Allin,
First of all, I would like to transmit my congratulations for the new features
of gretl, I think they are new steps in the way to obtain a very complete
GNU econometric program.
I would also like to report some small problems with this new version:
(This time I am running gretl-1.2.4
I tried to install gretl from CVS but in running "make" I am obtaining an
error. It seems that the file glib.h cannot be found. I have this file
in /usr/include/glib-2.0/
¿Any suggestion?
The result of the "make" command is:
---
# sudo make
make -C lib
make[1]: se ingresa al directorio
El Miércoles, 7 de Febrero de 2007 16:39, Allin Cottrell escribió:
> On Wed, 7 Feb 2007, Sven Schreiber wrote:
> > Ignacio Diaz-Emparanza schrieb:
> >> I tried to install gretl from CVS but in running "make" I am obtaining
> >> an error. It seems that the fil
El Miércoles, 7 de Febrero de 2007 23:19, Sven Schreiber escribió:
> [redirected to devel]
>
> Allin Cottrell schrieb:
> > Anyone want to do a "CVS gretl on Ubuntu HOWTO"? I recently got a new
> > PC at home, installed Ubuntu, and built CVS gretl (of course!). So I
> > know it can be done OK. Bu
I finally rewrote my Tramo-linearization script to take into account some of
the new features introduced by Allin, and trying to make the script usable in
both, Linux and Windows. You may find it in the attached files.
This script uses Tramo to interpolate missing values and correct for outliers
El Jueves, 15 de Febrero de 2007 14:18, nadaud(a)centre-cired.fr escribió:
> Dear listers, greetings from Paris !
>
> I am writing a script for the Stock Watson DOLS estimator. I want to do ADF
> tests by the descending lag method. But when i launch the script, gretl
> does not want to execute it,
El Lunes, 19 de Febrero de 2007 20:13, Richard Carter escribió:
> have been trying to install gretl 1.6.0 on a PC with an AMD64 processor
> running Mandriva 2007. In my most recent attempt I downloaded and unpacked
> gretl-1.6.0.tar.bz2. When I ran ./configure it failed because it couldn't
> fin
El Martes, 3 de Abril de 2007 16:28, fe_jasa escribió:
> Dear Colleagues
>
> I want to correct the end point problem of H-P. I have done the
> instruction "addobs 12", for quarterly data, an ARIMA (to Y) and
> obtained the forecast values (Ye). Now I am in conditions of applying
> the H-P filter. B
On Friday 04 May 2007 01:41:56 Allin Cottrell wrote:
> I think we're now pretty close to 1.6.3, so I've updated the
> gretl.pot file in CVS. I'll do an upload to IRO shortly.
Spanish translation is done and committed to the CVS.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO
o.
>
> Cri
Allin:
The Spanish manual is very outdated now and I have no much time in these days
to do this work. I think it would be better to deactivate the Spanish option
of the manual in the gretl settings (at least temporarily) so that the
spanish users obtain the default english ma
this feature is not working. In fact the databases are only being read from
my gretl user directory.
(Again gretl in Spanish in Kubuntu Linux 7.04)
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Av
; (Again gretl in Spanish in Kubuntu Linux 7.04)
Sorry, I was wrong here, this works perfectly. I misspelled the directory
name.
I see that gretl reads the database files in the new directory and the
database files in the user directory as well. All of them appear in the
database window.
; ? modeltab add
> Model is already included in the table
>
> Error executing script: halting
>
> > modeltab add
>
> and in the model table I find only "Model 2"
>
> Best,
> Artur
The "label" command only reports
lly refresh the window. You may click
on /Data/refresh window (or alt+r) to see the changes.
I do not understand how do you use "labels" to change the descriptive label, I
cannot do it here.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTI
and they may
be ready without having to use "include userfunc.inp". (R may use this type
of file, I think it is named Rprofile)
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehen
etl to put the output in the same dir
> > as the script?
>
> Have you tried something like outfile --write ./myfile.txt?
> -sven
>
You may also use the "shelldir" parameter, for example
---
set shelldir c:\archiv~1\gretl\tramo\graph\series
# Your commands here
..
r, for example
>
> ---
> set shelldir c:\archiv~1\gretl\tramo\graph\series
> # Your commands here
> ...
