Hi all,
Merely as an aside, I wouldn't bet the farm on any inferences
from GPH tests if I were you, unless the data conforms to ARFIMA
having certain properties.
GPH flops badly when employed to test certain data containing inherent bias.
best regards from Richard Hudson
- Original Mess
Don't know how others view it but seems to me that 200 obs
for what you are seeking to do doesn't make for good regression
inferencesbut your call.best wishes...
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: Data Analytics C
Hi all,
Interesting series.
Whats it from ?
What's it analyse out, at ?
Any results with it ?
Mm---interesting data---
Cheers and best regards from Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: yinung at Gmail
To: Gretl
u for reading so far.
(Tanaka is very good reading. Thankyou for pointing me to the paper).
Best regards from Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: savos schmagges
To: Gretl Users Forum
Sent: Tuesday, August 10, 2010 9:
lised in
the theta term ?
Suppose (2,1,2) was discussed what's Gretl's procedure to generate the random
number terms.
And at waht stage does the proggie do the differencing
Just asking..that's all
Interesting stuff.
Thanks for reading so far..
Richard H
Dr RJF Hudson Qld
Hi there,
merely to straighten out a wee point first of all, I ask the following by way
of trying to help.
Are you aware (for example) that in their books, P Brockwell and R Shumway pose
the
ARIMA equations in different form re the positive and negative coefficient
signage.
Their models are diff
My 2 bob's worth is to agree with AC (for what its worth)
Puter algorithms struggle when seeking mini differences tween local and global,
min or max values
when surfaces are pretty flat.
Is this any help
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Me
randomness
of the output observations ?
Just asking, is all.
Thanks everybody
Best regards from Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: Allin Cottrell
To: Gretl users
Sent: Saturday, January 15, 2011 2:12 AM
Subject: [Gretl-users
.
Mr Cottrell's package below is the very best I've read.
Hudson
- Original Message -
From: Allin Cottrell
To: Gretl list
Sent: Saturday, January 15, 2011 11:20 AM
Subject: Re: [Gretl-users] the gretl RNG
On Sat, 15 Jan 2011, Dr RJF Hudson wrote:
> Mmm ..
Dear all,
Portmanteau testing for randomness
I'm thinking that you might read
p 310 Brockwell & Davis
p 111-112 Kendall and Ord
p 153 Cryer.
Q testing is fairly primitive. Considered by many to be unreliable.
But its your choice
Dr RJF Hudson Qld Australia
rjfhud(a)power
squelched out important information from the data by differencing etc, what's
the reason to introduce trend information and then trust inferences from the
results ?
Trend in their Unit Roots?
I'm cool
rest easy
Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Ori
od read. I'm merely minding that its tough to be valid with Unit root
stuff.
Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: Muheed Jamaldeen
To: Gretl list
Sent: Tuesday, December 13, 2011 12:41 PM
Subject: Re: [Gretl-users] Dete
Hi to all,
Folks I'm a little rusty...
What's now being meant by the 'roots' of an ARIMA model, please?
Best wishes
Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Message -
From: Sven Schreiber
To: gretl-users(a)lists.wfu.e
Hi there and greetings,
I wonder would you send to me the data as a text file please.
I'd like to have a peek at its contents particularly if you reckon it has
long memory
thanks and best wishes
Richard Hudson
Dr RJF Hudson Qld Australia
rjfhud(a)powerup.com.au
- Original Me
Hello, Dr Lucchetti
I'm hoping for a leg up on your Cholesky comment please,
because I'm a bit confused.
Let's think of the expression X^T * A* X > 0 where A= LL^T
( A is symetric and positive definite) and X is real and non-zero
ie all is as commonly known (eg, ' T ' = transpose, etc)
Hi send me the data in ascii form ie as a text file.
when I see you using z, I think you are using Shumway's method of expression
which is the reverse of Brockwell's, ie, the plus and minus signs are reversed.
But your constant estimated value is a worry..
rjfh
- Original Message -
Fr
Hi everybody,
I'm thinking that I'd like to join the suggestion
re thase mighty guru's on this site.
A very big thankyou gents
:-)).
- Original Message -
From: Anutechia Asongu
To: Gretl list
Sent: Monday, December 31, 2012 5:03 PM
Subject: [Gretl-users] Happy New Year
D
Greetings all,
Please might I give two bob's worth of support for XP Pro.
I have found it to be very very stable. It runs just about everything I
throw at
it, from compiled F90 through R and Gretl and 2 screens, to compiled
GWBasicprograms with big powerful recursion, too, generating
very big
--
From: "Sven Schreiber"
To:
Sent: Monday, May 06, 2013 6:35 PM
Subject: Re: [Gretl-users] Gretl crashes
> Am 04.05.2013 11:13, schrieb Dr RJF Hudson:
>> Greetings all,
>> Please might I give two bob's worth of support for XP Pro.
>
> I agree XP should stil
Sven, you beat me... :-))
Whew..!
richard
>
>
> Well I may be younger, but the first computer I used (not for work,
> though) was this: http://en.wikipedia.org/wiki/Commodore_PET, which was
> even before the Apple IIe :-)
>
> -sven
>
> ___
> Gretl-u
same in Gretl but I confess to being a novice at
Gretl sorry to say right now
Best wishes to all,
Hope these few commnts are of small help
Good luck
Richard Hudson
Dr RJF Hudson
- Original Message -
From: "Artur T."
To: "Gretl list"
Sent: Thursday, November 21, 2
gt; A = seq(4,1)
> matrix B = 3
> C = (B.>=A)?0:1
> matrix pos = 0
> pos = sum(C)+1
> pos
> pos<\hansl>
>
>
> @ Richard: This is my first idea, but I was looking for a simpler way
> avoiding any use of loops here.
>
> Artur
>
>
> Am 21.11.2013 12
22 matches
Mail list logo
