1 /* 2 * gretl -- Gnu Regression, Econometrics and Time-series Library 3 * Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti 4 * 5 * This program is free software: you can redistribute it and/or modify 6 * it under the terms of the GNU General Public License as published by 7 * the Free Software Foundation, either version 3 of the License, or 8 * (at your option) any later version. 9 * 10 * This program is distributed in the hope that it will be useful, 11 * but WITHOUT ANY WARRANTY; without even the implied warranty of 12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 13 * GNU General Public License for more details. 14 * 15 * You should have received a copy of the GNU General Public License 16 * along with this program. If not, see <http://www.gnu.org/licenses/>. 17 * 18 */ 19 20 #ifndef VARTEST_H_ 21 #define VARTEST_H_ 22 23 #define N_IVALS 3 24 #define VAR_S_DFCORR 0 25 26 void gretl_VAR_clear (GRETL_VAR *var); 27 28 void VAR_fill_X (GRETL_VAR *v, int p, const DATASET *dset); 29 30 void VAR_write_A_matrix (GRETL_VAR *v, GretlMatrixMod mod); 31 32 gretl_matrix *decompanionize (const gretl_matrix *A, int neqns, 33 GretlMatrixMod mod); 34 35 int johansen_stage_1 (GRETL_VAR *jvar, const DATASET *dset, 36 gretlopt opt, PRN *prn); 37 38 double gretl_VAR_ldet (GRETL_VAR *var, const gretl_matrix *E, 39 int *err); 40 41 int VAR_LR_lag_test (GRETL_VAR *var, const gretl_matrix *E); 42 43 int VAR_portmanteau_test (GRETL_VAR *var); 44 45 int VAR_do_lagsel (GRETL_VAR *var, const DATASET *dset, 46 gretlopt opt, PRN *prn); 47 48 int VAR_wald_omit_tests (GRETL_VAR *var); 49 50 gretl_matrix *VAR_coeff_matrix_from_VECM (GRETL_VAR *var, 51 int Atrans); 52 53 gretl_matrix *reorder_responses (const GRETL_VAR *var, int *err); 54 55 void copy_north_west (gretl_matrix *targ, 56 const gretl_matrix *src, 57 int add); 58 59 gretl_matrix *irf_bootstrap (GRETL_VAR *var, 60 int targ, int shock, 61 int periods, double alpha, 62 gretl_matrix *point, 63 const DATASET *dset, 64 int *err); 65 66 #endif /* VARTEST_H_ */ 67