7:34 a.m.
Hi,
I'm referring to tests after a 'var' command, perhaps (probably?)
similar problems affect other estimators:
1) modtest --normality --quiet: "--quiet" has no effect (everything is
printed)
2) modtest --normality --silent: "--silent" has no effect (everything is
printed)
3) modtest --autocorr --quiet: ok (same as silent, nothing)
4) modtest --autocorr --silent: ok (nothing)
(And BTW, there are only separate tests for each equation, don't we have
any Portmanteau type of test?)
5) modtest --arch --quiet: ok
6) modtest --arch --silent: some message stubs are still printed
This is still with 1.10.2.
Thanks,
sven
8:53 a.m.
Am 29.09.2015 um 13:34 schrieb Sven Schreiber:
Hi,
I'm referring to tests after a 'var' command, perhaps (probably?)
similar problems affect other estimators:
(And BTW, there are only separate tests for each equation, don't we have
any Portmanteau type of test?)
Ok, the test is there alright in the standard var printout, and it seems
to come from VAR_portmanteau_test (GRETL_VAR *var) in lib/src/vartest.c,
but is there any accessor or function to handle it from the hansl side?
thanks,
sven
3:08 p.m.
New subject: An R integration question: deleting temporary files
Dear all,
The function below is
a simplified interface to ets{forecast}{R}
The forecast R package should be
installed to run the function
<R
install.packages("forecast")
R>
The question is below the script
<hansl
function bundle ets_f (series y "series to forecast",
int h[0] "forecasting horizon, 0 = $pd",
scalar cl[0] "confidence level, 0 -> 0.95")
if cl=0
cl = 0.95
endif
series hh = 0
if h = 0
hh[1] = $pd
else
hh[1] = h
endif
hh[2] = 100*cl
list Rlist = y hh
foreign language=R --send-data=Rlist
library(forecast)
mts2frame2 <- function(x)
{
ddd <- data.frame(x);
if (length(class(x)) > 1)
{
m <-
ncol(x);for (i in 1:m)
ddd[,i] <- ts(ddd[,i],start = start(x),frequency = frequency(x))
}
else
ddd[,1] <- ts(ddd[,1],start = start(x),frequency = frequency(x));
ddd
};
gretldata <- mts2frame2(gretldata)
attach(gretldata)
et = ets(y)
print(et)
f <- forecast(et,h = hh[1],level = hh[2])
print(f)
gg = as.matrix(et$fitted)
gretl.export(gg)
forecst <- cbind(f$mean,f$lower,f$upper)
ggg <-
cbind(as.numeric(forecst[,1]),as.numeric(forecst[,2]),as.numeric(forecst[,3]))
gretl.export(ggg)
end foreign
vars = mread("gg.mat",1)
fors = mread("ggg.mat",1)
bundle b
b["yhat"] = vars
b["fcst"] = fors
b["level"] = cl*100
return b
end function
open denmark.gdt
b = ets_f(LRM)
hansl>
Among other things output contains
wrote /home/oleh/.gretl/gg.mat
wrote /home/oleh/.gretl/ggg.mat
How I can delete these files from within the function
provided shell command is switched off by default?
Oleh
3:17 p.m.
New subject: An R integration question: deleting temporary files
Am 29.09.2015 um 21:08 schrieb oleg_komashko(a)ukr.net:
gretl.export(ggg)
end foreign
vars = mread("gg.mat",1)
fors = mread("ggg.mat",1)
bundle b
b["yhat"] = vars
b["fcst"] = fors
b["level"] = cl*100
return b
end function
open denmark.gdt
b = ets_f(LRM)
hansl>
Among other things output contains
wrote /home/oleh/.gretl/gg.mat
wrote /home/oleh/.gretl/ggg.mat
How I can delete these files from within the function
provided shell command is switched off by default?
I'm not an R expert, but I've seen the two constructs
"suppressMessages()" and/or "capture.output()", maybe they can help
you?
good luck,
sven
3:28 p.m.
