/usr/include/gretl/vartest.h is in libgretl1-dev 2016a-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 | /*
* gretl -- Gnu Regression, Econometrics and Time-series Library
* Copyright (C) 2001 Allin Cottrell and Riccardo "Jack" Lucchetti
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef VARTEST_H_
#define VARTEST_H_
#define N_IVALS 3
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);
#endif /* VARTEST_H_ */
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