Re : Gretl-users Digest, Vol 32, Issue 7
by Florent Bresson
Franck Nadaud <nadaud(a)centre-cired.fr> wrote :
>We are a few to use gretl in my lab, and I saw some typos in French, if
>you like we may contribute to propose some corrections.
Hi, I realized the french translation for the last versions of gretl. I'm sorry for the typos but I would be very grateful if you could send me your corrections. However, I advise you to try first the last windows snapshot since translation has been improved since gretl 1.6.0.
Regards
Florent Bresson
Université d'Auvergne
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18 years, 10 months
gretl interface in windows
by Franck Nadaud
Dear listers, greetings from Paris !
Sorry for this rather mundane request but I have a problem with the
output from gretl in win xp.
In the first place I used gretl 1.5 in scrolling output mode. I then
updated to 1.6 and started to use the windowed output after
(involunteerly?) switching. however, I wonder how to switch back to
scrolling because, when i save a session gretl no longer create an
output text file.
I didn't find about that in the new documentation. So I wonder if the
scrolling feature is available any longer ?
We are a few to use gretl in my lab, and I saw some typos in French, if
you like we may contribute to propose some corrections.
Thanx a lot and continue the good job !
sincerely
--
Franck Nadaud
CIRED
Centre International de Recherche sur l'environnement et le Développement
CNRS EHESS UMR 8568
Campus du Jardin Tropical de Paris
45 bis avenue de la Belle Gabrielle
94736 Nogent sur Marne Cedex
Tél : 01 43 94 73 94 (ligne directe)
FAX : 01 43 94 73 70
18 years, 10 months
a small typo in the web page
by Talha Yalta
Hi everybody:
I just wanted to inform about a small typo in the gretl webpage. In
the numerical accuracy section there is a citation of Ramanathan's
text (2002) regarding the calculation of R2 when the regression does
not have an intercept. While reading the book (the 5th edition) the
other day, I realized that this discussion takes place on page 151
instead of pp.163-4.
Cheers,
Talha
--
"Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment." - Benjamin Franklin (1706-1790)
--
18 years, 10 months
GPH and Whittle
by javier garcia enriquez
My data set is weekly. When we choose m smaller than 24(for instance, 20), we obtain:
GPH test for fractional integration (T = 615, m = 20)
Orden de integración estimado = 0,441633 (0,220462)
Estadístico de contraste: t(18) = 2,00321, con valor p 0,0604
Estimador local de Whittle (T = 615, m = 20)
Orden de integración estimado = 0,349753 (0,111803)
Estadístico de contraste: z = 3,12829, con valor p 0,0018
and, if we choose, for example, m=180 we obtain:
GPH test for fractional integration (T = 615, m = 180)
Orden de integración estimado = 0,330415 (0,0547571)
Estadístico de contraste: t(178) = 6,0342, con valor p 0,0000
Estimador local de Whittle (T = 615, m = 180)
Orden de integración estimado = 0,493295 (0,0372678)
Estadístico de contraste: z = 13,2365, con valor p 0,0000
which seems consistent, but so big differences between both estimators are normal??
Javi
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18 years, 10 months
GPH and Whittle
by javier garcia enriquez
Hi,
Jack's point of view is interesting. I think I was wrong. Which Jack says is better. It's easier.
On the other hand, I've found one possible bug. When periodogram gives us the estimator of 'd', there is a big difference between GPH and Whittle. In our opinion that difference can't be so big, since in some cases one is positive and the other estimation negative. I add you one example, where m=24 and a=0,5.