> set shelldir c:\archiv~1\gretl\
> --
Not, sorry, I am not correct here, I think "shelldir" only affects to shell
commands.
But you may do this:
st
inp
or
C:\Program~1\gretl\gretlcli.exe -b batchfile.inp
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
;.
The question is:
Is there a way to pass the name of the variable to the function, so that the
function can generate new series which change the names depending on what
series are applied to?
For example obtaining names "income_trend" ... when applied to "income" a
function does not need more than one input
variable, gretl should have a way to obtain the same effect with only one
line:
list components = decomp(income)
May be the function "varname()" of the "sprintf" command can help in doing
something like that?
--
Ignacio Diaz-Emp
natively, if we had a function to obtain the "external" name of a
variable, for example "sername(y)":
function foo(series y)
string name= sername(y)
series @name_out=y^2 #for example
return series @name_out
end function
--
Ignacio Diaz-Emparanza
DEPARTAMENT
ing the things is perfectly compatible with the use of the TP Robot.
So I vote for the TP Robot.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
should warn that in my PC, that uses Kubuntu Linux with UTF-8 encoding, and
gretl in Spanish, the "use locale settings ..." does not work. In
collaboration with Allin I tryied several changes in my gretl configuration
but we could not resolve the problem. So I have thi
;
If you prefer to use the Translation Project Robot, you have all the
information on this in http://translationproject.org/html/welcome.html
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
Only a question:
¿Is there any way to recover the std.errors and confidence intervals produced
by the fcasterr command?
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83
o(): failed
stderr: ' "/home/etpdihei/gretl/gptout.tmp", line 13: undefined variable: rgb'
gretl_errmsg: '"/home/etpdihei/gretl/gptout.tmp", line 13: undefined va
riable: rgb'
Failed command: '"gnuplot&
many times
> and maybe it's something to think about for gretl (after 1.6.6 of course).
>
In gretl we have the "Influencial observations" analysis. It is in the model
output menu under the "Tests" item.
--
Ignacio Diaz-Emparanza
DEPARTAMENT
quot; cols="2">"
print "1.3 2.0"
print "3.4 2.7"
print "8.2 3.1"
print "</gretl-matrix>"
print "</gretl-matrices>"
outfile --close
set echo on
To read the matrix:
include myfile.xml
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
things to estimate faster.
But it is work in progress ...
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
uot; , A'(L) order a', B(L) order "b" and C(L)
order "c", AA(L) will be of order a+a', B'(L) will be of order a'+b and C'(L)
will be of order a+b.
In some cases this may be not appropiate for your model, but at
#x27;ll see if I can find a newer reference.
I don't have this reference, but looking at the numbers I can guess that:
if T is the period, and Nobs the number of observations, the scaled frequency
is
f=Nobs/T,
or said in another way, if w is the angular frequency, (w=2*pi/T)
f=w*
the spectrum at a
> specified "scaled frequency" tells you how many cycles you're likely to
> observe in the data. Nice to have. Try this:
>
> nulldata 150
> setobs 1 1 --special
> ...
What does the option --special mean? It is not documented in the manual
--
Ignacio
ic part of the variables. I suggest to start with the more
general model.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
es it
closer to the Chi-square (I think gretl should use it in the correlogram
output).
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
; install it??
>
> Thanks
>
> Irma
You should go to "/Data/Dataset structure" (/Datos/Estructura del conjunto de
datos" in the Spanish version) and define your data as "time series", because
if you want to use "Time series models" your data must
r to date() to obtain these strings.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
--
Para leer y escribir d
;, date(endobs)
> scalar yr
> scalar qt
> sscanf send "%d:%d", yr, qt
>
>
Thank you, Jack. This works ok. I needed this variables as strings so I only
had to add the lines
sprintf year "%4f", yr
sprintf quarter "%2f", qt
to your script. Now
El Friday 23 May 2008 15:43:24 Allin Cottrell escribió:
>
> scalar endobs=lastobs(reskwh)
> sprintf send "%s", date(endobs)
> string quarter, year
> sscanf send, "%4s:%s", year, quarter
>
>
> Allin
Good!, you win the prize to the smallest size
look at the user's guide, section 13.1
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
x are needed to do back forecast. Do I need to create a
> new model for the new time-serie? But it doesn't have sense... Do you know
> how can I do that?
