[Gretl-users] Gamma distribution...

advance! Regards, Mariusz -- Mariusz Doszyń Dear Gretl Users,I was just wondering if there is a nice and easy way to obtain in hansl pvalue for nonparametric test of compatibility with gamma distribution. I know that this test is applicable with freq command but it is possible to use test

[Gretl-users] Linguistic variables.

(Poland) -- Mariusz Doszyń Hello,I want to add some kind of linguistic variable to my data set (in form of a vector). This vector will contain name of the method used while calculating forecasts for each variable. Maybe you have any ideas how to do this in Gretl? Thanks for all (also previous

[Gretl-users] Number of valid observations.

Dear Gretl Users! I've 30 variables and want to generate vector (n) with number of valid observations for each variable. I'm using 'ok' function but something is wrong (see script below). Probably '$i' is not taken as an i-th variable but as a series containg only "i". What do you think about it? H

[Gretl-users] Number of valid observations.

quot;i". What do you think about it? How to be sure that '$i' is taken as an i-th variable? n=zeros(30,1) loop i=1..30 a=sum(ok($i)) n[i,1]=a endloop print n Regards, Mariusz -- Mariusz Doszyń -- Mariusz Doszyń Dear Gretl Useres!I've 30 variables and want to gen

[Gretl-users] Number of valid observations.

quot;i". What do you think about it? How to be sure that '$i' is taken as a i-th variable? n=zeros(30,1) loop i=1..30 a=sum(ok($i)) n[i,1]=a endloop print n Regards, Mariusz -- Mariusz Doszyń Dear Gretl Useres!I've 30 variables and want to generate vector n with number

[Gretl-users] Odp: Qns

[Gretl-users] Odp: Re: Problems with generating series...

Hello,Thanks for answer. The problem is that I'm generating series in this way and something is wrong. Maybe it is due to my dataset characteristics. I'll find it out ;-)Regards,MariuszDnia Niedziela, 21 Pa¼dziernika 2012 14:51 Pindar napisa³(a)Hi there, have a look at the manual on p.104 "seri

[Gretl-users] Problems with generating series...

Hello!I often have problems with generating variables (series) on the basis of matrix. If X is a matrix and I'm trying to make series from its columns there is an error saying that data types are not consistent for this operation. Do you know what is wrong? I'm using lastest version of gretl.Regar

[Gretl-users] Importing .xlsx file and question...

Hello,1) Jack - I've sent an error message and .xlsx file but it needs to be approved because of its size, I hope you'll get it.2) I've another question.  I know that there is a command that forces script to run to the end even if there is an error but I can't remember precisely it is. Could you r

[Gretl-users] Odp: Re: Odp: Re: Problems with importing data from .xlsx

Hello,1) xlsx file is in the attachement,2) The message is: Found 1 valid sheet(s)Found 9535 variables and 210 observationsExpected numerical values, chain was found :in 2nd row and 2nd column (my translation).Regards,Mariusz DoszyñPolandDnia Pi±tek, 19 Pa¼dziernika 2012 19:24 Riccardo (Jack) Lucc

[Gretl-users] Odp: Re: Problems with importing data from .xlsx

Thanks for your response, I've already used .csv file. With respect to error message, as I remember it was something about sign sequences instead of numerical values (there are many missing values in this file, esspecially at the beginning).Regards,Mariusz> I've problems with importing data from .

[Gretl-users] Problems with importing data from .xlsx

Hello,I've problems with importing data from .xlsx files. I'm using gretl 1.9.9cvs. Files .xls are importable but I've more than 256 variables so this option is not applicable for me. Maybe do you know what is wrong?Regards,Mariusz DoszyñPoland

[Gretl-users] Gamma distribution in gretl?

