Version 1.8.0 of gretl is out. Here is a list of the major
changes with respect to 1.7.9. As usual, you can download the
latest version of gretl from
http://sourceforge.net/project/platformdownload.php?group_id=36234
USER EXPERIENCE
---------------
* Switch to compact tabular form for presenting model statistics
* Graphical User interface:
- Add model menu item: "Modify model", under the Edit menu,
provides a clone of the model specification
- graph controller: new facility to add a line, defined
via a formula, to an existing graph;
- line-color selector: extend to 6 colors, and distinguish
between setting the "palette" and setting ad hoc colors for
a specific graph
- Boxplots: hand the production of these over to gnuplot
- relocate user-defined scalars from main window to the
icon view window;
- many other small improvements
* Data filters
- add importer for SPSS .sav files
- CSV importer: try to handle time-series data in reverse
chronological order
* Many, many bug fixes
COMMANDS AND FUNCTIONS
----------------------
* New commands:
- "intreg": interval (grouped data) regression
- "modprint": makes it easy for script writers to format
estimation output
* Improved commands:
- "fcast": allow variables for the startobs and endobs
arguments; add "rolling" k-step-ahead option
- "gnuplot": now works in loops (batch mode only)
- "loop": now more robust, more efficient and more general
- "mle" and "nls": New option --numeric to force the use of
numerical derivatives
- "ols": add --jackknife option for robust standard errors and
--anova for printing the ANOVA table
- "ols" and "panel" (fixed effects): add option to calculate
p-value for the Durbin-Watson statistic
- "restrict": now available for nls, mle and gmm
- "tsls": now offers the --liml and --gmm options as
alternatives to two-stage least squares
* Modified commands:
- var: the matrices returned by the accessors $sigma and $vcv
for VAR systems now have a degrees of freedom correction
* Obsoleted commands: "rhodiff" and "hccm"
* New functions:
- Add accessors $Fstat and $chisq for the overall F-statistic
or chi-square test from the last model
- boxcox(): Box-Cox transformation
- mcovg(): matrix covariogram
- mpols(): enables multiple-precision OLS for user-defined
matrices
- toepsolv(): solves a Toeplitz system of linear equations
- urcpval(): gives user access to James MacKinnon's
p-values for unit root and cointegration test statistics
(tau)
* Improved functions:
- mlag(): now handles multiple lags using a vector as the
second argument
- pdf(): Speed-ups when the function is applied to a series
argument
Enjoy!
The gretl team.