| Top |
| #define | jcode() |
| #define | jrank() |
| #define | effective_order() |
| #define | auto_restr() |
| int | n_restricted_terms () |
| void | print_Johansen_test_case () |
| int | gretl_VECM_id () |
| int * | VAR_list_composite () |
struct JohansenInfo_ {
int ID; /* for identifying saved vars */
JohansenCode code; /* see enumeration above */
int rank; /* if specified, chosen cointegration rank, else 0 */
int seasonals; /* number of seasonal dummies included */
gretl_matrix *R0; /* residuals, VAR in differences */
gretl_matrix *R1; /* residuals, second regressions */
gretl_matrix *S00; /* cross-products of residuals */
gretl_matrix *S11; /* cross-products of residuals */
gretl_matrix *S01; /* cross-products of residuals */
gretl_matrix *evals; /* vector of eigenvalues */
gretl_matrix *Beta; /* matrix of eigenvectors */
gretl_matrix *Alpha; /* matrix of adjustments */
gretl_matrix *Bvar; /* variance matrix of beta */
gretl_matrix *Bse; /* standard errors of beta */
gretl_matrix *Ase; /* standard errors of alpha */
gretl_matrix *R; /* beta-restriction LHS matrix */
gretl_matrix *q; /* beta-restrictions RHS matrix */
gretl_matrix *Ra; /* alpha-restriction LHS matrix */
gretl_matrix *qa; /* alpha-restrictions RHS matrix */
gretl_matrix *YY; /* double-size Y matrix */
gretl_matrix *RR; /* double-size residuals matrix */
gretl_matrix *BB; /* double-size coefficient matrix */
double ll0; /* unrestricted log-likelihood */
int lrdf; /* df for likelihood ratio test */
double prior_ll; /* ll for prior model in restriction sequence */
int prior_df; /* df for prior model in restriction sequence */
};