Re: [Gretl-users] Johansen question

(1980) derived asymptotic optimality properties of AIC and FPE for univariate processes. He showed that, under suitable conditions, they indeed minimize the 1-step ahead forecast MSE asymptotically". -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTI

Re: [Gretl-users] scatter plot with non-binary factor separation

three variables for sending to this list, but I surprisingly found that the command works OK for this small dataset. PIB08 and pob08 are variables with rather "normal" values and without any missing. By other side, I had no problem with the new "factorized boxplot" although using

Re: [Gretl-users] scatter plot with non-binary factor separation

egories. I also vote for extending the "XY with factor separation" plot to allow for more categories, of course when our dear developers have time and are bored (no high priority). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. L

Re: [Gretl-users] a somewhat peculiar question

hed you will find the original picture. Unfortunately we don't have a picture with a better resolution. -- 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

Re: [Gretl-users] how to download x12-arima?

El 13/04/11 16:20, Qi Shi escribió: > I use Windows xp. i can find the place to download x12-arima. can > someone help me? > In http://gretl.sourceforge.net/win32/ you have all the extras that one may install, specially designed for using with gretl. -- Ignacio Diaz-Emparanza DEPART

Re: [Gretl-users] ABOUT SBIC

lt, when we write 'log' we are talking about natural logs. If you want to be more precise, you may write it 'ln', but it is very common in the econometrics literature to write it as 'log. In short, they are the same: natural logs. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (

Re: [Gretl-users] Box-Pierce Q statistic

to use Ljung-Box Q' instead of Box-Pierce Q. -- 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

Re: [Gretl-users] compact dataset

trend, when compacting to annual the data was delimited to 1837-2007 (the last obs was that of 2007:12). By adding a new observation (/Data/Add observations..) the trend was correctly defined in 2009:01 but in compacting I continue to obtain the data only for 1837-2007. -- Ignacio Diaz-Empar

Re: [Gretl-users] Saving Models with the Desired Signs

[2]>0 && b[3]<0) "Model 1" <- ols le const lpau lpus else print "do nothing" end if -- 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

Re: [Gretl-users] Error when saving box plot in PNG format

hould give more information so that Allin can solve your problem: are you using Windows, Linux, Mac? What specific type of graph were you doing when you found this error? -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Agui

Re: [Gretl-users] Recode variable

2, in a script or in gretl console (/Tools/Gretl console) run: Y= (X==2) ? 0 : 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.ea3.ehu.es

Re: [Gretl-users] define range

drop down menu that allows the range to be extended. I've tried Forecast > - range boxes are there but not changeable. > Grateful for help, Bernadette > /Data/Add observations... and then, extend the forecasting interval in the menu /Analysis/Forecasts of the model window. -- Ignacio Diaz-E

Re: [Gretl-users] Building Matrix Using the Dataset

pt: open Dados.gdt scalar mynumber = list variables = dataset loop foreach i variables series $i = ok($i)*$i + !ok($i)*mynumber endloop matrix A = { variables } -- 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

Re: [Gretl-users] Selecting and deleting more than 100 variables

in window, gretl crashes. > > I use Windows XP SP2 with gretl version 1.9.1cvs. > For now /Data/Refresh Window may help you. But I think our dear developers will have to think how to avoid the crash you mentioned. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMET

Re: [Gretl-users] Selecting and deleting more than 100 variables

ks with not so many variables, may be it works for you? -- 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

Re: [Gretl-users] randgen

: nulldata 10 u = randgen(N,0,1) x = uniform() z = normal() u x z executed in a gretl console, using the version of gretl from the current snapshot and Windows XP I don't see any problem. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)

[Gretl-users] gretl conference 2011 announcement

boards at your university. Thanks in advance! -- 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 CallForPapers.pdf Description: Adobe PDF document

Re: [Gretl-users] Graphics problem

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

Re: [Gretl-users] genr dummy on annual data

e: 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

Re: [Gretl-users] ARIMA with season length of 3 months

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

Re: [Gretl-users] Gretl and X-12-ARIMA

: 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

Re: [Gretl-users] urgent emergency problem

; 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 compressed

Re: [Gretl-users] problems with genr

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 with th

Re: [Gretl-users] Fitted, actual plot for TS data

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

Re: [Gretl-users] The usage of "," and ";" and "." in Europe

more accepted > 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

Re: [Gretl-users] How to build file with labels?

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

Re: [Gretl-users] operate on all variables

st 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

Re: [Gretl-users] dummy variables

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

Re: [Gretl-users] [SPAM]Re: How to draw a vertical line on a time series plot?