Thanks
Javi
Periodograma de precio_kg
Número de observaciones = 615
omega frecuencia escalada periodos densidad espectral
0,0102 1 615,00 0,78642
0,0204 2 307,50 0,02899
0,0306 3 205,00 0,09401
0,0409 4 153,75 0,29302
0,0511 5 123,00 0,10336
0,0613 6 102,50 0,05076
0,0715 7 87,86 0,12225
0,0817 8 76,88 0,03253
0,0919 9 68,33 0,02065
0,1022 10 61,50 0,07034
0,1124 11 55,91 0,00046
0,1226 12 51,25 0,19230
0,1328 13 47,31 0,10151
0,1430 14 43,93 0,04666
0,1532 15 41,00 0,02271
0,1635 16 38,44 0,00196
0,1737 17 36,18 0,02148
0,1839 18 34,17 0,08971
0,1941 19 32,37 0,16754
0,2043 20 30,75 0,01158
0,2145 21 29,29 0,02883
0,2248 22 27,95 0,01592
0,2350 23 26,74 0,06201
0,2452 24 25,63 3,33797
0,2554 25 24,60 0,11848
0,2656 26 23,65 0,01359
0,2758 27 22,78 0,00362
0,2861 28 21,96 0,04777
0,2963 29 21,21 0,12540
0,3065 30 20,50 0,02163
0,3167 31 19,84 0,00759
0,3269 32 19,22 0,06833
0,3371 33 18,64 0,00098
0,3474 34 18,09 0,05287
0,3576 35 17,57 0,05131
0,3678 36 17,08 0,57634
0,3780 37 16,62 0,04189
0,3882 38 16,18 0,02912
0,3984 39 15,77 0,05553
0,4087 40 15,38 0,03593
0,4189 41 15,00 0,02786
0,4291 42 14,64 0,08850
0,4393 43 14,30 0,04231
0,4495 44 13,98 0,00516
0,4597 45 13,67 0,06856
0,4700 46 13,37 0,01871
0,4802 47 13,09 0,03352
0,4904 48 12,81 0,01980
0,5006 49 12,55 0,06677
0,5108 50 12,30 0,01165
0,5210 51 12,06 0,01387
0,5313 52 11,83 0,07470
0,5415 53 11,60 0,05060
0,5517 54 11,39 0,00222
0,5619 55 11,18 0,00859
0,5721 56 10,98 0,03381
0,5823 57 10,79 0,01516
0,5926 58 10,60 0,00425
0,6028 59 10,42 0,01929
0,6130 60 10,25 0,05816
0,6232 61 10,08 0,00289
0,6334 62 9,92 0,00547
0,6436 63 9,76 0,05699
0,6539 64 9,61 0,02042
0,6641 65 9,46 0,05577
0,6743 66 9,32 0,01219
0,6845 67 9,18 0,01133
0,6947 68 9,04 0,00291
0,7049 69 8,91 0,00107
0,7152 70 8,79 0,03591
0,7254 71 8,66 0,05345
0,7356 72 8,54 0,09245
0,7458 73 8,42 0,00912
0,7560 74 8,31 0,00567
0,7662 75 8,20 0,01583
0,7765 76 8,09 0,00373
0,7867 77 7,99 0,00113
0,7969 78 7,88 0,02717
0,8071 79 7,78 0,02806
0,8173 80 7,69 0,00856
0,8275 81 7,59 0,00634
0,8378 82 7,50 0,03237
0,8480 83 7,41 0,00082
0,8582 84 7,32 0,01743
0,8684 85 7,24 0,00787
0,8786 86 7,15 0,01443
0,8888 87 7,07 0,01064
0,8991 88 6,99 0,04454
0,9093 89 6,91 0,01296
0,9195 90 6,83 0,02275
0,9297 91 6,76 0,02492
0,9399 92 6,68 0,03748
0,9501 93 6,61 0,00765
0,9604 94 6,54 0,00012
0,9706 95 6,47 0,09760
0,9808 96 6,41 0,02132
0,9910 97 6,34 0,05097
1,0012 98 6,28 0,00325
1,0114 99 6,21 0,02342
1,0217 100 6,15 0,01167
1,0319 101 6,09 0,01327
1,0421 102 6,03 0,00035
1,0523 103 5,97 0,01849
1,0625 104 5,91 0,00945
1,0727 105 5,86 0,08307
1,0830 106 5,80 0,01532
1,0932 107 5,75 0,02409
1,1034 108 5,69 0,02233
1,1136 109 5,64 0,05336
1,1238 110 5,59 0,01007
1,1340 111 5,54 0,00118
1,1443 112 5,49 0,04287
1,1545 113 5,44 0,02191
1,1647 114 5,39 0,00255
1,1749 115 5,35 0,01177
1,1851 116 5,30 0,01478
1,1953 117 5,26 0,00435
1,2056 118 5,21 0,02995
1,2158 119 5,17 0,01449
1,2260 120 5,13 0,07917
1,2362 121 5,08 0,07643
1,2464 122 5,04 0,03436
1,2566 123 5,00 0,01498
1,2669 124 4,96 0,02910
1,2771 125 4,92 0,01877
