Re: [Gretl-users] Optimization

2011-12-22 Thread Ignacio Diaz-Emparanza
El 21/12/11 17:39, clarodina(a)lycos.com escribió: > > Hi PS, > > Want to have the coefficients maximising t value > > Matlab have a add on doing the maximisation > > How to do the maximising on gretl? > > Clarodina Please, look at the manual !! Gretl User’s Guide, Chapter 5, section 5.9 -- Ign

Re: [Gretl-users] Optimization

2011-12-22 Thread Ignacio Diaz-Emparanza
El 21/12/11 17:39, clarodina(a)lycos.com escribió: > > Hi PS, > > Want to have the coefficients maximising t value > > Matlab have a add on doing the maximisation > > How to do the maximising on gretl? > > Clarodina Sorry, from time to time, our dear developers change the structure of the manual.

Re: [Gretl-users] Optimization

2011-12-22 Thread John C Frain
Is it not the case that when the coefficients have a t-distribution that the ols estimates have minimum variance and thus maximise the t-statistics. If you are trying to fit a heavy tailed distribution to some phenomenum and wis to estimate the appropriate degrees of freedom be sure to use a form

[Gretl-users] Working with models

2011-12-22 Thread Frederic Beister
Hi, I'm fairly new to gretl and intend to use it mainly as a tool to faciliate my research. I'm a computer scientist and in no way an econometrician. I'm currently looking into ARMA models and all variations thereof (SARIMA, ARIMA, ...). I'm trying to model time-series with ARMA models like this

Re: [Gretl-users] Working with models

2011-12-22 Thread Sven Schreiber
Hi, welcome to gretl. Am 22.12.2011 13:53, schrieb Frederic Beister: ... > > Now I have a model stored as m1 - from the GUI I know that I can plot > several graphs such as residuals etc.. How do I do this with the CLI or > how can I "export" the model to my local machine so that I can use it ther

Re: [Gretl-users] Working with models

2011-12-22 Thread Ignacio Diaz-Emparanza
El 22/12/11 13:53, Frederic Beister escribió: > Hi, > > I'm fairly new to gretl and intend to use it mainly as a tool to > faciliate my research. I'm a computer scientist and in no way an > econometrician. I'm currently looking into ARMA models and all > variations thereof (SARIMA, ARIMA, ...). > >

Re: [Gretl-users] Working with models

2011-12-22 Thread Allin Cottrell
On Thu, 22 Dec 2011, Frederic Beister wrote: > I'm fairly new to gretl and intend to use it mainly as a tool to > faciliate my research. I'm a computer scientist and in no way an > econometrician. I'm currently looking into ARMA models and all > variations thereof (SARIMA, ARIMA, ...). > > I'm try

Re: [Gretl-users] Working with models

2011-12-22 Thread Frederic Beister
Hi, I already figured out how to use the gnuplot command for variables - the question is how I can generate a plot similar to the plot that is obtained through the model-graph-menu (model vs. real, over time) from the console. I'll look into those $-variables as mentioned earlier. On 22.12.2011

Re: [Gretl-users] Working with models

2011-12-22 Thread Ignacio Diaz-Emparanza
El 22/12/11 15:58, Allin Cottrell escribió: > > Others have made good suggestions; I'll add 2 cents. > > If you want to explore the models using gretl on your local > machine, try Sven's suggestion of saving a "session" file on > the remote machine and copying it to the local one. This will > enabl

Re: [Gretl-users] Working with models

2011-12-22 Thread Allin Cottrell
On Thu, 22 Dec 2011, Ignacio Diaz-Emparanza wrote: > El 22/12/11 15:58, Allin Cottrell escribió: >> >> Others have made good suggestions; I'll add 2 cents. >> >> If you want to explore the models using gretl on your local >> machine, try Sven's suggestion of saving a "session" file on >> the remot

Re: [Gretl-users] Working with models

2011-12-22 Thread Allin Cottrell
On Thu, 22 Dec 2011, Frederic Beister wrote: > I already figured out how to use the gnuplot command for variables - the > question is how I can generate a plot similar to the plot that is > obtained through the model-graph-menu (model vs. real, over time) from > the console. I'll look into those $

[Gretl-users] Cost elasticity of Substitution

2011-12-22 Thread Anutechia Asongu
Hi All,   Could someone gist me  how to apply the cost elasticity of subsitution formula found in attached file.   Cheers    From: "Summers, Peter" To: Gretl list Sent: Wednesday, December 21, 2011 11:23 PM Subject: Re: [Gretl-users] O

Re: [Gretl-users] Cost elasticity of Substitution

2011-12-22 Thread Allin Cottrell
On Thu, 22 Dec 2011, Anutechia Asongu wrote: > Could someone gist me  how to apply the cost elasticity of > subsitution formula found in attached file. The first thing that comes to mind is the nls command (chapter 18 in the User's Guide). Or mle if you can write down the log-likelihood. Alli