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

Re: [Gretl-users] GTK libraries

ll x11proto-randr-dev install x11proto-render-dev install x11proto-xext-dev install x11proto-xinerama-dev install xtrans-dev install zlib1g-dev

Re: [Gretl-users] step through script

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

Re: [Gretl-users] Standard error for confidence intervals

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

Re: [Gretl-users] Standard error for confidence intervals

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

Re: [Gretl-users] Standard error for confidence intervals

r 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 DE

Re: [Gretl-users] saving gretl graphs as EPS or PDF

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

Re: [Gretl-users] rounding

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 resul

Re: [Gretl-users] rounding

command? I get 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 cross-section d

Re: [Gretl-users] rounding

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

Re: [Gretl-users] unobserved components using kalman

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

Re: [Gretl-users] unobserved components using kalman

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)] -- Ignacio Diaz-Emparan

Re: [Gretl-users] Corrgm function (after thinking)

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

Re: [Gretl-users] saving Forecasts

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 DEPARTAMENTO

Re: [Gretl-users] saving Forecasts

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?

Re: [Gretl-users] saving Forecasts

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 DEPARTAMENTO

Re: [Gretl-users] GRETL string concatenation for use in SQL statement

g" 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

Re: [Gretl-users] any use for gretlcli.exe?

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 Allin Cottrell <cottr...@wfu.ed

Re: [Gretl-users] Idioma espaniol en Gretl ¿Como configurarlo?

> 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 BILB

Re: [Gretl-users] Idioma espaniol en Gretl ¿Como configurarlo?

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_MEASUREMENT=&quo

Re: [Gretl-users] COMO ENUMERAR ECUACIONES CON GRETL

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

Re: [Gretl-users] Re: ARIMA Forecasting question

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. Lehendakari Agu

Re: [Gretl-users] Problem with Stata import

tion ? 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 you had an err

Re: [Gretl-users] Feature request...

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 -- Ignacio Diaz-Emparanza DEP

Re: [Gretl-users] autoreg formula and bessel function

t 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

Re: [Gretl-users] scalar and matrices

i,j] = ... #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

Re: [Gretl-users] TRAMO in Gretl: two qustions

> > > > 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 this s

[Gretl-users] gretl Conference 2009 programme

. -- 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

Re: R: Re: [Gretl-users] Gretl and X-12-ARIMA and TRAMO/SEATS

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)

Re: [Gretl-users] Runs test

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 T.: +34 9

Re: [Gretl-users] Recursive resuduals....

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 ESTADÍSTIC

Re: [Gretl-users] About the automatic ADF lag length selection

__ 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_perl/500/lagselec.src -- Ignacio Diaz-Emparanza

Re: [Gretl-users] Translation of gretl into Traditional Chinese

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

[Gretl-users] OpenCourseWare gretl course (in Spanish)

will 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

Re: [Gretl-users] January 15 -> January 30

per 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 APLICADA II

[Gretl-users] January 15 -> January 30

lconference.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

Re: [Gretl-users] pre-release testing for gretl 1.8.0

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

Re: [Gretl-users] pre-release testing for gretl 1.8.0

mputer. 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 (ECONOMETRÍA Y ESTADÍSTIC

Re: [Gretl-users] January 15

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 be accept

Re: [Gretl-users] make a prediction with other confidence interval

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

Re: [Gretl-users] How to change the language of Gretl?

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

Re: [Gretl-users] Chow Test in Gretl

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

Re: [Gretl-users] stata REPLACE command

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

Re: [Gretl-users] ADF lag length selection and normality of residuals?

F 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 (ECONOMETRÍA Y ESTADÍ

[Gretl-users] gretl Conference 2009 2nd announcement

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

[Gretl-users] gretl conference announcement

are 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

Re: FW: [Gretl-users] Back forecasting

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 orde

Re: [Gretl-users] year and period

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

Re: [Gretl-users] year and period

te(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 the n

[Gretl-users] year and period

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 docume

Re: [Gretl-users] time series models

> 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

Re: [Gretl-users] Tests for Random Residuals

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

Re: [Gretl-users] ADF, KPSS and Engle-Granger tests

rt 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

Re: [Gretl-users] Scaled Frequency in Periodogram

ak in 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 Diaz

Re: [Gretl-users] Scaled Frequency in Periodogram

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*(Nobs/2*pi) --

Re: [Gretl-users] Tranfer function models

rder "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 least can help in identifying the orders of B(L) and A(L) and you can obtain a forecast

Re: [Gretl-users] Classical Decomposition

o 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

Re: [Gretl-users] spatial statistics

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

Re: [Gretl-users] Casewise Diagnostic

> 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 DEPARTAMENTO DE ECONOMÍA A

Re: [Gretl-users] Two small bugs

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" "/home/etpdihe

[Gretl-users] fcasterr output

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

Re: [Gretl-users] new language

; 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

Re: [Gretl-users] decimal separator bug

x 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 this option disabled in my gretl preferences) --

Re: [Gretl-users] gretl translations and translationproject.org

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

Re: [Gretl-users] passing a series name to a function

ely, 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 DEPARTAMENTO DE

Re: [Gretl-users] passing a series name to a function

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

[Gretl-users] passing a series name to a function

al". 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

Re: [Gretl-users] is there a way to use relative paths?

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

Re: [Gretl-users] is there a way to use relative paths?

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

Re: [Gretl-users] is there a way to use relative paths?

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 ..

[Gretl-users] wishes list

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. Lehendakar

Re: [Gretl-users] Ops, forgot

efresh 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 ESTADÍSTICA)

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