Hello,Is there a possibility to forecast by means of gamma distribution in gretl? Of course I mean scripting language. I know that there is such a function in GUI but it is also applicable in hansl?Regards,Mariusz DoszyñPoland 

[Gretl-users] Seasonality test in gretl

Dear Colleages,Is the in gretl a test that enables verification hypothesis about seasonality? Because of the data set properties this test should be rather different than estimation of models with seasonal dummy variables. Thank in advance for help.Best regards,Mariusz (Poland) 

[Gretl-users] Maximum size of data set

Dear Colleagues,Could you remind me what is the current maximum size of the data set that could be loaded in gretl? I've to operate on data set for 52000 objects observed in 250 weeks. It would be great to do this in gretl but I'm not sure if it is possible (probably not), but maybe you could take

[Gretl-users] Forcing loops to continue...

Hello, I have a loop for i=1...n and for one $i script stops, but this case is not important. Main results are after this case. Is there any way to force the loop to continue (or more generally, to force sripts to reach the end)? Regards, Mariusz

[Gretl-users] Random effects models...

Hello, Could you remind me why in random effects (panel data) models determination ratio (R-squared) is not available? Regards, Mariusz Poland

[Gretl-users] Dummy variable in cointegration analysis....

Hello everyone, I'd like to include a dummy variable to simple system of equations (with cointegration):1)  delta_y[t]=a0+a1*y[t-1]+a2*x[t-1]+u[t], 2) delta_x[t]=b0+b1*y[t-1]+b2*x[t-1]+e[t]. The dummy variable d[t]=[1,0,1,1,1,0,0,...1,1,0,1,0,1], so it somethimes equals 1, sometimes 0, and general

Re: [Gretl-users] Creating series with loops...

Works well, thanks Allin!!! Dnia 10-08-2011 o godz. 21:17 Allin Cottrell napisał(a): > On Wed, 10 Aug 2011, mariusz doszyń wrote: > > > I'm using loops for i=1..8 and j=1..10 to estimate, lets say, $j$is > > coefficients (s is the name of coefficient). How to ma

[Gretl-users] Creating series with loops...

Hello, I'm using loops for i=1..8 and j=1..10 to estimate, lets say, $j$is coefficients (s is the name of coefficient). How to make gretl to create j  variables with values sji? Or how to create matrix with values of s$j$i (where given values will be respectively add to matrix)? When I'm using 'se

Re: [Gretl-users] (no subject)

Thanks Allin. This what I've unfortunately forgotten ;-) > Is there a command in gretl that makes possible to omit observations > with missing values while using estimation procedures? I know that it > can be also done by using such commands as misszero, if, zeromiss and > so on but maybe ther

[Gretl-users] (no subject)

Hello, Is there a command in gretl that makes possible to omit observations with missing values while using estimation procedures? I know that it can be also done by using such commands as misszero, if, zeromiss and so on but maybe there is a simpler way? Regards, Mariusz Doszyń Poland Hello

[Gretl-users] Loops...

maybe "skip" missing observations? Regards, Mariusz Doszyń Poland Hello,I’ve  a question. I’m trying to proceed conventional loop for i=1..n where n is a number of observations but in many cases there are “empty” observations in data sheet so there is an error. Do you have any suggestions ho

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

11:41 AM To: Gretl list Subject: Re: [Gretl-users] Recursive resuduals El Monday 16 March 2009 21:06:40 Mariusz Doszyń escribió: > Hello.I'm trying to write a script computing recursive residuals. > You're probably familiar with the concept how to obtain such a > residual: af

[Gretl-users] Recursive resuduals....

Hello.I'm trying to write a script computing recursive residuals. You're probably familiar with the concept how to obtain such a residual: after estimating model for (n+1) observations (with dummy variable equals 1 for observation number (n+1)) t-value for dummy variable is multiplied by standard e

RE: [Gretl-users] Some bugs

Hello... I've tried to opened a new scripts file and command log (gretl 1.8.0, Windows XP) and everything is fine, so maybe you should check your settings... Best wishes, Mariusz -Original Message- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces(a)lists.wfu.edu] On

RE: [Gretl-users] question

Hello. According to Hausman test (and test for normality of residuals) random effects model is wrong (you should estimate fixed effects model). Best wishes, Mariusz Hausman test - Null hypothesis: GLS estimates are consistent Asymptotic test statistic: Chi-square(15) = 113,98 with p-va

