l DGP, including the Henriques's data.
Or I'm wrong?
Ricardo.
--
From: "Sven Schreiber"
Sent: Thursday, April 08, 2010 5:41 AM
To: "Gretl list"
Subject: Re: [Gretl-users] Saving ADF Residuals
> Ricardo Gonçalves Si
Henrique,
I would like to express the idea exactly as you wrote, but not in diffs.
Generate the diffs you want, d_y(t-1) + d_y(t-2) + ... + d_y(t-p), the first
lag and the constant, then use OLS againt d_y(t) and compute e(t) to do your
test.
The result will be the same as the pointed by Allin.
Hi Henrique,
If the test shows that you have a unit root, by definition, the residuals
doesn't follow a random walk (white nose) and vice-versa.
But if you really want to see the residuals, just run an AR(p) regression, by
OLS, where p is the "augmented lag" (w/o truncation), then save the resid
, March 21, 2010 11:32 PM
To: "Gretl list"
Subject: Re: [Gretl-users] Fixed effects forecast
>
> On Thu, 21 Aug 2008, [iso-8859-1] Ricardo Gonçalves Silva wrote:
>
>> Thanks so much. I will try the script now.
>> Only a newbie question: the fcasts generated are out-of-s
[Gretl-users] Fixed effects forecast
>
> On Sat, 20 Mar 2010, Sven Schreiber wrote:
>
>> Ricardo Gonçalves Silva schrieb:
>> > Hi,
>> >
>> > Can Gretl forecast 1 to 3 periods ahead an estimated panel
>> > data(fixed-effects with no iterations) mod
forecast
> Ricardo Gonçalves Silva schrieb:
>> Hi,
>>
>> Can Gretl forecast 1 to 3 periods ahead an estimated panel
>> data(fixed-effects with no iterations) model?
>>
>
> sorry this is not an answer to your question: I wanted to try it out
> myself a
Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated panel data(fixed-effects
with no iterations) model?
HTH
RIck
Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated
panel data(fixed-effects with no iterations) model?
HTH
RIck
Hi Allin
I redo the estimations and now is working fine.
I'm using the CVS version.
Sorry for the post. If it's happen again I send the code and the data for
you.
Thanks in Advance,
Rick.
--
From: "Allin Cottrell"
Sent: Thursday, December 31, 20
Hi,
Using Win 7, loaded a .xls panel data set, estimated it by FE, but when I asked
for residuals, GRETL crashs.
HTH,
RIck
Hi,
Using Win 7, loaded a .xls panel data set, estimated it
by FE, but when I asked for residuals, GRETL crashs.
HTH,
RIck
Hi,
Which Perron test? If you are thinking in the GLS-Detrended test, you want
the ADF-GLS test.
Rick
--
From: "Charles Koss"
Sent: Tuesday, December 15, 2009 12:41 PM
To: "Gretl list"
Subject: [Gretl-users] Perron test for unit roots in GRETL
Thanks Allin.
This was just what I need.
Rick
--
From: "Allin Cottrell"
Sent: Thursday, October 22, 2009 4:15 PM
To: "Gretl list"
Subject: Re: [Gretl-users] Scatter by 2 groups
>
> On Mon, 19 Oct 2009, [iso-8859-1] Ricardo Gon�alves Silva wrote:
Hi ,
I need to do a scatter plot by two groups (like time and individual, in a panel
data).
I have continuous data and 4 classes for each grouping variable (16
combinations).
Can Gretl does this?
Any hint, even concerning other software, will be very appreciated.
Thanks in advance,
Rick
Hi
Hi,
I can write a page about non-stationary time series and Unit Root Tests in
Gretl.
My Master thesis is in this issue, so many materials are already done. I
just need to adapt to the Gretl commands.
I'm not promise to extend to VEC models (time considerations).
If everybody agrees, I will beg
Hi,
Using the estimated values for the coeffs., test:
(log(b[4])-log(b[2]))-log(b[3])=log(b[2]).
Rick
--
From: "artur tarassow"
Sent: Wednesday, August 05, 2009 7:53 PM
To:
Subject: [Gretl-users] non-linear Wald-Test
> Hello again,
>
> is there a
As far as I can tell this should give you your ML estimates.
> I suspect that many of the Johansen tests may remain valid but you
> will need a bit of work to prove this.
>
> I would be interested to hear if anyone else has established some
> results (confirming or contradicting my
ion
> On Fri, 29 May 2009, Ricardo Gonçalves Silva wrote:
>
>> Hi Sven,
>>
>> Nice. I need the estimates and the impulses responses.
>>
>> Thanks
>>
>> Ricardo
>
> I'm sorry if this is obvious to you, but since it isn't obvious in general
>
responses are of course a kind of forecast, so I'm afraid
> that this won't solve your problem then...
>
> -sven
>
> Am 29.05.2009 17:51, Ricardo Gonçalves Silva schrieb:
>> Hi Sven,
>>
>> Nice. I need th
an
> (unrestricted) exogenous variable. Of course forecasts become tricky
> then, but maybe you just need the estimates?
>
> cheers,
> sven
>
>
> Am 28.05.2009 18:12, Ricardo Gonçalves Silva schrieb:
>> Hi,
>>
>> I'm estimating some VEC models and I would
Hi,
I'm estimating some VEC models and I would like to know if there is a way to
choose specific lags for the model.
Using the GUI, if I select 12 lags, GRETL uses lags 1 to 12; but I just want
lag 12.
Any help?
Thanks
Rick
Hi,
I'm estimating some VEC models and I would like to know
if th
Agreement.
- Original Message -
From: "Allin Cottrell"
To: "Gretl users"
Sent: Monday, August 07, 2006 5:35 PM
Subject: [Gretl-users] model dialog boxes: small question
> As part of the general tidy-up of the GUI, I'm wondering about
> the model dialogs where two sets of variables may
Is this topic really necessary for the development of the gretl gui?
- Original Message -
From: Frederick Fagal
To: Gretl list
Sent: Saturday, July 22, 2006 11:53 PM
Subject: Re: [Gretl-users] Re: Splash Screen Mark-II
Lurker here...I think Talha needs some encouragement.
Hi,
I think I sent an incomplete e-mail. Well, estimating the model WITHOUT
CONSTANT I got:
Convergence achieved after 15 iterations
Model 1: ARMA estimates using the 30 observations 1971-2000
Dependent variable: sales
VARIABLE COEFFICIENTSTDERROR T STAT P-VALUE
car(-1)
Hi,
Using a model without a constant a got:
Model 2: ARMA estimates using the 30 observations 1971-2000
Dependent variable: sales
VARIABLE COEFFICIENTSTDERROR T STAT P-VALUE
car(-1) 0.460111 0.928532 0.496 0.62410
e(-1) -0.673785 0.
: Re: [Gretl-users] gretl: forecasting
> On Mon, 20 Jun 2005, Ricardo Gonçalves Silva wrote:
>
>> I can test the gretl's new forecasting routines.
>> Drop a note when you let available the new Windows build.
>
> Thanks very much. There's now a new build at
>
>
Dear Allin,
I can test the gretl's new forecasting routines.
Drop a note when you let available the new Windows build.
Bests
Rick
- Original Message -
From: "Allin Cottrell"
To:
Sent: Monday, June 20, 2005 12:58 AM
Subject: [Gretl-users] gretl: forecasting
> I'm currently trying to f
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