I got it at Bertinoro's summer school. Unfortunately, I do not have with me the link they gave us to download the gig.gfn file. In my usb pen I was able to find just the gig.gfn, maybe the gig.pdf was in the website but here I do not have the URL. Do you have an alternative link from where I can get the document?
Thanks a lot, Matteo On Tue, Jul 6, 2010 at 6:00 PM, <gretl-users-request(a)lists.wfu.edu> wrote: > Send Gretl-users mailing list submissions to > gretl-users(a)lists.wfu.edu > > To subscribe or unsubscribe via the World Wide Web, visit > http://lists.wfu.edu/mailman/listinfo/gretl-users > or, via email, send a message with subject or body 'help' to > gretl-users-request(a)lists.wfu.edu > > You can reach the person managing the list at > gretl-users-owner(a)lists.wfu.edu > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of Gretl-users digest..." > > > Today's Topics: > > 1. Re: Using Gretl API for C++ Program (Allin Cottrell) > 2. garchTFit estimation failed (Matteo Chinazzi) > 3. Re: garchTFit estimation failed (Riccardo (Jack) Lucchetti) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Mon, 5 Jul 2010 14:46:03 -0400 (EDT) > From: Allin Cottrell <cottrell(a)wfu.edu> > Subject: Re: [Gretl-users] Using Gretl API for C++ Program > To: Gretl list <gretl-users(a)lists.wfu.edu> > Message-ID: <Pine.A41.4.58.1007051401270.1093994(a)f1n11.sp2net.wfu.edu> > Content-Type: TEXT/PLAIN; charset=US-ASCII > > > On Sun, 4 Jul 2010, Joel Bycraft wrote: > > > I am approaching the library in this way as I need to run > > estimation on a window of data, and then increment forward > > throughout a time series period, with a moving window. So, for > > each period t, I need to estmate the residuals from the previous > > X days, based on a regression from the same previous x days. On > > day t+1 is another regression, etc. > > > > If you have a preferred way for me to do this, certainly let me > > know... > > You can do something like this: > > open data9-7 > series uhat > # the first five-year window > smpl 1975:1 1979:4 > loop 10 > ols 1 0 2 --quiet > uhat = $uhat > print uhat # or do something else with it > # advance the window by one quarter > smpl +1 +1 > endloop > > > I have it all working with OLS at the moment, I can get > > residuals and it matches gretl. The only thing missing is the > > coefficients of the constant and independent variable... > > [ trouble with gretl_model_get_matrix() ] > > I just tested here with the following code (assuming that Z and > the DATAINFO pointer pdinfo and present and correct): > > <code-fragment> > MODEL *model = gretl_model_new(); > int list[] = {3, 1, 0, 2}; > gretl_matrix *b; > > *model = lsq(list, &Z, pdinfo, OLS, OPT_NONE); > > if (model->errcode) { > pprintf(prn, "Got error %d estimating model\n", > model->errcode); > } else { > b = gretl_model_get_matrix(model, M_COEFF, &err); > if (err) { > pprintf(prn, "Got error %d grabbing coeffs\n", err); > } else { > gretl_matrix_print_to_prn(b, "coeffs", prn); > gretl_matrix_free(b); > } > } > gretl_model_free(model); > </code-fragment> > > The grabbing of a matrix via gretl_model_get_matrix() worked fine. > > Allin Cottrell > > > ------------------------------ > > Message: 2 > Date: Tue, 6 Jul 2010 11:38:44 +0200 > From: Matteo Chinazzi <matteo.chinazzi(a)gmail.com> > Subject: [Gretl-users] garchTFit estimation failed > To: gretl-users(a)lists.wfu.edu > Message-ID: > <AANLkTimoLCZS5J93cWtLklhiFV3fgmKNV6p-IIbpcP5U(a)mail.gmail.com> > Content-Type: text/plain; charset="iso-8859-1" > > Dear list members, > > do you have any idea about this error message using garchTFit method? > > Model: GARCH(1,1) [Bollerslev] (Student's t) > Sample size: 661 observations, VCV method: Robust > > ************************************************* > * ESTIMATION FAILED (Sorry!) * > * Error code = 33 * > ************************************************* > > Is there any documentation for the package gig.gfn? > > Best regards, > Matteo Chinazzi > *PhD student @ Sant'Anna School of Advanced Studies - Pisa (Italy)* > -------------- next part -------------- > An HTML attachment was scrubbed... > URL: > http://lists.wfu.edu/pipermail/gretl-users/attachments/20100706/35e8e5ae/attachment-0001.html > > ------------------------------ > > Message: 3 > Date: Tue, 6 Jul 2010 11:51:01 +0200 (CEST) > From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it> > Subject: Re: [Gretl-users] garchTFit estimation failed > To: Gretl list <gretl-users(a)lists.wfu.edu> > Message-ID: <alpine.DEB.2.00.1007061149530.3220(a)ec-4.econ.univpm.it> > Content-Type: text/plain; charset="iso-8859-1" > > On Tue, 6 Jul 2010, Matteo Chinazzi wrote: > > > Dear list members, > > > > do you have any idea about this error message using garchTFit method? > > > > Model: GARCH(1,1) [Bollerslev] (Student's t) > > Sample size: 661 observations, VCV method: Robust > > > > ?? ************************************************* > > ?? *?????????? ESTIMATION FAILED (Sorry!)?? * > > ?? *?????????? Error code =?? 33????????????????? ? ?? * > > ?? ************************************************* > > > > Is there any documentation for the package gig.gfn? > > Where did you get gig from? There should be an accompanying pdf file. > > > Riccardo (Jack) Lucchetti > Dipartimento di Economia > Universit? Politecnica delle Marche > > r.lucchetti(a)univpm.it > http://www.econ.univpm.it/lucchetti > > ------------------------------ > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > End of Gretl-users Digest, Vol 42, Issue 8 > ****************************************** >I got it at Bertinoro's summer school.
