ACF and documentation of Bartlett standard errors
by Sven Schreiber
Hi,
I think the choice of Bartlett standard errors for the correlogram in
the GUI is relatively recent (not sure), while the corresponding
--bartlett option for the corrgm command has been there for a long time.
In any case, I was made aware of the special null hypothesis underlying
the Bartlett variant: namely that for the interval at lag k the null
hypothesis is an MA(k-1). This is not a problem (of course), but the
standard confidence intervals come from white noise as the null
hypothesis. So the choice of Bartlett standard errors in this case isn't
just some robustification or small-sample thing (as opposed to a
Bartlett correction in other contexts, for example), but involves a
different view.
So far so good, but I haven't found any mention of what the Bartlett
errors actually mean. I have checked the GUI help text (for
"Correlogram"), the documentation of the corrgm command, and the user
guide. Actually, I was a bit surprised that the user guide and
specifically the univariate time series chapter does not mention the
ACF/PACF/correlogram at all. (Searching for "corrgm" or "ACF" doesn't
show anything, and "correlogram" only shows up in a different context as
cross-correlogram.) This is not a criticism, but just an observation --
maybe there are places I have overlooked.
I think wherever these Bartlett standard errors are mentioned as an
option, the different null hypothesis should be made explicit. I also
think it would be good to put the word "Bartlett" into the ACF plot if
it's chosen.
I'm posting this here for discussion, maybe I'm misunderstanding the
intention or assumption for those Bartlett standard errors, since I
haven't checked the source code (yet).
thanks
sven
1 year, 9 months
ui-maker and no_const
by Sven Schreiber
Hi,
is the "no_const" specification for the ui-maker apparatus for a
function package GUI really working as intended? I seem to have a case
where I have a ui-maker function that requests no_const for a list
argument X, but I can execute the function with X = const alright. BTW,
X is set to have a "null" default, if that matters. Or does no_const
really mean that any constant term is removed quietly?
I don't have time to give a minimal example right now, but I could do so
on Friday or so, if necessary.
thanks
sven
1 year, 11 months
Dirichlet distribution
by Riccardo (Jack) Lucchetti
While browsing lib/src/random.c, I noticed that we've had the "dir"
parameter to mrandgen for a LOOOOOOOOONG time (if my reconstruction is
correct, since 2022a). For example
<hansl>
matrix D = mrandgen("dir", {0.4, 1.2, 0.8}, 16)
</hansl>
It would seem that we forgot to document our ability to draw from a
Dirichlet distribution; the Changelog is silent on this too.
I can't find any email exchange on this subject. Does anyone remember if
this was a conscious choice (maybe, insufficient testing), or did we
just forget?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
2 years
Fwd: PDFdocs issue
by Clive
It could well be that a workaround has already been proposed, but:
$ sudo apt-get install texlive-latex-extra texlive-fonts-recommended
texlive-fonts-extra texlive-base texlive-latex-base texlive-lang-greek
texlive-xetex xterm git
$ git clone git://git.code.sf.net/p/gretl/git gretl-git
$ cd gretl-git
$ sudo apt-get build-dep gretl
$./configure --prefix=/usr/local --enable-quiet-build --enable-openmp
--enable-build-doc
$ make -j4 # all runs fine, but then ...
$ make pdfdocs
[...]
Package natbib Warning: Citation `koenker-zhao94' on page 74 undefined on
input
line 6503.
Package natbib Warning: Citation `koenker94' on page 74 undefined on input
line
6511.
Package natbib Warning: Citation `koenker-machado99' on page 74 undefined
on in
put line 6512.
[74]
! Missing $ inserted.
<inserted text>
$
l.6592 ...re separated by an underscore: eg snake_
case)
?
Thoughts?
Cheers, Clive
2 years
Re: [Gretl-users] Re: new gretl snapshots available
by Sven Schreiber
[moving this to the devel list]
Am 23.07.2024 um 14:49 schrieb Sven Schreiber:
>
> Sorry, I was too quick: apparently the addons are not part of the GTK3
> snapshot, is that intended, i.e. should I install them manually?
>
And another P.S.: Pasting text into the (swallowed) console doesn't
work, neither from external programs nor from gretl's own script editor.
(Don't know yet about the standalone console.)
-s
2 years
license in hansl source files
by Sven Schreiber
Hi,
it seems that all the C source files in the gretl repo have the GPL
standard text at the beginning. Would it make sense or be important to
add the same kind of text to those source files that are not in C? I'm
talking mostly of the addons written in hansl.
thanks
sven
2 years
set use_dcmt
by Riccardo (Jack) Lucchetti
Hi all,
I just noticed that "set use_dcmt" is not documented in the help xml
file. I thought I'd add it by scraping some info from the pdf doc to
MPI, but then I realised that
set use_dcmt off
from the console gives me an error. Allin, is there something I should
be aware of?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
2 years
"empty" keyword in ternary statement
by Sven Schreiber
Hi,
here's a problem with the relatively recent "empty" initializer keyword:
<hansl>
bundle hey = empty # works
bundle aha = 1==1 ? _() : _() # works
bundle ho = 5==4 ? empty : _() # fails
</hansl>
I guess this is just the parser lagging behind a little, and it should
be supported?
thanks
sven
2 years