New subject: An R integration question: deleting temporary files
Dear Sven,
I mean deleting the files from Gretl
after mread()
Oleh
29 вересня 2015, 22:18:10, від "Sven Schreiber" <svetosch(a)gmx.net>:
Am 29.09.2015 um 21:08 schrieb oleg_komashko(a)ukr.net:
> gretl.export(ggg)
> end foreign
> vars = mread("gg.mat",1)
> fors = mread("ggg.mat",1)
> bundle b
> b["yhat"] = vars
> b["fcst"] = fors
> b["level"] = cl*100
> return b
> end function
>
> open denmark.gdt
> b = ets_f(LRM)
>
> hansl>
>
> Among other things output contains
>
> wrote /home/oleh/.gretl/gg.mat
> wrote /home/oleh/.gretl/ggg.mat
>
> How I can delete these files from within the function
> provided shell command is switched off by default?
>
I'm not an R expert, but I've seen the two constructs
"suppressMessages()" and/or "capture.output()", maybe they can help
you?
good luck,
sven
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Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
4:14 p.m.
New subject: An R integration question: deleting temporary files: Thanks, solved
Dear Sven,
Thank you: solved!
This worked on Ubuntu 15.04
(the first and the last lines show
where I inserted it)
fors = mread("ggg.mat",1)
string path = $dotdir
file1 = path~"/"~"gg.mat"
file2 = path~"/"~"ggg.mat"
r1 = remove(file1)
r2 = remove(file2)
bundle b
Oleh
P. S. I haven't found $dotdir in html function reference
only in User's guide example to foreign command
29 вересня 2015, 22:33:29, від "Sven Schreiber" <svetosch(a)gmx.net>:
Am 29.09.2015 um 21:28 schrieb oleg_komashko(a)ukr.net:
> Dear Sven,
> I mean deleting the files from Gretl
>
> after mread()
> Oleh
>
ah ok -- well, there's the remove() function. Haven't used it myself
though, I think.
-sven
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Gretl-devel(a)lists.wfu.edu
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4:48 p.m.
New subject: An R integration question: deleting temporary files: thanks for the first message
Dear Sven,
Thank you again!
The messages "wrote...
also suppressed
Oleh
29 вересня 2015, 22:33:29, від "Sven Schreiber" <svetosch(a)gmx.net>:
Am 29.09.2015 um 21:28 schrieb oleg_komashko(a)ukr.net:
> Dear Sven,
> I mean deleting the files from Gretl
>
> after mread()
> Oleh
>
ah ok -- well, there's the remove() function. Haven't used it myself
though, I think.
-sven
_______________________________________________
Gretl-devel mailing list
Gretl-devel(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-devel
11:55 a.m.
New subject: portmanteau test accessor (was: Re: modtest: --quiet and --silent options partly not respected)
Am 29.09.2015 um 14:53 schrieb Sven Schreiber:
Am 29.09.2015 um 13:34 schrieb Sven Schreiber:
>
> (And BTW, there are only separate tests for each equation, don't we
> have any Portmanteau type of test?)
>
Ok, the test is there alright in the standard var printout, and it
seems to come from VAR_portmanteau_test (GRETL_VAR *var) in
lib/src/vartest.c, but is there any accessor or function to handle it
from the hansl side?
Can I re-raise this point? Or have I missed what was said&done about it?
thanks,
sven
1:11 p.m.
New subject: portmanteau test accessor (was: Re: modtest: --quiet and --silent options partly not respected)
On Tue, 13 Oct 2015, Sven Schreiber wrote:
Am 29.09.2015 um 14:53 schrieb Sven Schreiber:
> Am 29.09.2015 um 13:34 schrieb Sven Schreiber:
>
>>
>> (And BTW, there are only separate tests for each equation, don't we
>> have any Portmanteau type of test?)
>>
>
> Ok, the test is there alright in the standard var printout, and it
> seems to come from VAR_portmanteau_test (GRETL_VAR *var) in
> lib/src/vartest.c, but is there any accessor or function to handle it
> from the hansl side?
