Created forecast variance decomposition graph, style = stacked bars.
Edited title. When I pressed "Apply", the stacked bars styles
disappeared (became crosses, stars and boxes that mark the points that
wold have been used in a line graph).
Yes. In my post in which I used the word "crash" inappropriately, I
suggested simply adding "catch" to the relevant function calls. Output
should then gracefully skip such instances, employing some form of text
(could be as simple as two dashes, with a footnote at the bottom) to
indicate this sort
oops I meant "hansl/python," not "gretl/python". It's just a little
hansl script, and then I physically copy/paste its output to a text
file and process its text via python. Nothing special.
On Mon, May 19, 2014 at 12:05 PM, Tim Nall wrote:
> I wasn't sure if
know whether continuing on after a crash is a
menangful thing to do.
Anyhow, thanks.
TMN
On Mon, May 19, 2014 at 11:07 AM, Allin Cottrell wrote:
> On Mon, 19 May 2014, Tim Nall wrote:
>
>> Thanks, I see your point.
>> TMN
>>
>> On Sun, May 18, 2014 at 9:52 PM, Sve
Thanks, I see your point.
TMN
On Sun, May 18, 2014 at 9:52 PM, Sven Schreiber wrote:
> Am 18.05.2014 15:49, schrieb Tim Nall:
>> Is there a way to estimate the best ARIMA model within hansl? Granted
>> I could just generate a half dozen or so and compare selection
>> cri
Is there a way to estimate the best ARIMA model within hansl? Granted
I could just generate a half dozen or so and compare selection
criteria, but is there a more elegant way? Tks
TMN
Wow,, thank you.
On Sun, May 18, 2014 at 12:38 AM, Allin Cottrell wrote:
> On Sat, 17 May 2014, Tim Nall wrote:
>
>> OK, this is great so far, but one prob:
>>
>> The gretl documentation says that the interpolated p-value for kpss
>> "should not be taken t
ay 17, 2014 at 7:52 PM, Tim Nall wrote:
> Ah, no, you wouldn't compare $test to $pvalue apples and oranges
>
> On Sat, May 17, 2014 at 7:25 PM, Tim Nall wrote:
>> The original goal ws this:
>>
>> via hansl, feed 1 dependent variable and a list of independent vari
Ah, no, you wouldn't compare $test to $pvalue apples and oranges
On Sat, May 17, 2014 at 7:25 PM, Tim Nall wrote:
> The original goal ws this:
>
> via hansl, feed 1 dependent variable and a list of independent variables to
> kpss
> depending on the output of kpss, use ei
> On Sat, 17 May 2014, Tim Nall wrote:
>
>> OK, this is great so far, but one prob:
>>
>> The gretl documentation says that the interpolated p-value for kpss
>> "should not be taken too seriously". So I have the test value... and
>> now I want to compare
k) Lucchetti
wrote:
> On Sat, 17 May 2014, Tim Nall wrote:
>
>> OK, this is great so far, but one prob:
>>
>> The gretl documentation says that the interpolated p-value for kpss
>> "should not be taken too seriously". So I have the test value... and
>> n
strsplit(st_yr,i)
> ed = strsplit(ed_yr,i)
> smpl @st @ed
>#do stuff
> endloop
>
> The second option should only be used if your periods do not change in a
> regular way as it is slower.
>
> Logan
>
>> -Original Message-
>> From: gretl
stuff
> endloop
>
> The second option should only be used if your periods do not change in a
> regular way as it is slower.
>
> Logan
>
>> -Original Message-
>> From: gretl-users-bounces(a)lists.wfu.edu [mailto:gr etl-users-
>> bounces(a)lists.wfu.edu]
If you can figure out the iffy psuedo-psuedocode below, I'm trying to
run 1 ols regression over 4 different date ranges (so total 4
regressions) with 1 dependnet variable and 1 independant variable..
but I want to run a kpss test on both the depvar and indvar before
doing the regression for each
It seems the link is wrong on the author's page. Correct ink is:
http://www.princeton.edu/~mwatson/papers/Stock_Watson_JEP_2001.pdf
(not 1998.pdf)
On Thu, May 8, 2014 at 5:51 AM, John C Frain wrote:
> I have used Vector Autoregressions (with James H. Stock), *Journal of
> Economic Perspectiv
There is evidence for a cointegrating relationship if:
(a) The unit-root hypothesis is not rejected for the individual variables.
(b) The unit-root hypothesis is rejected for the residuals (uhat) from the
cointegrating regression.
