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var.h

/* gretl - The Gnu Regression, Econometrics and Time-series Library
 * Copyright (C) 1999-2000 Ramu Ramanathan and Allin Cottrell
 *
 * This library 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 2
 * of the License, or (at your option) any later version.
 *
 * This software 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 software; if not, write to the 
 * Free Software Foundation, Inc., 59 Temple Place - Suite 330,
 * Boston, MA 02111-1307, USA.
 */

#ifndef VAR_H_
#define VAR_H_

#include "gretl_matrix.h"
#include "johansen.h"

int var_max_order (const int *list, const DATAINFO *pdinfo);

GRETL_VAR *full_VAR (int order, int *list, 
                 double ***pZ, DATAINFO *pdinfo,
                 gretlopt opt, PRN *prn);

GRETL_VAR *vecm (int order, int rank, int *list, 
             double ***pZ, DATAINFO *pdinfo,
             gretlopt opt, PRN *prn);

const gretl_matrix *
gretl_VAR_get_forecast_matrix (GRETL_VAR *var, int t1, int t2, int pre_obs,
                         const double **Z, DATAINFO *pdinfo,
                         gretlopt opt);

const gretl_matrix *
gretl_VAR_get_residual_matrix (const GRETL_VAR *var);

gretl_matrix *
gretl_VAR_get_fcast_decomp (GRETL_VAR *var, int targ, int periods);

const gretl_matrix *gretl_VAR_get_roots (GRETL_VAR *var);

int gretl_VAR_autocorrelation_test (GRETL_VAR *var, int order, 
                            double ***pZ, DATAINFO *pdinfo,
                            PRN *prn);

int gretl_VAR_arch_test (GRETL_VAR *var, int order, 
                   double ***pZ, DATAINFO *pdinfo,
                   PRN *prn);

int gretl_VAR_normality_test (const GRETL_VAR *var, PRN *prn);

void gretl_VAR_free (GRETL_VAR *var);

int default_VAR_horizon (const DATAINFO *pdinfo);

gretl_matrix *
gretl_VAR_get_impulse_response (GRETL_VAR *var, 
                        int targ, int shock,
                        int periods,
                        const double **Z,
                        const DATAINFO *pdinfo);

void gretl_VAR_set_name (GRETL_VAR *var, const char *name);

int gretl_VAR_attach_restrictions (GRETL_VAR *var, gretl_matrix *D);

const char *gretl_VAR_get_name (const GRETL_VAR *var);

int gretl_VAR_get_variable_number (const GRETL_VAR *var, int k);

int gretl_VAR_get_n_equations (const GRETL_VAR *var);

int gretl_VAR_get_t1 (const GRETL_VAR *var);

int gretl_VAR_get_t2 (const GRETL_VAR *var);

const MODEL *gretl_VAR_get_model (const GRETL_VAR *var, int i);

int gretl_VAR_add_resids_to_dataset (GRETL_VAR *var, int eqnum,
                             double ***pZ, DATAINFO *pdinfo);

int gretl_VAR_do_irf (GRETL_VAR *var, const char *line,
                  const double **Z, const DATAINFO *pdinfo);

int gretl_VAR_get_highest_variable (const GRETL_VAR *var,
                            const DATAINFO *pdinfo);

int gretl_VECM_n_beta (const GRETL_VAR *vecm);

int gretl_VECM_test_beta (GRETL_VAR *vecm, PRN *prn);

int gretl_VECM_rank (const GRETL_VAR *vecm);

const int *gretl_VECM_list (const GRETL_VAR *vecm);

#endif /* VAR_H_ */


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