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

Hello... I've made some tests and everything looks fine (according to my scripts)... PS. Allin, I know that you're probably very busy and sorry for bothering you. I don't know if you remember that a few days ago I've sent you an private e-mail and is important for me to know your answer. I'd be gr

RE: [Gretl-users] January 15

Hello... It'd be a great pleasure to meet all of gretl-users from mailing list but I've got question about topics that will be discussed during conference... Should articles be focused on gretl or could this be just econometrics with using gretl? With regrd, Mariusz -Original Message- Fr

RE: [Gretl-users] Restrictions in VECM model...

>> I've got VECM model with [3x3] matrix Pi=alpha*beta' that looks as >> follows: [-1, a1*b, a2*d; 0, b-1, 0; 0, 0, d-1]. a1, b, a2 and d are >> parameters. I was thinking about imposing restrictions for elements >> that equals 0. As I'm aware it's not possible to put such >> restrictions on mat

Re: [Gretl-users] System SUR and OLS....

> you have different samples in your estimations except for the m > equation, that's why only that last equation gives you the identical > results. Sorry...:) This variables were taken from bigger database and I didn't check sample size. Thanks Sven... Mariusz

[Gretl-users] System SUR and OLS....

Hello It is known that while estimating system of equations by using SUR and OLS estimator we obtain the same results when matrix of independent variables (X) is identical in each equation. I've tried this and results are ... different. Maybe you could figure out why? I've attached files (wi

[Gretl-users] To Allin...

Hello Allin... I have a question to you which doesn't fit to list's profile. I've sent you an e-mail (cottrell(a)wfu.edu) but response didn't appear. Does it mean 'no' or maybe I should send you an e-mail on different address? Thanks in advance... With regard, Mariu

[Gretl-users] System of equations

Hello I wonder if you could give some simple applications of using sur method or, generally, system of equations. Maybe I've missed something but couldn't find any examples in accessible documentation... With regard, Mariusz Poland Hello I wonder if you could give some simple applica

[Gretl-users] Panel models with random effects...

Hello... Why after estimation of panel models with random effects we don't have such measures as, for example, determination ratio? With regard... Mariusz, Poland Hello... Why after estimation of panel models with random effects we don't have such measures as, for example, determination ratio

Re: [Gretl-users] DW test

> If you check you will find that Gretl does not include a D-W statistic > in its output for fixed effects panel. Yes, it does, at least in polish translation. The DW statistic is a test > for first order serial correlation. The standard DW statistic is for > a single time series regressio

[Gretl-users] DW test

Hello... While estimating panel model with fixed effects with two explanatory variables for 11 units, number of independent variables in Durbin-Watson test equals 2 or 13? It's sensible to use this test in case of that kind of models? Best wishes... Mariusz Poland Hello... While estimating pa

Re: [Gretl-users] Script command for interval means....

>> Thanks a lot Allin. I have also problems with setting sample >> range. When I try to change range of sample information that >> ending observation is invalid appears. > > Can you give an example of an attempt that fails, please? I've added file now.. Sorry and ... thanks... Best wishes... Mar

Re: [Gretl-users] Script command for interval means....

> See the built-in functions pmean and psd. See also the function > package named "meansby" (written by Jack Lucchetti). To find > this: /File/Function files/On server Thanks a lot Allin. I have also problems with setting sample range. When I try to change range of sample information that endi

[Gretl-users] Script command for interval means....

Hello... Is there a script command that could be used for panel data to estiamte means of variables for units? As I'm aware in GUI in menu we have 'interval means' under 'variable' but I couldn't find how to obtain something like this in scripting mode. Mariusz Poland Hello... Is there a scri

Re: [Gretl-users] 'Omit' command for panel data models...

>> I think that I've found the reason. Once of the variables (m) >> have to many missing values > > Yes, I think that is it. With the dataset UE_d.gdt, for example, > the random effects model that you specify in your script cannot be > estimated due to a lack of degrees of freedom: there are

Re: [Gretl-users] 'Omit' command for panel data models...

