BUG: movavg()
by Artur Tarassow
Hi,
using current git on Ubuntu 19.04, I obtain wrong values for the
centered moving average:
<hansl>
clear
set verbose off
nulldata 10
setobs 1 1 --time-series
series S = 0
S = S(-1) + 2
scalar y0 = 99
scalar p = 2
# Works
series mavg_p2 = movavg(S, p)
series mavg_p2_y99 = movavg(S, p, 0, y0) # y0 is ignored
# WRONG VALUES!
series cmavg_p2 = movavg(S, p, 1, 99) # y0 is ignored
series cmavg_p4 = movavg(S, 2*p, 1, y0) # y0 is ignored
# Works
series expmavg_p2 = movavg(S, 0.3, 1, y0) # y0 is considered
print S mavg_p2 mavg_p2_y99 cmavg_p2 cmavg_p4 expmavg_p2 -o
</hansl>
Thanks,
Artur
5 years, 3 months
search in script editor doesn't find everything
by Sven Schreiber
Hi,
I noticed the following glitch here on Windows (Aug 1st snapshot):
Searching for "hello" in the mini file with the following content only
finds the first occurrence, not the second (after clicking the search
button in the dialog again):
<inp-file>
# o
hey hello = hello
</inp-file>
It also happened in a different file that "search" found everything, but
"search&replace" did not.
Are you also seeing that?
thanks
sven
5 years, 3 months
Proposal for extra.gfn: instrings()
by Artur Tarassow
Hi all,
quite frequently I need to scan a string array for a specific string
value. Either I need just a boolean return for (non-)existent but
sometimes also the entry number of string s2 in array s2.
I've written two function proposals (see attached files or here:
https://github.com/atecon/instrings) which may be added to the extra.gfn
package if you agree. What I've called instrings_pos() [name it just
instrings()] would be the more general idea though.
Best,
Artur
5 years, 3 months
why "xterm -e R" in preferences?
by Sven S
Hi,
I've just noticed that in gretl's preferences/configurations the command
to start R is specified as "xterm -e R". This is a self-compiled version
under Linux Mint, but I'm relatively sure that I didn't write that
command. Actually, on this system xterm isn't even installed. So is this
intended?
(Of course changing it is not a problem, that's not the question here.)
thanks
sven
5 years, 3 months
ADF-GLS test question
by Allin Cottrell
Hello devels,
I recently got an email from Peter Sephton (he of the critical
values for the KPSS test) raising a question about our
implementation of the ADF-GLS test.
I was thinking of going ahead and trying to implement Peter's
suggestion but then it occurred to me it would be good to get some
more input -- it's been a while since I've thought about this test.
Here's Peter's message:
<quote>
I have a question about the ADF-GLS code. I’ve been programming the
maic search in Matlab and I’m not getting the same answers as GRETL
and I think I know why.
I think GLS detrending should be done on the entire sample, BEFORE
adjustment for lags in the ADF-type test, if you look at the ERS or
the Ng Perroon 2001 papers.
Then the sample should be changed to remove lags+1 observations from
the beginning of the sample so that the search for the “optimal” lag
length is done using the model selection criterion over a common
sample period, or one can simply set the lag at a fixed value, but
this should be done over an unchanging observation space.
It appears GRETL doesn’t do the search for the optimal lag length
over a common period. This might be solved by explicitly removing
the lags+1 obs at the start of the sample, but this then removes
those observations from the GLS detrending.
This is probably a pretty picky point but I thought I should raise
it.
</quote>
Allin
5 years, 3 months
latex required for building addons (even though no --enable-build-doc)
by Sven Schreiber
Hi again,
I'm noticing that I cannot build from git without having a Latex
installation, when I want to also build the addons. In other words, the
regular gretl build skips Latex and pdf creation when the configure
option --enable-build-doc is _not_ given, but using
--enable-build-addons fails without Latex.
Not a big deal of course, but on a Debian test system I had to pull in
texlive-latex-recommended, texlive-fonts-recommended,
texlive-latex-extra just because of that, which is easily 1GB in size.
thanks,
sven
5 years, 3 months