..would that be correctly read as "a and b" or "a or b"? Sorry
>For example, I still think that
> the greatest strength of Stata is the quality of their manuals. I wish we
> had manuals comparable to theirs. Oh, well.
>
PhD in English/Applied Linguistics in the house. The good news is, I
can haz gud English when I'm careful. I write well, usually. The very
ba
most files, and nobser in the residuals files went *up* -- and xint.t
(interpolated) still did not change. TMN
On Fri, May 2, 2014 at 6:01 PM, Tim Nall wrote:
> Sorry, no, it doesn't. In the file upload box, tramolin did display as
> "Not up to date" before I downloaded it,
that xint.t is
not overwritten at any point, but other files are.
On Fri, May 2, 2014 at 5:29 PM, Ignacio Diaz-Emparanza <
ignacio.diaz-emparanza(a)ehu.es> wrote:
> On 02/05/14 11:20, Tim Nall wrote:
>
> First, I was wrong. Changing the sample range doesn't help. Perhaps I
n the program cannot append the sername.txt file to my csv
file is that the column lengths are not the same.
On Thu, May 1, 2014 at 4:37 PM, Tim Nall wrote:
> Series has zeroes from time to time, including four in a row in the
> last four observations. I restricted the data to a sample with
s sound theory yest there is no co
> integration of data or unit root is present then there are two golden ways.
> A. Increase the sample size
> B. Reexamine the theory
> Incidentally I may comment that the concept of spurious regression has
> been oversold
>
>
> On Fri, M
All,
Again please refer to previous disclaimers about the fact that I
certainly and truly have no idea what I am talking about w. respect to
statistics, and perhaps with respect to other issues as well.
In an earlier post, someone or other expressed a concern that gretl
might be perceived as a t
In an earlier post (with a different subject line) I mentioned that
the SVAR graphs could be more informative by adding "IRF by shock" and
IRF by var". That same principle might apply to adding the model
option to the graph title, e.g., "Plain model" or "KPSW Model."
And at a higher level of menu
All,
I honestly don't know whether I'm being helpful or annoying. If it's
the latter, then please accept my apologies. However, the labels on
graphs are not always adequately suggestive. Forex, for a structural
auroregression, you can graph IRFs by shock and by var. Let's say you
do one first then
Series has zeroes from time to time, including four in a row in the
last four observations. I restricted the data to a sample with far
fewer zeroes, and did not receive the same error. TMN
On Thu, May 1, 2014 at 3:56 PM, Allin Cottrell wrote:
> On Thu, 1 May 2014, Tim Nall wrote:
>
>
Is this something obvious, or do I need to append data & resend to list?
? TotContr_tr = tramolin(TotalContrastive)
New data not conformable for appending
New data not conformable for appending
Is this something obvious, or do I need to append data & resend to list?? TotContr_tr = tramolin(TotalCo
Please forgive me if this sounds picky, but the two sentence reply you
just gave me would be a wonderfully helpful bit of text to append to
any error messages that arise because the shell is turned off.
On Mon, Apr 28, 2014 at 5:30 PM, Allin Cottrell wrote:
> On Mon, 28 Apr 2014, Tim Nall wr
Following instructions on this list, I went to files-->Function files -->
On local machine. This popped up a set of (unchecked) check boxes. I
checked all of them, then closed that popup. I went to the menus, found
nothing. Went back to "On local machine" and double-clicked the "tramolin"
option. A
gt;> On Mon, 28 Apr 2014, Tim Nall wrote:
>>
>>> 2) probably too late for this suggestion: Me personally, I would
>>> *never* have looked under the "Files" menu for these. In fact, I
>>> didn't. I did however look under "Tools", which to
I was happy when this list told me about Files --> Function files -->
On server. It contains several things I'd been reading about, but
couldn't find on gretl. I have two small suggestions that are purely
for convenience:
1) I have installed 4 files, but can only find 1 of them on the
menus... An
ic: LM = 8.0473
with p-value = P(Chi-square(1) > 8.0473) = 0.00455716
On Sun, Apr 27, 2014 at 10:22 PM, Sven Schreiber wrote:
> Am 27.04.2014 15:30, schrieb Tim Nall:
>> May I ask, what does it mean if you take the log difference of both the
>> dependent and independent variabl
May I ask, what does it mean if you take the log difference of both the
dependent and independent variables in an OLS, and then rho and DW stat
don't even appear in the output? The White's test value is quite small...
if i swap dependent/independent, the rho and DW stat reappear... Thanks TMN
May I
or some nonlinear model for censored data,
> something Tobit-style: discrete zeros have non-zero
> probability in your sample
>
> --- Оригінальне повідомлення ---
> Від кого: Tim Nall
> Дата: 26 квітня 2014, 15:55:09
>
>
> This one likes to crash (attached as text fi
9.5225
> 3, 0-902.8336 -886.4686 -896.2076
> 4, 0-900.8349 -881.1969 -892.8837
> ===
> * indicates best models
>
> Can you inform about sample size?
