[Gretl-users] (no subject)

why is that the plot using x-y graph is different from using the command. Both have x and y datadefine but the fitt plots are different

[Gretl-users] Different ols

 Allin Cottrell,The scatterplot with v1 on y axis and v2 on x axis gives y=17.9+0.0453xUsing ols v1 v2 OR ols v2 v1 gives 0.181744 and 5.49601 coefficient which is differentthe scatterplotAnd the graph for selecting v1 against v2 fiitted vs obs is different from the graph from the scatterplotWanted

[Gretl-users] Change of y

The model for adf is  (1-L)y = b0 + (a-1)*y(-1) + eBut isn't adf is using reg of change of y to lag of y? The (1-L)y is not refering to change of y Clicking the use first difference generate the same (1-L)y rather using change of y What does L represent?Clarodina

[Gretl-users] two data

Should adf be done on the residual against time or the residual from scatter plot? On Dec 15, 2011, gretl-users-requ...@lists.wfu.edu wrote: Send Gretl-users mailing list submissions to gretl-us...@lists.wfu.eduTo subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/

[Gretl-users] two data

sven,The $uhat gives residual on against time and not residual from scatter plot and the save residual is saving the residual against time. Which command gives the residual from scatter plot? Tks On Dec 15, 2011, gretl-users-requ...@lists.wfu.edu wrote: Send Gretl-users mailing list submissions to

[Gretl-users] Different output on coint and adf and saving $uhat

 Have data below 27.34 11.52 29.41 12.28 29.53 12.07 29.63 11.89 30.09 12.06 29.93 12.04 29.8 12.12 28.81 11.63 30.15 12.36 29.38 12.06 28.56 11.91 28.02 11.51 The coint gives below ? coint 1 v1 v2Step 1: testing for a unit root in v1Augmented Dickey-Fuller test for

[Gretl-users] Optimization

Hi, 1) Doing a adf 0 y --ct --verbose, there is a time coefficient on the output What is this time coefficient? 2) Does gretl allow doing regression with optimization of some condition? Have 6 data D1 to D6 Want to regress D1 against D2 to D6 Do a adf on the $yhat and have t valu

[Gretl-users] Optimization

Hi PS,Want to have the coefficients from the maximising t Matlab have a add on for doing maximization Wonder how to do the maximization on gretl Clarodina

[Gretl-users] Optimization

Hi PS, Want to have the coefficients maximising t value Matlab have a add on doing the maximisation How to do the maximising on gretl? Clarodina

[Gretl-users] Using BFGSmax

Hi, Is there some steps examples on how to use BFGSmax to determine the alpha and beta of d2 and d3 d1= alpha * d2 + beta * d3 with maximization of t value from adf 0 d1 Clarodina

[Gretl-users] Using BFGSmax

Allin Cottrell, Tks for the reply d1 is another data series and not the fit value from d1 = b[1] * d2 + b[2] * d3 Want to regress d1 against d2 and d3 and find a d1^hat approximating d1 Ols uses error minimization but want to use maximisation of t value from the adf of d1^hat Using the scrip

[Gretl-users] Using BFGSmax

Allin Cottrell,Your script halt due to the d1^hat replace the d1 original data series

[Gretl-users] Using bfgs

Allin Cottrell,Make some adjust to the script but don't know does is there error d1 d2 and d3 are different data seriesWant regress d1 against d2 and d3 without const The output would be a regress d1hatDo a adf on d1 - d1hat Use the bfgsmax to determine the coefficients of d2 and d3 maximising t

[Gretl-users] Using bfgs

Allin Cottrell, Make some adjust to the script but don't know does is there error d1 d2 and d3 are different data series Want regress d1 against d2 and d3 without const The output would be a regress d1hat Do a adf on d1 - d1hat Use the bfgsmax to determine the coefficients of d2 and d3 max

[Gretl-users] Saving forecast uhat and rolling t

Hi, Is there some ways to save the forecast value? The manual mention about saving forecast to be written How to have rolling t value? Using smpl +1 +1 and ols v1 v2 might do the task but have many other outputs. Tks

[Gretl-users] deleting own threads

Want to unsubscribeHow to delete own threads?

[Gretl-users] manual calculating

ols d1 const d2 and have the std error of d2 what is the formula for calculating std error of d2? a manual calculating of std error does not match the one on gretl

[Gretl-users] manual calculating

Using 4 data point price 11 385 12 505 13 425 14 415 sqft 11 2254 12 2600 13 2800 14 3000 The std error of sqft on gretl is 0.112376 Using the formula s = sqrt[ ∑ ((e_i)^2/(n-2)) / (∑ (x_i - xbar)^2) ]

[Gretl-users] manual calculating

ols d1 const d2 and the std error of d2 is 0.351919 d1 1 -0.9371 2 -0.40054 3 1.963222 4 -0.3328 5 -0.82194 6 1.085598 7 -0.9985 8 0.763004 9 -0.94785 10 0.047204 d2 1 -0.26785 2 -0.67142 3 -1.07196 4 0.891262