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vartest.h

/* 
 *  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

enum Detflags {
    DET_CONST = 1 << 0,
    DET_TREND = 1 << 1,
    DET_SEAS  = 1 << 2
};

void gretl_VAR_clear (GRETL_VAR *var);

void VAR_fill_X (GRETL_VAR *v, int p, const double **Z, 
             const DATAINFO *pdinfo);

void VAR_write_A_matrix (GRETL_VAR *v);

int johansen_stage_1 (GRETL_VAR *jvar, const double **Z, 
                  const DATAINFO *pdinfo);

double gretl_VAR_ldet (GRETL_VAR *var, int *err);

int VAR_LR_lag_test (GRETL_VAR *var);

int last_lag_LR_prep (GRETL_VAR *var, int ifc);

int VAR_portmanteau_test (GRETL_VAR *var);

int VAR_do_lagsel (GRETL_VAR *var, const double **Z, 
               const DATAINFO *pdinfo, PRN *prn);

int VAR_wald_omit_tests (GRETL_VAR *var, int ifc);

gretl_matrix *VAR_coeff_matrix_from_VECM (const GRETL_VAR *var);

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

#endif /* VARTEST_H_ */

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