>
> Thank you very much.
> Nieves.
Yes, probably you will do the best identifying a new model with the data in
reverse
same thing
> before?
I suppose you are usnig the command "gnuplot" as in
gnuplot Y --time-series
you may have the graph saved to the session and accesible trough the "icon
view" if you run the command in this way:
plot1 <- gnuplot Y --time-series
--
Ignacio Diaz-Emp
accepted.
Important dates:
Submission Deadline: January 15, 2009
Notification to Authors: February 27, 2009
Registration Deadline: April 30, 2009
Conference: May 28-29, 2009
You will find all the information about this conference in:
http://www.gretlconference.org
--
Ignacio Diaz-Emparanza
your help.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
uals.
The ADF regression is based in a AR representation, if your series is better
modelled as a MA probably you will need a lot of AR lags to fit correctly
your series. How many observations do you have, Olle?
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONO
irwin (economic historian, moving from
> STATA to GRETL).
May be the following command works as you want:
series W=W*misszero(L)/L
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendak
estimator of the
covariance matrix for the augmented regression."
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
Spanish to French, you must change the LANG environment variable.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
#x27;fnocars_sup'
contains the superior limits.
You can change "conf" to 0.90 for obtaining the 90% confidence intervals.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
Hello gretl users:
this is only to remember that the deadline for sending contributions (papers,
posters) to the gretl Conference 2009 is january 15 (2009/01/15 in gretl
format ;-))
You can see all the information about the conference at
http://www.gretlconference.org
--
Ignacio Diaz
s be just econometrics with
> using gretl?
> With regrd,
> Mariusz
Econometrics papers using gretl may be accepted. But the contributor should
take into account that papers will we reviewed by the scientific comittee and
only papers with more than a minimum scientific quality will
ings of your computer. If you add the
option "--english" to the gretl executable command you will see gretl in this
language. For example, in windows:
c:\windows\program files\gretl\gretlw32.exe --english
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETR
y prdefl gnp unemp armfrc pop --quiet
Data types not conformable for operation
Error executing script: halting
> loop foreach i employ prdefl gnp unemp armfrc pop --quiet
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakar
ence.org
WARNING:
The gretl Conference Organizing Comitte has just decided to extend
the deadline for paper submissions to January 30, 2009.
Best regards,
--
Ignacio Diaz-Emparanza
gretl Organizing Comittee
he paper for the moment we edit the proceedings (March?)
> Finally, could you revise my institution name on the webpage so that
> it reads: "TOBB University of Economics and Technology"?
Sorry, "Bug fixed".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICA
ll find it interesting.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
sy to use and works quite well with konqueror
(not with dolphin yet).
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
>
> Allin Cottrell
> ___
I remember that in the time when I was using RATS, there was an interesting
procedure "lagselect" which served to decide how to determine the lag.
You can have a look at it in http://www.estima.com/procs
1 for
> observation number (n+1)) t-value for dummy variable is multiplied by
> standard error of residuals. Unfortunately something is wrong.
I see no problem. The output I obtained is in the attachment.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y
ound the
zero value. If all numbers are positive, there is only one run.
(See for example http://en.wikipedia.org/wiki/Wald-Wolfowitz_runs_test )
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
the programs from the gretl web page
(gretl.sourceforge.net). If so, may be that the paths to the executable
programs are wrong. You can correct them in the
menu /Tools/Preferences/general/Programs
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
t;
> > > How can I activate it via a script? (As the above, needs to be done on
> > > a regular basis).
> >
> > Sorry, can't be done via gretl at present, though that could be
> > added...
>
> I had forgotten that Ignacio Diaz-Emparanza worked on t
that Tramo does an automatic ARIMA identification and
detects and corrects for three types of outliers (additive outliers,
transitory changes and level shifts).
If you wish any other correction you will have to change the line "INPUT
RSA=3".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
] = ... #or may be: genr diff[i,j]=...
end loop
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
is not given by the user.