> Hello Allin... > My script is working fine but not for all data files. I've attached files > for which it doesn't work and script file. > Why is it so? Hello... I think that I've found the reason. Once of the variables (m) have to many missing values Best wishes, Mariusz

Re: [Gretl-users] 'Omit' command for panel data models...

Hello Allin... My script is working fine but not for all data files. I've attached files for which it doesn't work and script file. Why is it so? Mariusz Poland UE_d.gdt Description: application/gretldata UE_b.gdt Description: application/gretldata UE_c.gdt Description: application/gretldat

Re: [Gretl-users] 'Omit' command for panel data models...

>> It works perfectly in the case of panel data models with fixed effects >> but >> crashes in case of random effects models... > > Should be good for random effects now. Works perfectly!!! Thanks a lot! Mariusz Poland

Re: [Gretl-users] 'Omit' command for panel data models...

> This was to do with missing values: due to the pattern of missing > observations, omitting one of your variables from the model > resulted in an increase in the sample. There is code in place > that is intended to avoid this effect, but it was not correctly > set up for the case of panel models

Re: [Gretl-users] 'Omit' command for panel data models...

> I think that there is something wrong with my data set. > When I run script: > panel c const y r time > omit --auto > there is information about error in data but I don't know why. Could this be result of missing values in data set? Mariusz, Poland

Re: [Gretl-users] 'Omit' command for panel data models...

Hello I'm sorry I've forgotten to add example. This time I've attached data file. I think that there is something wrong with my data set. When I run script: panel c const y r time omit --auto there is information about error in data but I don't know why. Thanks for help. Best wishes, Mariusz P

[Gretl-users] 'Omit' command for panel data models...

Hello everyone... In gretl 1.7.9 command 'omit --auto' doesn't work. Do you know why? Best wishes, Mariusz Hello everyone... In gretl 1.7.9 command 'omit --auto' doesn't work. Do you know why? Best wishes, Mariusz

[Gretl-users] Significant coefficient estimates...

Hello... I'm sure that you have many interesting ideas how to prepare scripts in which models will have (at the end) only significant estimates of parameters. Do you use some kinds of condicions? In my scripts I use critical t values and conditions (if, elseif, ect) but I'm sure that there are b

[Gretl-users] Inflation...

Hello... This question is not connected directly with gretl but I'll be grateful for your opinions. I've estimated panel data models for mainly UE countries with consumption, gross savings, invstments and money supply (M1) as dependent variables and income, interes rates, consumer prices index a

[Gretl-users] Panel data models with fixed effects...

Hello... In Gretl 1.7.7 while estimating models for panel data with fixed effects there is a constant (common for all objects) and (not directly visible) individual effects. As I remember in previous versions constant didn't apear. To estimate individual effects shoud I sum up (common) constant

Re: [Gretl-users] Problem with panel data...

Sorry for bothering you... Problem is resolved (in the second line from the end should be 198)...:) Mariusz - Original Message - From: Mariusz Doszyń To: Gretl list Sent: Friday, September 19, 2008 9:28 PM Subject: [Gretl-users] Problem with panel data... Hello... I&#x

[Gretl-users] Problem with panel data...

Hello... I've got a problem with import of panel data containing informations about seven variables for 33 countries for 12 years. According to Gretl User's Guide I've prepered data in such a way that variables are 'below' each other. I've got stacked cross sections for 12 years where at the beg

[Gretl-users] Data...

Hello everybody... Maybe some of you know if there is on-line accesible database containing such panel data for countries as GDP, interest rates, consumption, investments, money supply and inflation? I'd be grateful fo any help Best wishes, Mariusz Poland Hello everybody... Maybe some of y

Re: [Gretl-users] Problem with series...

Thanks Allin I've installed new version and ...it works:) Your updates are so frequent that sometimes I'm behind:-) Best wishes... Mariusz Poland - Original Message - From: "Allin Cottrell" To: "Gretl list" Sent: Tuesday, May 20, 2008 2:55 PM Subject: Re: [Gretl-users] Problem with

[Gretl-users] Problem with series...

