Am 26.04.2013 13:58, schrieb Jan Tille: > Jan, Thank you for this hint. Is there an easy way to obtain the > coefficient cov-matrix, as Gretel only produces the residiual covariance > matrix for the System. > >
$vcv should do the trick -- while VARs and VECMs are special cases, here we're talking of a "standard" (=general) system where $vcv should work. What made you think that only the resid covar was available? hth, sven
