problem:displaying lagged variables
by Arnaud Bervas
Hello
I had to re-install Gretl, but surprisingly, when I try to add a lagged
variable to the dataset, it's no longer displayed on the main screen (as it
used to be in my previous version). It appears in the window "Model" for
regressions though. There's no such a problem for the first difference
operator for intance. Does anyone know how to get lagged variables visible
just like the others ?
Thanks
Arnaud
19 years
GARCH
by sudip mukherjee
Everytime I try to run the GARCH model from the menu
(model/time series/garch) it gives me an error message
"convergence criterion not met". I tried several
different data series but i get the same message
everytime. What am i doing wrong. Pl advise.
Sudip
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19 years
GARCH
by sudip mukherjee
Hi,
Everytime I try to run the GARCH model from the menu
(model/time series/garch) it gives me an error message
"convergence criterion not met". I tried several
different data series but i get the same message
everytime. What am i doing wrong. Pl advise.
Sudip
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19 years
OS X: new gretl.dmg for testing
by Adrian Klie
Hello,
I installed the new version 1.5.0 on my Tiger system and I still have
exactly the same problems. Gretl works only if I set the value of the
first line in the gretl.sh file "0". I still have to open a x11
window and run ./gretl.sh.
My biggest problem with gretl is still the fact that I can't display
any plots. There's an error message saying "gnuplot command failed"
and in the xterm window I get:
dyld: Library not loaded: /System/Library/Frameworks/
ApplicationServices.framework/Versions/A/Frameworks/ImageIO.framework/
Versions/A/Resources/libPng.dylib
Referenced from: /System/Library/Frameworks/
ApplicationServices.framework/Versions/A/Frameworks/ImageIO.framework/
Versions/A/ImageIO
Reason: Incompatible library version: ImageIO requires version
1.0.0 or later, but libPng.dylib provides version 0.1.2
Failed command: 'gnuplot "/Users/adri/gretl/gpttmp.F3m3JL"'
Unknown error: 0
Is there anyone who can help me with the gnuplot thing?
any help is appreciated!
19 years
vecm question
by Aurelien Chanudet
Hi all,
I'm trying to use gretl's vecm command. The following statement :
vecm 2 1 x1 x2
gives me the following output :
Cointegrating vector :
x1(-1) b1
x2(-1) b2
Equation 1: d_x1
const theta
d_x1_1 g1
d_x2_1 g2
EC1 alpha
Given the above output, I'd expect the predicted value d_x1_hat for d_x1 to be :
d_x1_hat = theta + g1 d_x1_1 + g2 d_x2_1 + alpha ( b1 x1(-1) + b2 x2(-2) )
However, applying the above formula yields crazy results. Surely, I
must be overlooking something. Any hint ?
Thanks and season greetings !
Aurelien
19 years
1.5.0 / suggestions / contributions
by Sven Schreiber
Dear Allin and list readers,
I have just downloaded the new version, and I'm impressed. Many thanks to Allin for making this tool
available! Since we have started to use gretl as the "official" software for an introductory
statistics lecture, I'd like to offer some contributions as well as make some feature requests.
First of all, it seems that the German interface is only partially complete, being a mish-mash of
English and German. So I'm volunteering to complete the translation (or maybe have it completed...),
if somebody tells me how to do that. Or is the whole thing only an installation issue?
Next, over here we teach the cumulative distribution function (cdf), the Lorenz curve, and the Gini
coefficient as part of introductory statistics. No doubt others do as well, yet afaik they're not
implemented in gretl. So I've written a little script to calculate the needed bits (but only to a
first approximation: for example the data are not collected into bins as the corresponding histogram
in gretl does); maybe the functionality could be added to a future release?
<cdf_script>
#substitute desired variable name in place of "name":
series raw = name
#end user input
series sorted = sort(raw)
#here it would be nice to have a name with "name" in it,
# instead of just remembering where "sorted" came from;
# but gretl scripting doesn't work with strings, or does it?
# (btw, no missing value handling)
scalar n = nobs(sorted)
genr index
series cdf = index/n
#To graph the cdf, we put "sorted" on the x-axis, and "cdf" on the y-axis
# (and preferably use "with boxes" in the gnuplot-command, to get a step function).
#If there are two or more identical raw values, cdf as used here is not a well-defined
# function anymore, but plotting should still work (?, untested).
series lorenz = cum(sorted)/sum(sorted)
#To graph the Lorenz curve, put "cdf" on the x-axis, and "lorenz" on the y-axis.
#To compare with 45-degree line, put "cdf" on the y-axis as well (you guessed that one, didn't you?)
scalar gini = 2*sum(index*sorted)/(n*sum(sorted)) - (n+1)/n
#have to check/think whether gini also works with bindings/several identical values
scalar gininorm = gini*n /(n-1)
delete index
delete raw
delete n
</cdf_script>
Finally, and totally unrelated to the previous points, it would be nice if seasonal dummies could be
added to ADF tests and VAR/VECM systems automatically, i.e., by just clicking a check-box.
Otherwise, for unadjusted data one always has to do the tests "by hand" -- btw, the same feature has
always been missing in Eviews and was one (of several more) reasons why I gradually migrated away
from it.
All comments and corrections are appreciated,
cheers,
Sven
19 years, 1 month
OS X: new gretl.dmg for testing
by Allin Cottrell
Gretl 1.5.0 will be released shortly. In preparation for this I've
built a new gretl disk image for OS X. I think this has better
handling of fonts than previous versions and I'd be interested to
hear how it works for Mac users.
http://ricardo.ecn.wfu.edu/pub/gretl/gretl.dmg
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
19 years, 1 month
Problem running gretl on mac osx
by Adrian Klie
Hello,
I thought all my gretl issues were gone but now gretl is coming up
with some new error messages.
I can't do any type of plots. It says "gnuplot command failed" and in
the xterm window I get the following:
dyld: Library not loaded: /System/Library/Frameworks/
ApplicationServices.framework/Versions/A/Frameworks/ImageIO.framework/
Versions/A/Resources/libPng.dylib
Referenced from: /System/Library/Frameworks/
ApplicationServices.framework/Versions/A/Frameworks/ImageIO.framework/
Versions/A/ImageIO
Reason: Incompatible library version: ImageIO requires version
1.0.0 or later, but libPng.dylib provides version 0.1.2
Failed command: 'gnuplot "/Users/adri/gretl/gpttmp.sifTVB"'
Unknown error:0
Anybody who can help me ?
thanks...
19 years, 1 month
installing gretl on SUSE 10.0 x64
by Antonello Lobianco
hello,
I'm in lot of troubles installing gretl on a Suse 10.0 x64 machine.
Speed is not a priority now, so also the 32bit compiled version would be
fine, but I can't install it any case because of missing lapack, and I
can't install lapack for missing Fortrain compiler... and installing
lapack from source is really a mess :-((
Anyone has esperiences in intalling GRETL on a machine like mine?
Thanks,
Antonello Lobianco
19 years, 1 month