Can I re-raise this point? Or have I missed what was said&done about it?
Yes (to re-raise); no (to having missed anything). I'll try to get to
this but it wouldn't be a bad idea to file it as a feature request.
Allin
2:47 p.m.
New subject: portmanteau test accessor
Am 13.10.2015 um 19:11 schrieb Allin Cottrell:
On Tue, 13 Oct 2015, Sven Schreiber wrote:
> Am 29.09.2015 um 14:53 schrieb Sven Schreiber:
>> Am 29.09.2015 um 13:34 schrieb Sven Schreiber:
>>
>>>
>>> (And BTW, there are only separate tests for each equation, don't we
>>> have any Portmanteau type of test?)
>>>
>>
>> Ok, the test is there alright in the standard var printout, and it
>> seems to come from VAR_portmanteau_test (GRETL_VAR *var) in
>> lib/src/vartest.c, but is there any accessor or function to handle it
>> from the hansl side?
>
>
> Can I re-raise this point? Or have I missed what was said&done about it?
Yes (to re-raise); no (to having missed anything). I'll try to get to
this but it wouldn't be a bad idea to file it as a feature request.
ok, i will keep an eye on it
-s
4:57 p.m.
New subject: portmanteau test accessor
On Tue, 13 Oct 2015, Sven Schreiber wrote:
Am 13.10.2015 um 19:11 schrieb Allin Cottrell:
> On Tue, 13 Oct 2015, Sven Schreiber wrote:
>
>> Am 29.09.2015 um 14:53 schrieb Sven Schreiber:
>>> Am 29.09.2015 um 13:34 schrieb Sven Schreiber:
>>>
>>>>
>>>> (And BTW, there are only separate tests for each equation, don't we
>>>> have any Portmanteau type of test?)
>>>>
>>>
>>> Ok, the test is there alright in the standard var printout, and it
>>> seems to come from VAR_portmanteau_test (GRETL_VAR *var) in
>>> lib/src/vartest.c, but is there any accessor or function to handle it
>>> from the hansl side?
>>
>>
>> Can I re-raise this point? Or have I missed what was said&done about it?
>
> Yes (to re-raise); no (to having missed anything). I'll try to get to
> this but it wouldn't be a bad idea to file it as a feature request.
ok, i will keep an eye on it
You have it now in git, under the accessor $pmanteau.
It's not yet documented, nor really finalized (I initially coded it
by reference to Johansen's 1995 book but I'll have to look back to
remember the details). Anyway, for now it gives you a 4-vector with
the Ljung-Box statistic, its order, the df, and the p-value against
chi-square(df), where (in pseudo-code):
T = VAR->[number of observations]
LB_order = T/4 <= 48 : T/4 : 48
k = VAR->order + is_vecm(VAR)
g = VAR->[number of equations]
df = g * g * (LB_order - k)
The 4 values in the vector should agree with what's printed in the
VAR output (only minimally tested).
Allin
10:55 a.m.
On Tue, 29 Sep 2015, Sven Schreiber wrote:
Hi,
I'm referring to tests after a 'var' command, perhaps (probably?) similar
problems affect other estimators:
1) modtest --normality --quiet: "--quiet" has no effect (everything is
printed)
2) modtest --normality --silent: "--silent" has no effect (everything is
printed)
3) modtest --autocorr --quiet: ok (same as silent, nothing)
4) modtest --autocorr --silent: ok (nothing)
(And BTW, there are only separate tests for each equation, don't we have any
Portmanteau type of test?)
5) modtest --arch --quiet: ok
6) modtest --arch --silent: some message stubs are still printed
Thanks for the report. The non-respecting of the --quiet and/or
--silent options to "modtest" was specific to the multi-equation
cases (VARs or "system"). Now fixed in CVS.
Allin
3319
days inactive
3333
days old
13 comments
3 participants
participants (3)
-
Allin Cottrell -
oleg_komashko＠ukr.net -
Sven Schreiber