It would be better to do y0=NA by default.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
ARY const YEARS YRS2
genr var1 = $sigma*$sigma
genr df1 = $df
# estimate log quadratic model for last 75 observations
smpl 148 222
ols LNSALARY const YEARS YRS2
genr var2 = $sigma*$sigma
genr df2 = $df
# compute F-statistic and pvalue for test
smpl 1 222
genr Fc = var2/var1
pvalue F df1 df2 Fc
Any suggestion ?
No. I don't have this problem. The importer is working ok in my system.
I installed gretl in /opt and I have stata_import.so in
/opt/gretl/lib/gretl-gtk2/stata_import.so
If you installed gretl in the default directory and the file is not in the
correct place, check if
s are not good. The correct
intervals should have into account the variability in the forecasting of
imports, so they have to be wider than the intervals that gretl produces.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakar
tag command in the equation.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
_ES.UTF-8"
LC_TIME="es_ES.UTF-8"
LC_COLLATE="es_ES.UTF-8"
LC_MONETARY="es_ES.UTF-8"
LC_MESSAGES="es_ES.UTF-8"
LC_PAPER="es_ES.UTF-8"
LC_NAME="es_ES.UTF-8"
LC_ADDRESS="es_ES.UTF-8"
LC_TELEPHONE="es_ES.UTF-8"
LC_M
___
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015
to the data file and clicking on
this icon you will have the new file of results.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
2009/8/29 Alli
ich I use the backslash in a string, so it is
probably that if the behavior of the "string" command is changed I will have
to correct them.
Apart from that, I see the "string" command as something more simple to use
for a not very experimented user, and "sprintf" as a command more flexible and
so more difflcult. With the old status of the "string" command, when this user
has an error with a command similar to
string quotefoo = "\"foo\""
I think it is time he/she learn how to use "sprintf".
I mean: please go back to the state before.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
e should ask to our dear developers why "addobs" is not now in
the list of commands of gretl (if you write 'help' in the console, or in the
pdf manual) its use is deprecated now? I have tried also "smpl ; +4" and does
not work.
--
Ignacio Diaz-Emparanza
DEP
On Jueves, 3 de Septiembre de 2009 12:27:49 Ignacio Diaz-Emparanza escribió:
> On Jueves, 3 de Septiembre de 2009 01:42:32 Wolfgang Polasek escribió:
> > After ARIMA:
> > Is there a trick to save the forecast e.g. from 2010 to 2015 after the
> > observed data until 2009?Than
gt; open data3-6
> smpl ; 1990
> smpl ; +4
>
>
> Allin.
I see from your example that I misinterpreted this version of the command. I
thought it could enlarge the _full_ sample as "addobs 4", but I see it only
works with a restricted sub-sample.
--
Ignacio Diaz-Emparanza
On Miércoles, 9 de Septiembre de 2009 13:58:58 Ofer Cornfeld escribió:
> How do I get a working copy of this Windows snapshot?
>
You may get it by clicking on the gretl_install.exe link on the page
http://gretl.sourceforge.net/win32/
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA AP
h I think better than the one you write above. In fact it is a local level
model as the one you can find in example 2 in section 23.10 of the gretl
manual. In this case the observation matrix is TX1, your vector with the T obs
of variable x(t), and the statevar is 2X1:
alfa(t)=[w(t); y(t)]
this way:
list muhat = loclev_sm()
and muhat will be a list formed by two series wt and yt.
Note: I have not run this function, it may contain errors.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
alar a = 9,1245
? scalar b0 = round(a)
Se ha generado el escalar b0 = 9
? scalar b01 = round(10*a)/10
Se ha generado el escalar b01 = 9,1
? scalar b001 = round(100*a)/100
Se ha generado el escalar b001 = 9,12
? scalar b10 = round(0.1*a)/0.1
Se ha generado el escalar b10 = 10
?
--
Ignacio Diaz-Emp
the message:
>
> 'a' is not the name of a variable
>
> >> store xxx.gdt a b a2 b2
>
> I know a is a scalar, but how do I store it than?
