Re: [Gretl-users] SOMETHING WRONG IN GRETL

[HEBERT SUAREZ CAHUANA]

OK everything is OK I have outliers.

Best.

2017-03-02 3:22 GMT-05:00 <oleg_komashko(a)ukr.net>:

> May be, this would be helpful
> There are TWO issues: 1) NUMERIC
> correctness and 2) ECONOMETRIC
> correctness
> 1)
> (i)
> ols INF 0 PBI
> eval  mean($uhat)
>
> # 4.6556457e-14
>
> # using multiple precision floating-point arithmetic,
> # with the help of the Gnu Multiple Precision (GMP) library
>
> mpols INF 0 PBI
> eval  mean($uhat)
>
> # -1.4953213e-14
>
> The order of 10^-14 is a good approximation for zero
>
> (I) A lss tested soft : Stata, Eviews, R (cran), R (Microsoft),
> python give the same results
>
> 2) The regression is incorrect in ECONOMETRIC
> sense as a consequence of at minimum 2 reasons:
> (i) outliers for hyperinflation period (circa 1990)
> (ii) PBI is obviously non-stationary
> In the last case, besides summing up to zero,
> the residuals could behave as strangely as they prefer to do
>
> Oleh
>
>
>
> 2 березня 2017, 01:17:09, від "HEBERT SUAREZ CAHUANA" <
> hsuarezc(a)unsa.edu.pe>:
>
> > I sent my dataset, I run regresion INF on PBI
> >
>
> >   _______________________________________________
> > Gretl-users mailing list
> > Gretl-users(a)lists.wfu.edu
> > http://lists.wfu.edu/mailman/listinfo/gretl-users
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>



-- 
Hebert Suarez Cahuana
Secretario del Departamento de Economía
Universidad Nacional de San Agustín
Arequipa-Perú

"*Ninguna nación llegó a la ruina por el libre comercio*" Benjamin Franklin

OK everything is OK I have outliers.

Best.

2017-03-02 3:22 GMT-05:00 <oleg_komas...@ukr.net>:

May be, this would be helpful
There are TWO issues: 1) NUMERIC
correctness and 2) ECONOMETRIC
correctness
1)
(i)
ols INF 0 PBI
eval  mean($uhat)

# 4.6556457e-14

# using multiple precision floating-point arithmetic,
# with the help of the Gnu Multiple Precision (GMP) library

mpols INF 0 PBI
eval  mean($uhat)

# -1.4953213e-14

The order of 10^-14 is a good approximation for zero

(I) A lss tested soft : Stata, Eviews, R (cran), R (Microsoft),
python give the same results

2) The regression is incorrect in ECONOMETRIC
sense as a consequence of at minimum 2 reasons:
(i) outliers for hyperinflation period (circa 1990)
(ii) PBI is obviously non-stationary
In the last case, besides summing up to zero,
the residuals could behave as strangely as they prefer to do

Oleh



2 березня 2017, 01:17:09, від "HEBERT SUAREZ CAHUANA" <hsuar...@unsa.edu.pe>:

> I sent my dataset, I run regresion INF on PBI
>

>   _______________________________________________
> Gretl-users mailing list
> gretl-us...@lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users


_______________________________________________
Gretl-users mailing list
gretl-us...@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users

--

Hebert Suarez Cahuana

Secretario del Departamento de Economía

Universidad Nacional de San Agustín

Arequipa-Perú

"Ninguna nación llegó a la ruina por el libre comercio" Benjamin Franklin