Unfortunately, I do not have with me the link they gave us to download the gig.gfn file.
In my usb pen I was able to find just the gig.gfn, maybe the gig.pdf was in the website but here I do not have the URL.
Do you have an alternative link from where I can get the document?
Thanks a lot,
Matteo
On Tue, Jul 6, 2010 at 6:00 PM, <gretl-users-requ...@lists.wfu.edu> wrote:
Send Gretl-users mailing list submissions to
gretl-us...@lists.wfu.edu
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.wfu.edu/mailman/listinfo/gretl-users
or, via email, send a message with subject or body 'help' to
gretl-users-requ...@lists.wfu.edu
You can reach the person managing the list at
gretl-users-ow...@lists.wfu.edu
When replying, please edit your Subject line so it is more specific
than "Re: Contents of Gretl-users digest..."
Today's Topics:
1. Re: Using Gretl API for C++ Program (Allin Cottrell)
2. garchTFit estimation failed (Matteo Chinazzi)
3. Re: garchTFit estimation failed (Riccardo (Jack) Lucchetti)
----------------------------------------------------------------------
Message: 1
Date: Mon, 5 Jul 2010 14:46:03 -0400 (EDT)
From: Allin Cottrell <cottr...@wfu.edu>
Subject: Re: [Gretl-users] Using Gretl API for C++ Program
To: Gretl list <gretl-us...@lists.wfu.edu>
Message-ID: <pine.a41.4.58.1007051401270.1093...@f1n11.sp2net.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII
On Sun, 4 Jul 2010, Joel Bycraft wrote:
> I am approaching the library in this way as I need to run
> estimation on a window of data, and then increment forward
> throughout a time series period, with a moving window. So, for
> each period t, I need to estmate the residuals from the previous
> X days, based on a regression from the same previous x days. On
> day t+1 is another regression, etc.
>
> If you have a preferred way for me to do this, certainly let me
> know...
You can do something like this:
open data9-7
series uhat
# the first five-year window
smpl 1975:1 1979:4
loop 10
ols 1 0 2 --quiet
uhat = $uhat
print uhat # or do something else with it
# advance the window by one quarter
smpl +1 +1
endloop
> I have it all working with OLS at the moment, I can get
> residuals and it matches gretl. The only thing missing is the
> coefficients of the constant and independent variable...
[ trouble with gretl_model_get_matrix() ]
I just tested here with the following code (assuming that Z and
the DATAINFO pointer pdinfo and present and correct):
<code-fragment>
MODEL *model = gretl_model_new();
int list[] = {3, 1, 0, 2};
gretl_matrix *b;
*model = lsq(list, &Z, pdinfo, OLS, OPT_NONE);
if (model->errcode) {
pprintf(prn, "Got error %d estimating model\n",
model->errcode);
} else {
b = gretl_model_get_matrix(model, M_COEFF, &err);
if (err) {
pprintf(prn, "Got error %d grabbing coeffs\n", err);
} else {
gretl_matrix_print_to_prn(b, "coeffs", prn);
gretl_matrix_free(b);
}
}
gretl_model_free(model);
</code-fragment>
The grabbing of a matrix via gretl_model_get_matrix() worked fine.
Allin Cottrell
------------------------------
Message: 2
Date: Tue, 6 Jul 2010 11:38:44 +0200
From: Matteo Chinazzi <matteo.china...@gmail.com>
Subject: [Gretl-users] garchTFit estimation failed
To: gretl-us...@lists.wfu.edu
Message-ID:
<aanlktimolczs5j93cwtlklhifv3fgmknv6p-iibpc...@mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
Dear list members,
do you have any idea about this error message using garchTFit method?
Model: GARCH(1,1) [Bollerslev] (Student's t)
Sample size: 661 observations, VCV method: Robust
*************************************************
* ESTIMATION FAILED (Sorry!) *
* Error code = 33 *
*************************************************
Is there any documentation for the package gig.gfn?
Best regards,
Matteo Chinazzi
*PhD student @ Sant'Anna School of Advanced Studies - Pisa (Italy)*
-------------- next part --------------
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------------------------------
Message: 3
Date: Tue, 6 Jul 2010 11:51:01 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucche...@univpm.it>
Subject: Re: [Gretl-users] garchTFit estimation failed
To: Gretl list <gretl-us...@lists.wfu.edu>
Message-ID: <alpine.deb.2.00.1007061149530.3...@ec-4.econ.univpm.it>
Content-Type: text/plain; charset="iso-8859-1"
On Tue, 6 Jul 2010, Matteo Chinazzi wrote:
> Dear list members,
>
> do you have any idea about this error message using garchTFit method?
>
> Model: GARCH(1,1) [Bollerslev] (Student's t)
> Sample size: 661 observations, VCV method: Robust
>
> ?? *************************************************
> ?? *?????????? ESTIMATION FAILED (Sorry!)?? *
> ?? *?????????? Error code =?? 33????????????????? ? ?? *
> ?? *************************************************
>
> Is there any documentation for the package gig.gfn?
Where did you get gig from? There should be an accompanying pdf file.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Universit? Politecnica delle Marche
r.lucche...@univpm.it
http://www.econ.univpm.it/lucchetti
------------------------------
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