Thank you Ignacio for your answer. Would it be possible to modify your program such that the initial values correspond either to a fixed value given manually or correspond to the OLS estimation of the parameters for the whole times series or for half of it as it is usually the case. Would it be possible to include both the additive and multiplicative models? Would you agree to integrate your program within the Gretl menu under "Variables/Filters". I don't see the point of having a separate program for it. Would it be possible to expand your help explanations to allow a "simple user" to understand better how it works, especially what to do if you do not want a seasonality parameter. Is there a possibility to write the variables in your help with subscripts instead of underscores to increase the readability of the equations? Thank you for your help Raul Gimeno
-----Ursprüngliche Nachricht----- Von: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] Im Auftrag von gretl-users-request(a)lists.wfu.edu Gesendet: Dienstag, 29. September 2015 18:00 An: gretl-users(a)lists.wfu.edu Betreff: Gretl-users Digest, Vol 104, Issue 43 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: Data Import - non-numeric values (Schaff, Frederik) 2. Re: Data Import - non-numeric values (Riccardo (Jack) Lucchetti) 3. Re: Data Import - non-numeric values (Allin Cottrell) 4. Re: Holt-Winters package (Pedro Ba??o) 5. Re: Holt-Winters package (Ignacio Diaz-Emparanza) ---------------------------------------------------------------------- Message: 1 List-Post: gretl-users@gretlml.univpm.it Date: Mon, 28 Sep 2015 17:32:46 +0000 From: "Schaff, Frederik" <Frederik.Schaff(a)fernuni-hagen.de> To: Gretl list <gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Data Import - non-numeric values Message-ID: <94DD4923F1D1534189901CE4E97BB72E34966071(a)Ymir.buerokommunikation.fernuni-ha gen.de> Content-Type: text/plain; charset="iso-8859-1" Hi there, thanks very much Allen! I'll take the advice to heart. Fortunately in the case where these garbage values are "created" a part of the analysis (corresponding to these values) has not been conducted and that is flagged (in another "non-garbage" variable), so I can post-process these values. What are the "maximal" values gretl takes as import? +-1e100 and +-1e-100? Regards Frederik -----Urspr?ngliche Nachricht----- Von: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] Im Auftrag von Allin Cottrell Gesendet: Sonntag, 27. September 2015 21:02 An: Gretl list Betreff: Re: [Gretl-users] Data Import - non-numeric values On Sun, 27 Sep 2015, Allin Cottrell wrote: > Note that whether [uninitialized] values are taken as "numeric" or not > will in general depend on the C library in use. But either way they're > wrong and have to be changed. _If_ you can get such values into gretl > as numeric, you could fix them via something like: > > foo = (abs(foo) > 0 && abs(foo) < 1.0e-100)? NA : foo > > where "foo" is the name of the series to be fixed and we're assuming > that non-zero observations with absolute value less than 10^{-100} are > garbage. This is not very reliable, however, as it's _possible_ that > some uninitialized doubles happen to fall in the "normal" range and so > escape correction. After a little testing, let me rephrase that: it's more than "possible", it's highly probable. I wrote a little test C program which created an array of 2048 "doubles", uninitialized. For each such value I printed it into a string variable using sprintf() with the "%g" conversion then tried reading it back into a double using strtod(). I counted the cases where strtod() raised the ERANGE error: 271 out of 2048. So in this case, at least, the great majority of garbage values appeared to be "fine": properly numeric and not subnormal. So here's a big WARNING: on no account should one let uninitialized values get printed into a file for use in econometric analysis. There's no half-way reliable method for clearing them out. [Just as a footnote: a "subnormal" number (also known as "denormalized") is one that's too close to zero to be represented as a C "double" to anything like the usual precision. And there's absolutely no guarantee that the random bits in an uninitialized double will correspond to a subnormal number.] Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users ------------------------------ Message: 2 List-Post: gretl-users@gretlml.univpm.it Date: Mon, 28 Sep 2015 22:08:18 +0200 (CEST) From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it> To: Gretl list <gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Data Import - non-numeric values Message-ID: <alpine.DEB.2.20.1509282206190.15621(a)ec-4.econ.univpm.it> Content-Type: text/plain; charset="iso-8859-1"; Format="flowed" On Mon, 28 Sep 2015, Schaff, Frederik wrote: > Hi there, > > thanks very much Allen! I'll take the advice to heart. Fortunately in > the case where these garbage values are "created" a part of the > analysis (corresponding to these values) has not been conducted and > that is flagged (in another "non-garbage" variable), so I can > post-process these values. What are the "maximal" values gretl takes > as import? +-1e100 and > +-1e-100? If I were you, I'd use a conventional vaule for "missing" (say, -99999.99999), which would be subsequently easy to convert to a "proper" missing entry via the gretl "setmiss" command. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Universit? Politecnica delle Marche (formerly known as Universit? di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- ------------------------------ Message: 3 List-Post: gretl-users@gretlml.univpm.it Date: Mon, 28 Sep 2015 16:37:32 -0400 (EDT) From: Allin Cottrell <cottrell(a)wfu.edu> To: Gretl list <gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Data Import - non-numeric values Message-ID: <alpine.LFD.2.20.1509281631060.2830(a)myrtle.attlocal.net> Content-Type: text/plain; charset=US-ASCII; format=flowed On Mon, 28 Sep 2015, Schaff, Frederik wrote: > thanks very much Allen! I'll take the advice to heart. Fortunately in > the case where these garbage values are "created" a part of the > analysis (corresponding to these values) has not been conducted and > that is flagged (in another "non-garbage" variable), so I can > post-process these values. What are the "maximal" values gretl takes > as import? +-1e100 and +-1e-100? Gretl accepts the judgment of the C library on numerical underflow or overflow. On the big side we can be fairly definite: anything less than 1.79769e308 should be fine. On the close-to-zero side numbers greater in absolute value than 1e-308 should be OK for most C libraries. Allin ------------------------------ Message: 4 List-Post: gretl-users@gretlml.univpm.it Date: Mon, 28 Sep 2015 21:40:33 +0100 From: Pedro Ba??o <pmab(a)fe.uc.pt> To: Gretl list <gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] Holt-Winters package Message-ID: <CAMwCGMcA=LiciPpePaCom1TsTVszRDQBcN+=V1NyrheSnquA=A(a)mail.gmail.com> Content-Type: text/plain; charset=UTF-8 Some time ago I came across a similar problem when using this function for a class. At the time I made a note to myself saying that the problem was in the definition of lobs, which I changed to: scalar lobs=lastobs(y) I hope this helps On 28 September 2015 at 15:56, Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus> wrote: > I have not much time for testing today, but it seems that a correction > I included to avoid initial conditions very different from the first > observations of the series is not working well for your data. If you > change in the HoltWinters package the line > > series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y > > simply to: > > series yh1= $yhat > > you will have results more similar (but not exactly) to yours (I think > we are using different initial conditions). > > > > El 28/09/15 a las 14:23, Raul Gimeno escribi?: >> >> Hello >> >> I've been using the Holt-Winters package but I cannot replicate my >> Excel-calculation results with this package. >> The starting value from the package for the trend is 245 mine is 166.396. >> By >> running a regression on the full sample I get completely different >> results for these starting values, although the same methodology as >> described in the help description has been used. >> For replication purposes I send my excel spreadsheet and I would be >> glad to understand how these starting values have been effectively >> calculated. >> Thank you for your help >> Raul Gimeno >> >> ** >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > -- > Ignacio D?az-Emparanza > Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) > Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU > Tfno: (+34) 94 601 3732 > http://www.ehu.eus/ea3 > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > ------------------------------ Message: 5 List-Post: gretl-users@gretlml.univpm.it Date: Tue, 29 Sep 2015 12:33:37 +0200 From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus> To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Holt-Winters package Message-ID: <560A6901.80301(a)ehu.eus> Content-Type: text/plain; charset=utf-8; format=flowed El 28/09/15 a las 22:40, Pedro Ba??o escribi?: > Some time ago I came across a similar problem when using this function > for a class. At the time I made a note to myself saying that the > problem was in the definition of lobs, which I changed to: > scalar lobs=lastobs(y) > I hope this helps > Yes, I detected this problem some months ago and included some changes for treating with missing observations as well. With respect to Raul problem, apart from the change in line series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y to: series yh1= $yhat which I commented yesterday, I see that the differences in calculations between Raul's excel functions and this package was because of the different initial observations. As recently reported for the 'movavg' command (exponential moving average) I was also ignoring the first observation of the series. I have corrected this and committed the change (It is in the staging area until Allin aproval: http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/).Now the results are the same. I also think we need more flexibility for the initial conditions, I will work on this. -- Ignacio D?az-Emparanza Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3 ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 104, Issue 43 ********************************************
