Re: [Gretl-devel] Getting ACF/PACF/XCF as a matrix

On 03.02.2009 03:00, Allin Cottrell wrote: Perhaps I should explain a little. There are (at least) two unrelated points here: First, it is my understanding that a design principle of gretl is that every command should be accessible via GUI as well as via CLI. So it struck me as awkward that you can get the smoothed spectrum via GUI but not via CLI. Second, what I'm interested in in the medium term are other classic/standard/whatever-you-want-to-call-it frequency-domain measures like coherency, phase, gain, and also multivariate generalizations like multiple and partial coherencies etc. For the bivariate stuff like simple coherency I have exploited gretl's new R-interface and used R. The multivariate things need to be programmed, and for that you need the estimators of the spectrum (and cross spectrum), not the periodogram AFAIK. Of course there is a problem in that the cross spectrum is complex-valued and I'm not sure at this point whether it is doable in gretl without too many awkward workarounds. The obvious alternative is to program in R, but I'm still far from fluent in R. cheers, sven