On Thu, 22 Oct 2020, ri...@triton.net wrote:
Hello Allin
Below you will find a complete compilable cpp program that
demonstrates that the corrgram() function does not plot(at least
on my machine) the ACF and PACF when called through the c/c++ api.
I use the dataset from /share/gretl/data/ramanathan/data9-7.gdt .
The only library that this program is linking to is gretl-1.0.
Thanks, Riley. I'm attaching a modified version which displays the
plot.
The main point is that when you call libgretl independently the
paths to third-party programs such as gnuplot are not registered,
so it's necessary to call gretl_set_path_by_name() to tell the
library where to find gnuplot.
I've also modified the file to illustrate (a) two methods of
generating the plot, and (b) how to use the residual from a model as
the series to work on. Hopefully these points should be reasonably
self-explanatory but feel free to come back with questions.
Allin
#include <gretl/libgretl.h>
int arma_estimate (DATASET *dset, PRN *prn, int *resid_id)
{
MODEL *model;
int *list;
int err;
model = gretl_model_new();
list = gretl_list_new(5);
list[1] = 1; /* AR order */
list[2] = 0; /* order of integration */
list[3] = 1; /* MA order */
list[4] = LISTSEP; /* separator */
list[5] = 1; /* position of dependent variable in dataset */
*model = arma(list, NULL, dset, OPT_NONE, prn);
err = model->errcode;
if (err) {
errmsg(err, prn);
} else {
printmodel(model, dset, OPT_NONE, prn);
}
if (!err) {
/* save arma residual series? */
int v;
dataset_add_allocated_series(dset, model->uhat);
v = dset->v - 1 ; /* ID number of last series */
strcpy(dset->varname[v], "residual");
*resid_id = v;
model->uhat = NULL; /* don't double free! */
}
gretl_model_free(model);
free(list);
return err;
}
int CorrgramGretl (int varno, int order, int nparam, DATASET *dset,
gretlopt opt, PRN *prn)
{
int err;
err = corrgram(varno, order, nparam, dset, opt, prn);
if (err) {
errmsg(err, prn);
}
return err;
}
int main (void)
{
int use_matrix = 1; /* or 0 */
int use_residual = 1; /* or 0 */
int vnum; /* series ID for correlogram */
gretlopt opt = OPT_NONE;
DATASET *dset;
PRN *prn;
int err;
libgretl_init();
/* tell libgretl where to find gnuplot */
gretl_set_path_by_name("gnuplot", "/usr/bin/gnuplot");
dset = datainfo_new();
prn = gretl_print_new(GRETL_PRINT_STDOUT, NULL);
err = gretl_read_native_data("data9-7.gdt", dset);
if (!err && use_residual) {
opt = OPT_R;
err = arma_estimate(dset, prn, &vnum);
} else {
vnum = 2; /* or whatever */
}
if (err) {
errmsg(err, prn);
exit(EXIT_FAILURE);
}
int order = 7; /* or whatever */
if (use_matrix) {
/* call correlogram_plot() directly */
gretl_matrix *cmat;
cmat = acf_matrix(dset->Z[vnum], order, dset, dset->n, &err);
if (!err) {
/* take pointers into the two @cmat columns */
const double *acf = cmat->val;
const double *pacf = acf + cmat->rows;
/* set the plus/minus range */
double pm = 1.96 / sqrt(dset->n);
correlogram_plot(dset->varname[vnum], acf, pacf, NULL,
order, pm, opt);
}
gretl_matrix_free(cmat);
} else {
/* emulate "command"-style call */
opt |= OPT_U; /* add --plot=<whatever> */
/* supply the parameter to --plot */
set_optval_string(CORRGM, OPT_U, "display");
err = CorrgramGretl(vnum, order, 1, dset, opt, prn);
}
destroy_dataset(dset);
gretl_print_destroy(prn);
libgretl_cleanup();
return 0;
}
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