>
Data files only can save "rectangular" data: short collections of time series
with the same periodicity or
On Viernes, 18 de Septiembre de 2009 10:13:18 Ignacio Diaz-Emparanza escribió:
> On Viernes, 18 de Septiembre de 2009 09:45:56 Kehl Dániel escribió:
> > Dear Community,
> >
> > I want to generate x random numbers and compute some descripive
> > statistics on the results.
ts displayed at the screen and to the bitmap (PNG)
and EMF files. You will want only to change the font or line thickness of the
EPS/PDF file when you write a final paper and you need a better print quality.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
error for period T+2 is:
Y_{T+2} - E(Y_{T+2}/Y_1..Y_T)=\phi Y_{T+1}+eps_{T+2}
- \phi E(Y_T+1/Y_1..Y_T) =
\phi^2 Y_T + \phi eps_{T+1} + eps_{T+2} - \phi^2 Y_T =
\phi eps_{T+1} + eps_{T+2}
and the variance for the prediction error in T+2 is =
(\phi^2 + 1)*Var(eps).
--
Ignacio Diaz-Emparanza
is it
Y_t=alpha+beta X_t + E_t
with E_t=rho*E_(t-1)+U_t?
This last is the model that the Prais-Winsten estimator is for.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 94601373
ut that have one or more lagged values of the
dependent variable as regressors.
*/
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
s was wrong:
> Right clicking on a line does *not* work. But of course,
> as you suggest, I can just select one line and then execute
> that "region".
Another possibility is CNTRL+ENTER this will execute only the line in which
the cursor is now.
--
Ignacio Diaz-Emparanza
DEPA
install
x11proto-randr-dev install
x11proto-render-dev install
x11proto-xext-dev install
x11proto-xinerama-dev install
xtrans-dev install
zlib1g-dev
ac
Thank you, it is very interesting. Googling with your keywords I also found
this other command that draws a line from bottom to top of the graphic and
only depends on the x value:
set arrow from xvalue, graph 0 to xvalue, graph 1 nohead
--
Ignacio Diaz-Emparanza
DEPARTAMENTO D
for this period, 0
> otherwise)?
series mydummy = (obs>=1975 && obs<=1980)
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
ch original variable, for example the list
comp_QNC will contain the two components
QNC_sa (seasonally adjusted) and QNC_seas (seasonal). All this components will
appear magically in your gretl
main window when you run this script.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
ith list
of labels, each label in a different row. You can create this file with
any text editor, in Windows for example with Notepad.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 9
pted
> than the other?
All the books I have seen in Spanish use ","
> Are students used to seeing and dealing with both
> types of notation that they see in different sources?
Yes. They know the decimal point is used in some other countries.
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
ds,
> Jaroslaw Gramacki
As you say, in the Cochrane-Orcutt case, you are obtaining the 1-step
ahead forecasts. I think this is an small bug. If the user wants this
type of forecasts, he/she may obtain them trough the
option /Analysis/forecasts in the model output menu.
--
Ignacio Diaz-Emparanza
ally. It seems that gretl cant create my
> variable that is the sum of two dummies created from a 10 modalities discrete
> variable.
>
> May be there is a space problem ?
>
> advice welcome on this problem !
>
> see ya
>
> cheers
>
> Franck
The problem is wi
> sincerely
>
> F.
>
>
Frank:
have a look at appendix A in the gretl users' guide
http://gretl.ecn.wfu.edu/pub/gretl/manual/en/gretl-guide.pdf
Your datafile may be plain text (xml), and in such case may be you can
correct something with a text editor. By other side, your data could be
c
t a 64 bit version of x-12-arima here:
http://wrzosy.nsb.pl/~marcin/x12arima/
(This is courtesy of Marcin Błażejowski who recently published this link
in the gretl-dev list)
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
ta (time series/cross section/panel)
and you select time series. If you have imported your data from other
source you can change the periodicity by selecting "Time series" in the
menu "/Data/Dataset structure".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III
essage:
http://lists.wfu.edu/pipermail/gretl-devel/2010-February/002461.html )
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
ing the periodicity to a higher order (annual to quarterly)
the option is "/Data/Expand data".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
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