Re: [Gretl-users] Time Varying Parameters Model

2011-02-15 Thread Henrique Andrade
Dear Riccardo, I'm going to start using your script right now! This work is for my Ph.D. thesis. Thanks a lot for your precious help :) Best regards, Henrique 2011/2/14 Riccardo (Jack) Lucchetti > On Sun, 13 Feb 2011, Riccardo (Jack) Lucchetti wrote: > > On Sun, 13 Feb 2011, Henrique Andrade

[Gretl-users] compact dataset

2011-02-15 Thread Annaert Jan
I encountered a strange behaviour when trying to compact a time-series dataset. I have a monthly dataset from 1837:12 to 2008:12. When I compact the dataset to annual using the GUI (and selecting the 'last' method) everything works well, except that the last annual observation turns out to be 2

Re: [Gretl-users] compact dataset

2011-02-15 Thread Ignacio Diaz-Emparanza
El 15/02/11 08:43, Annaert Jan escribió: > > I encountered a strange behaviour when trying to compact a time-series > dataset. I have a monthly dataset from 1837:12 to 2008:12. When I > compact the dataset to annual using the GUI (and selecting the 'last' > method) everything works well, except tha

Re: [Gretl-users] error message

2011-02-15 Thread Hélio Guilherme
Hi, I would suspect the user path Cem's (the ' symbol might be problematic for Gnuplot). Does this file exist? C:\Users\Cem's\AppData\Roaming\gretl\gpttmp.f06928 If so please send or try to open from a gnuplot standalone run. Hélio On Mon, Feb 14, 2011 at 6:38 PM, Data Analytics Corp. < walt(a

Re: [Gretl-users] error message

2011-02-15 Thread Allin Cottrell
On Mon, 14 Feb 2011, Data Analytics Corp. wrote: > I teach an econometrics course at Rutgers and use Gretl for lab > assignments. One student is having a problem. He created a data set in > Gretl but when he tried to plot two series (real GDP and the S&P500), he > got this error message: > >

Re: [Gretl-users] error message

2011-02-15 Thread Data Analytics Corp .
Good morning Allin, I believe the student is using the latest version on the web site. He downloaded this just a few days ago. Thanks, Walt Walter R. Paczkowski, Ph.D. Data Analytics Corp. 44 Hamilton Lane Plainsboro, NJ 08536 (V) 609-936-899

Re: [Gretl-users] compact dataset

2011-02-15 Thread Allin Cottrell
On Tue, 15 Feb 2011, Annaert Jan wrote: > I encountered a strange behaviour when trying to compact a > time-series dataset. I have a monthly dataset from 1837:12 to > 2008:12. When I compact the dataset to annual using the GUI (and > selecting the 'last' method) everything works well, except that

Re: [Gretl-users] Time Varying Parameters Model

2011-02-15 Thread Summers , Peter
Speaking of time-varying stuff, and in case anyone's interested, attached is a script that estimates Stock & Watson's unobserved-component stochastic volatility (UC-SV) model from their 2007 JMCB paper. Also attached is a sample data file with a spot commodity price index. It's pretty much a st

Re: [Gretl-users] error message

2011-02-15 Thread Allin Cottrell
On Tue, 15 Feb 2011, Data Analytics Corp. wrote: > I believe the student is using the latest version on the web site. He > downloaded this just a few days ago. > >> "C:\Users\Cem's\AppData\Roaming\gretl\gpttmp.f06928": exit code 1" Could you ask your student to try the current gretl snapshot fo