simultaneous equations in gretl
by Allin Cottrell
Hello all,
Up till now, gretl has supported only three-stage least squares for
estimating systems of simultaneous equations. Now, in CVS and in
the win32 snapshot available from sourceforge, I have added support
for FIML and LIML (along with automatic testing of over-identifying
restrictions). I have also added the Hansen-Sargan test for
over-identifying restrictions, for 3SLS and SUR.
I'm looking for help in testing these new additions. I can
replicate the benchmark results for that workhorse, Klein's "Model
1", but I'm finding it hard to find other benchmarks to test
against. So if anyone has datasets on which they've estimated
equation systems using FIML or LIML with other programs, I'd be very
grateful if you could either:
* See if you can replicate the results using gretl, and let me know
what happens; or
* Send me a copy of the dataset and the output from the other
program, so I can try the replication.
Thanks very much for any assistance.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
18 years, 8 months
gretl: forecasting
by Allin Cottrell
I'm currently trying to finalize the new forecasting capabilities in
gretl for version 1.4.0.
I have recently added out-of-sample forecasting with standard errors
for VAR systems, and also for GARCH models. I'm not quite sure
about the latter, and if anyone who knows more about garch than I do
is willing to take a look at the garch-related functions in
forecast.c in the gretl lib directory, I'd be grateful.
In case anyone is able to test gretl's new forecasting routines
against other programs on Windows, I will make a new Windows build
shortly (i.e. by Monday morning).
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
18 years, 10 months
User-defined functions in gretl
by Allin Cottrell
Just wondering if anyone has made a big investment in writing
user-defined functions for gretl, using the apparatus that was
first provided in gretl version 1.3.0.
The reason I ask is that I'm considering making a
backward-incompatible change in the way user-defined functions work
in the next gretl release. Jack Lucchetti and I have been testing a
new type of function which provides for a more structured
programming style in gretl scripts. The new definition of functions
should make it easier for experts to make specialized functions
available for use in other people's scripts.
I'm attaching a short description of new-style functions.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
18 years, 10 months
Using gretl to model ozone datas
by Adrien BETON
Hello
I am a student working on ozone datas and i would like to use an arima
data to correlate ozone datas and gas emissions in order to predict
future ozone levels basing on other gas emissions.
Gretl should allow me to do this but I am not very used to statistics
and modelling.
Therefore I have two questions :
How can I set my datas (setobs) knowing that I have values of ozone each
30' during 6 days (48*6=288 values), gretl only recognize yearly datas ?
What model do you suggest me to use in order to build a model linking
ozone to gas in order to forecast ozone levels based on the gas ?
If I can t do this with gretl, what other softwares do you suggest me to
try ?
I hope that someone could help me :-)
Thank you
Adrien Beton
adrien.beton(a)cefe-cnrs.fr
--
passerelle antivirus du campus CNRS de Montpellier
--
18 years, 10 months
gretl + tramo-seats in ubuntu
by Christian
Hi all,
I am trying to install gretl with tramo-seats under linux ubuntu 5.04.
However it seems not to work:
What I have done is the following:
1) installed gretl from the ubuntu
repositories
2) installed tramo/seats with: sudo dpkg -i
tramo-seats_98-2_i386.deb
3) installed x12 with: sudo
dpkg -i x12a_0.2.10-2_i386.deb
then:
4)Open gretl
5) open an example file. y: greene10_3
interest rate, M2 and GDP
6) select the series: 3 Y
GNP, in 1982 dollars
7) choose
Variables -> Tramo analysis
What i get is:
Tramo command failed
moreover in the terminal i get the following:
spawn: 'Esecuzione del processo figlio "tramo" (No such file or
directory) fallita'
tramo -i y -k serie
What is wrong? it seems it is not able to find the tramo program.
If I try to run tramo from shell, I do not get error message:
myname:~/Desktop$ tramo
myname:~/Desktop$
Can anybody help me?
Tanks a lot.
Christian
krisse@ubuntukrisse:~/Desktop$ gretl
Lettura del file dati /usr/share/gretl/data/greene/greene10_3.gdt
Periodicità: 1, oss. max.: 20,
intervallo: 1966-1985
spawn: 'Esecuzione del processo figlio "tramo" (No such file or
directory) falli ta'
tramo -i y -k serie
18 years, 10 months
