adf and restricted samples
by Santiago Afonso
Is it correct that ADF always uses the whole range instead of the current
sample?
? adf 8 log(salarios) --ct
> Augmented Dickey-Fuller test for l_salarios
including 8 lags of (1-L)l_salarios
sample size 19
unit-root null hypothesis: a = 1
> with constant and trend
model: (1-L)y = b0 + b1*t + (a-1)*y(-1) + ... + e
1st-order autocorrelation coeff. for e: 0,179
lagged differences: F(8, 8) = 4,559 [0,0231]
estimated value of (a - 1): -0,979101
test statistic: tau_ct(1) = -5,3047
asymptotic p-value 4,382e-005
> ? smpl
Full data range: 2002:1 - 2008:4 (n = 28)
> ? smpl
Full data range: 2002:1 - 2008:4 (n = 28)
Current sample: 2004:1 - 2008:4 (n = 20)
> ? adf 8 log(salarios) --ct
> Augmented Dickey-Fuller test for l_salarios
including 8 lags of (1-L)l_salarios
sample size 19
unit-root null hypothesis: a = 1
> with constant and trend
model: (1-L)y = b0 + b1*t + (a-1)*y(-1) + ... + e
1st-order autocorrelation coeff. for e: 0,179
lagged differences: F(8, 8) = 4,559 [0,0231]
estimated value of (a - 1): -0,979101
test statistic: tau_ct(1) = -5,3047
asymptotic p-value 4,382e-005
Thanks!
14 years, 5 months
Opening a second instance
by Henrique Andrade
Dear developers,
Today I realized that Gretl for Mac is unable to start another instance of
the program by double-clicking on Gretl icon (the same doesn't occur on
Windows Vista). Is this a bug?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years, 5 months
BDE data
by Ignacio Diaz-Emparanza
Allin,
only for your information:
I was trying to update the Bnak of Spain database and I was having a lot
of errors. Finally it seems they have changed in the cvs files the order
of the date field. Instead of, for example "2003 SEP" they write now
"SEP 2003".
Only changing the order of the 'mon' and 'yr' fields in line 246 in
bde.c the problem is solved.
"if (sscanf(buf, "%7s %d", mon, &yr) == 2) {"
You may find the updated database in
http://www.et.bs.ehu.es/~etpdihei/be/be.zip
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.ea3.ehu.es
14 years, 5 months
Encoding issues on Windows
by Allin Cottrell
I think I've fixed a couple of issues that Patricio C. mentioned
recently, but it would be good to have confirmation from anyone
who's in a position to check:
1) If you opened a gretl session file that has non-ASCII
characters in its name, then the tag "gretl: session-name" did not
appear in the title bar for the gretl main window as it should.
2) If you selected some text with non-ASCII characters in a gretl
script window, copied it, and then pasted it, the character
encoding was broken on the paste.
I've checked these issues with the current snapshot running on
MS Vista in English and they seem to be OK now.
Allin.
14 years, 5 months
locale-related bug
by Patricio Cuarón
OS: windows 7, locale: es_AR
gretl: today's cvs, english UI
In a script window I wrote a script with an accented character. e.g.
"Recaudación". Select that string, hit ctrl-c, ctrl-v and the following
appears in the script window: "Recaudaci³n". The problem appears to be on
copying rather than pasting, given that copying the last string
("Recaudaci³n) yields "Recaudación" on other windows programs.
ps. Should I keep sending these kind of bugs if I come across them? They
might take away time for more important issues.
14 years, 5 months
2 small bugs
by Patricio Cuarón
CVS version of 5 minutes ago on XP SP3.
1. When a session file has odd characters no text is displayed on gretl's
window title (nor taskbar). e.g. open "recaudaci*ó*n.gretl" -> empty
gretl's window title.
2. Main window/Variable/Filter/Hodrick-Prescott is not recorded in the
command log. Nor are many other operations under the Main window/Variable/.
menu.
Bye,
PC
14 years, 5 months
