fcast_decomps   (GRETL_VAR *var,
                                                         const DATAINFO *pdinfo,
                                                         int horizon,
                                                         PRN *prn);
int                 gretl_VAR_print_fcast_decomp        (GRETL_VAR *var,
                                                         int targ,
                                                         int periods,
                                                         const DATAINFO *pdinfo,
                                                         PRN *prn);
int                 gretl_VAR_print_all_impulse_responses
                                                        (GRETL_VAR *var,
                                                         const DATAINFO *pdinfo,
                                                         int horizon,
                                                         PRN *prn);

Description

Details

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.

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 DATAINFO *pdinfo,
                                                         gretlopt opt,
                                                         PRN *prn);

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

var :

pointer to VAR struct.

pdinfo :

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 DATAINFO *pdinfo,
                                                         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.

var :

pointer to VAR struct.

shock :

index number of the "shock" variable.

periods :

number of periods over which to print response.

pdinfo :

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 DATAINFO *pdinfo,
                                                         int horizon,
                                                         PRN *prn);


gretl_VAR_print_fcast_decomp ()

int                 gretl_VAR_print_fcast_decomp        (GRETL_VAR *var,
                                                         int targ,
                                                         int periods,
                                                         const DATAINFO *pdinfo,
                                                         PRN *prn);

var :

pointer to VAR struct.

periods :

number of periods over which to print decomposition.

pdinfo :

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 DATAINFO *pdinfo,
                                                         int horizon,
                                                         PRN *prn);