[Gretl-users] multivariate autoregression

[aymen kaabi]

good evening.

i have project to do about multivariate autoregression using cross and auto
correlation .

i find the procedure

GRETL_VAR 
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#GRETL-VAR:CAPS>
*         gretl_VAR
<http://gretl.sourceforge.net/API/old/gretl/gretl-var.html#gretl-VAR>
                         (*int order*,
                                                         *int *list*,
                                                         *const double **Z*,
                                                         *const
DATAINFO 
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#DATAINFO:CAPS>
*pdinfo*,
                                                         *gretlopt
<http://gretl.sourceforge.net/API/old/gretl/gretl-libgretl.html#gretlopt>
opt*,
                                                         *PRN
<http://gretl.sourceforge.net/API/old/gretl/gretl-PRN.html#PRN:CAPS>
*prn*,
                                                         *int *errp*);

if this procedure do what i need.

please explain to how can i use it.

thanks fol all

good evening.

i have project to do about multivariate autoregression using cross and auto correlation .

i find the procedure 

GRETL_VAR *         gretl_VAR                           (int order,
                                                         int *list,
                                                         const double **Z,
                                                         const DATAINFO *pdinfo,
                                                         gretlopt opt,
                                                         PRN *prn,
                                                         int *errp);
if this procedure do what i need.
please explain to how can i use it.
thanks fol all