>
> --- Оригінальне повідомлення ---
> Від кого: Tim Nall
>
игінальне повідомлення ---
> Від кого: "Tim Nall"
> Дата: 26 квітня 2014, 13:19:16
>
> Thanks to all for the replies. Will try to find TRAMO. meanwhile, the
> armax-auto option occasionally generates this error:
>
> ? armax(4, 4, BOTH, null, 1, 1, 0, 1, 0)
> BFGS:
Thanks to all for the replies. Will try to find TRAMO. meanwhile, the
armax-auto option occasionally generates this error:
? armax(4, 4, BOTH, null, 1, 1, 0, 1, 0)
BFGS: initial value of objective function is not finite
*** error in function armax, line 82
> loop q = 0..maxq
On Sat, Apr 26, 2014
All,
Please forgive my simple questions. For ARIMA modelling, using the ACF
and PACF to determine the pdq parameters requires subjective judgment
based on experience. Answers are seldom clear-cut. As the subject
header says, can a somewhat more objective path be found in quickly
running through AR
, I did so this morning. So, it seems to work now.
Sorry for taking your time. TMN
On Sun, Apr 13, 2014 at 10:18 PM, Allin Cottrell wrote:
> On Sun, 13 Apr 2014, Tim Nall wrote:
>
>> Tried again, still no result.
>
> Do you get as far as the dialog asking how many lags you want?
&
er interested user to address, I know.
On Sun, Apr 13, 2014 at 7:13 PM, Sven Schreiber wrote:
> Am 13.04.2014 12:55, schrieb Tim Nall:
>> gretl list,
>>
>> One prob and one picayune complaint:
>>
>> 1) GRETL 1.9.14 Taiwan Windows XP professional, using GUI, [Add --
Oh PS, yes, the dialog box to select lags does indeed display.
On Sun, Apr 13, 2014 at 7:14 PM, Allin Cottrell wrote:
> On Sun, 13 Apr 2014, Tim Nall wrote:
>
>> One prob and one picayune complaint:
>>
>> 1) GRETL 1.9.14 Taiwan Windows XP professional, using GUI, [Add
en employs. I do not know what a "twisty" is.
yes, thank you, the doc by Adkins has indeed been relatively
helpful... thank you.
On Sun, Apr 13, 2014 at 7:14 PM, Allin Cottrell wrote:
> On Sun, 13 Apr 2014, Tim Nall wrote:
>
>> One prob and one picayune complaint:
>&
gretl list,
One prob and one picayune complaint:
1) GRETL 1.9.14 Taiwan Windows XP professional, using GUI, [Add -->
lags of selected variables] has no effect. I have closed/reopened
GRETL, made sure I was selecting one or more variables, tried
repeatedly. The other options under the "Add" menu i
o your website and search for the update.
Thanks!
On Fri, Mar 7, 2014 at 10:36 PM, Allin Cottrell wrote:
> On Fri, 7 Mar 2014, Tim Nall wrote:
>
> > Sorry --
> > Windows XP professional (English)
> > gretl 1.9.12
> > Taiwan ROC
>
> The point you mention was f
Sorry --
Windows XP professional (English)
gretl 1.9.12
Taiwan ROC
On Fri, Mar 7, 2014 at 9:54 AM, Allin Cottrell wrote:
> On Fri, 7 Mar 2014, Tim Nall wrote:
>
> > This is apparently the same as bug #84, from six years ago. I run OLS
> > models, try to save out put to tex
ut i
want, and write it all out to one nice little summary table. Copy/paste
that one table to my research, big time saver. Thanks for your help.
On Fri, Mar 7, 2014 at 8:43 AM, Tim Nall wrote:
> This is apparently the same as bug #84, from six years ago. I run OLS
> models, try to save out
This is apparently the same as bug #84, from six years ago. I run OLS
models, try to save out put to text file(s), and get error "Invalid byte
sequence in conversion input". My language preference setting was
originally "Automatic", but I changed it to "English", closed gretl,
restarted. Didn't wor
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