[Gretl-users] Using BFGSmax

2011-12-23 Thread clarodina at lycos . com
Hi, Is there some steps examples on how to use BFGSmax to determine the alpha and beta of d2 and d3 d1= alpha * d2 + beta * d3 with maximization of t value from adf 0 d1 Clarodina

[Gretl-users] Icon View Refresh

2011-12-23 Thread Leon Unger
Hi there, In therms of bug hunting I recently found out that the Icon View (in GRETL for Windows) is not refreshed properly when doing this <>hansl nulldata 50 bundle foo loop for i=1..240 -q if i=2*int(i/2) matrix even_M$i={} sprintf mn "%d", i string bn = "even

Re: [Gretl-users] Using BFGSmax

2011-12-23 Thread Allin Cottrell
On Fri, 23 Dec 2011, clarodina(a)lycos.com wrote: > Is there some steps examples on how to use BFGSmax to > determine the alpha and beta of d2 and d3 > > d1= alpha * d2 + beta * d3 > > with maximization of t value from adf 0 d1 If d2 and d3 are actual data, while d1 is just "some linear combina

Re: [Gretl-users] Icon View Refresh

2011-12-23 Thread Allin Cottrell
On Fri, 23 Dec 2011, Leon Unger wrote: > In therms of bug hunting I recently found out that the Icon View (in GRETL > for Windows) is not refreshed properly when doing this [...] (That is, deleting matrices in the context of a command loop.) Thanks for the report. This is now fixed in CVS and s

[Gretl-users] Using BFGSmax

2011-12-23 Thread clarodina at lycos . com
Allin Cottrell, Tks for the reply d1 is another data series and not the fit value from d1 = b[1] * d2 + b[2] * d3 Want to regress d1 against d2 and d3 and find a d1^hat approximating d1 Ols uses error minimization but want to use maximisation of t value from the adf of d1^hat Using the scrip

[Gretl-users] Using BFGSmax

2011-12-23 Thread clarodina at lycos . com
Allin Cottrell,Your script halt due to the d1^hat replace the d1 original data series

Re: [Gretl-users] Using BFGSmax

2011-12-23 Thread Allin Cottrell
On Fri, 23 Dec 2011, clarodina(a)lycos.com wrote: > d1 is another data series and not the fit value from d1 = > b[1] * d2 + b[2] * d3 > > Want to regress d1 against d2 and d3 and find a d1^hat > approximating d1 > > Ols uses error minimization but want to use maximisation of > t value from the

[Gretl-users] Adding one variable for Autoregressive Conditional Duration

2011-12-23 Thread Josephine Sudiman
Dear Gretl Mailing List Users,    My apologise to email you at this time of year. First of all, I wish that you will have a Merry Christmas which will come in less than 48 hours. I am honestly very grateful to join this mailing list, it is always very supportive. Once I wrote an email in GRETL