Hello... I've got identity matrix D=I(16,16) and can't create series from columns by means of (for example) such a command: series d1=D[,1]. I've got data file with 16 observations (spatial data) and using Gretl 1.7.2 (Windows version)... Thanks for help... Best wishes... Mariusz Poland He

[Gretl-users] Loops again...

Hello again... I've got one more question with respect to my previous e-mail I've got 32 variables for 16 objects (2 for each of them) and want to use such a pairs of variables [1;17], [2;18], [3;19], ..., [16;32] to make some tests and computations. Why the following script doesn't work?

[Gretl-users] Loops...

Hello... I've got 32 variables for 16 objects (2 for each of them) and want to use such a pairs of variables [1;17], [2;18], [3;19], ..., [16;32] to make some tests and computations. I've written a script but still wondering if there better possibility to do this. Script: loop for i=1..16 l

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

>> 1) In ADF test should be chosen variant with constant and linear trend >> and >> this test should be made for the levels of variable (not differences)? > > No. If you think, I suppose based on the graphic, that your series follows > a > quadratic trend, it is very probably your series really

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

Dear gretl users, Given variable y follows a quadratic trend. 1) In ADF test should be chosen variant with constant and linear trend and this test should be made for the levels of variable (not differences)? 2) I'd like to confirm results obtained from ADF test by doing KPSS test. KPSS test shou

Re: [Gretl-users] Heteroskedasticity tests other than White's

I doubt that the tests you are asking for are built in gretl, but it's quite easy to apply them with using scripting. You need just standard commands... Best wishes, Mariusz Poland  I doubt that the tests you are asking for are built in gretl, but it's quite easy to apply them with using scri

[Gretl-users] Lanuage settings

Hello, At first - thank you all (and special thanks for Allin) for developing gretl - econometrics in much more interesting when you using gretl !!! My question is rather very simple but I can't find it now... How can I change lanuage settings in gretl? Best wishes, Mariusz Poland Hello, A

[Gretl-users] (no subject)

mp.a01256": exit code 1. Do you know what's wrong?   Thanks for your help, Best wishes,   Mariusz Doszyń University of Szczecin, Poland    

[Gretl-users] Wald test in models for panel data

Hello, Do you know formula for Wald test statistic (of joint significance of 0-1 time variables) in case of models for panel data with fixed effects? I'd be very gateful for help, Best wishes, Mariusz Poland Hello, Do you know formula for Wald test statistic (of joint significance of 0-1 time

[Gretl-users] Once again: Questions about estiamtors in models for panel data

I meant estimators of standard errors of parameters in mentioned models, I'm sorry for mistake Mariusz Doszyń Poland Dear Gretl users! I've got a question in context of (fixed effects) panel data models in case were there is a common constant, cross and time-specific ef

[Gretl-users] Questions about estiamtors in models for panel data

nk you very much (in advance) Mariusz Doszyń Poland Dear Gretl users! I've got a question in context of (fixed effects) panel data models in case were there is a common constant, cross and time-specific effects (see Green, Econometric Analysis, 2003, page 291): yit=x[it]'*beta+m+a

Re: [Gretl-users] Bayesian approach in Gretl?

eta_2+1)." (Just kidding.) Hello, I'm aware that it is hard to do. I was just wondering if something like this could be started in Gretl. If I work out something interesting I'll send it to you Best wishes, Mariusz Doszyń Poland

[Gretl-users] Bayesian approach in Gretl?

What do you think about implentation of some (basic at first) Bayesian econometric methods in Gretl (for example estimation of linear regression models with natural conjugate priors, Gibbs sampling, ect.)? Best wishes, Mariusz Doszń Poland What do you think about implentation of some (basic

[Gretl-users] Johansen's test

compute them myself... And the last question. Do you know any sources on the internet where VAR, VECM models and connected methods are (clearly) described. I'm sorry for bothering you with such a problems but I've got some problems with access to literature now. Thanks a lot for your