1,2873 126 4,88 0,00156
1,2975 127 4,84 0,00119
1,3077 128 4,80 0,00345
1,3179 129 4,77 0,02546
1,3282 130 4,73 0,00648
1,3384 131 4,69 0,00476
1,3486 132 4,66 0,00390
1,3588 133 4,62 0,02791
1,3690 134 4,59 0,00710
1,3792 135 4,56 0,00075
1,3895 136 4,52 0,00142
1,3997 137 4,49 0,00539
1,4099 138 4,46 0,03194
1,4201 139 4,42 0,06563
1,4303 140 4,39 0,01016
1,4405 141 4,36 0,00878
1,4508 142 4,33 0,05606
1,4610 143 4,30 0,00499
1,4712 144 4,27 0,00290
1,4814 145 4,24 0,04098
1,4916 146 4,21 0,00810
1,5018 147 4,18 0,00127
1,5121 148 4,16 0,00217
1,5223 149 4,13 0,00935
1,5325 150 4,10 0,01091
1,5427 151 4,07 0,01992
1,5529 152 4,05 0,04882
1,5631 153 4,02 0,05077
1,5734 154 3,99 0,00478
1,5836 155 3,97 0,02432
1,5938 156 3,94 0,01320
1,6040 157 3,92 0,03821
1,6142 158 3,89 0,00571
1,6244 159 3,87 0,02112
1,6346 160 3,84 0,00459
1,6449 161 3,82 0,00468
1,6551 162 3,80 0,01117
1,6653 163 3,77 0,01353
1,6755 164 3,75 0,00464
1,6857 165 3,73 0,00238
1,6959 166 3,70 0,07071
1,7062 167 3,68 0,00676
1,7164 168 3,66 0,01004
1,7266 169 3,64 0,00517
1,7368 170 3,62 0,02673
1,7470 171 3,60 0,01343
1,7572 172 3,58 0,00112
1,7675 173 3,55 0,00983
1,7777 174 3,53 0,01520
1,7879 175 3,51 0,00059
1,7981 176 3,49 0,01305
1,8083 177 3,47 0,02533
1,8185 178 3,46 0,00764
1,8288 179 3,44 0,00226
1,8390 180 3,42 0,01184
1,8492 181 3,40 0,04033
1,8594 182 3,38 0,01267
1,8696 183 3,36 0,02144
1,8798 184 3,34 0,00509
1,8901 185 3,32 0,00119
1,9003 186 3,31 0,00018
1,9105 187 3,29 0,03255
1,9207 188 3,27 0,00283
1,9309 189 3,25 0,00247
1,9411 190 3,24 0,00742
1,9514 191 3,22 0,01758
1,9616 192 3,20 0,00249
1,9718 193 3,19 0,00691
1,9820 194 3,17 0,01283
1,9922 195 3,15 0,01767
2,0024 196 3,14 0,00018
2,0127 197 3,12 0,00082
2,0229 198 3,11 0,01657
2,0331 199 3,09 0,01256
2,0433 200 3,08 0,01277
2,0535 201 3,06 0,03398
2,0637 202 3,04 0,00697
2,0740 203 3,03 0,00199
2,0842 204 3,01 0,00517
2,0944 205 3,00 0,01812
2,1046 206 2,99 0,00108
2,1148 207 2,97 0,01199
2,1250 208 2,96 0,00735
2,1353 209 2,94 0,00346
2,1455 210 2,93 0,00058
2,1557 211 2,91 0,00077
2,1659 212 2,90 0,00026
2,1761 213 2,89 0,01456
2,1863 214 2,87 0,00758
2,1966 215 2,86 0,00268
2,2068 216 2,85 0,00738
2,2170 217 2,83 0,00829
2,2272 218 2,82 0,01615
2,2374 219 2,81 0,00168
2,2476 220 2,80 0,00019
2,2579 221 2,78 0,00403
2,2681 222 2,77 0,01791
2,2783 223 2,76 0,00549
2,2885 224 2,75 0,01085
2,2987 225 2,73 0,02159
2,3089 226 2,72 0,01145
2,3192 227 2,71 0,00094
2,3294 228 2,70 0,02376
2,3396 229 2,69 0,02229
2,3498 230 2,67 0,00212
2,3600 231 2,66 0,00417
2,3702 232 2,65 0,01071
2,3805 233 2,64 0,00846
2,3907 234 2,63 0,01374
2,4009 235 2,62 0,00408
2,4111 236 2,61 0,00774
2,4213 237 2,59 0,05955
2,4315 238 2,58 0,02312
2,4418 239 2,57 0,00997
2,4520 240 2,56 0,00399
2,4622 241 2,55 0,01326
2,4724 242 2,54 0,00674
2,4826 243 2,53 0,01400
2,4928 244 2,52 0,00031
2,5031 245 2,51 0,00182
2,5133 246 2,50 0,00866
2,5235 247 2,49 0,00919
2,5337 248 2,48 0,00460
2,5439 249 2,47 0,01335
2,5541 250 2,46 0,00321
2,5644 251 2,45 0,01418
2,5746 252 2,44 0,00721
2,5848 253 2,43 0,00763
2,5950 254 2,42 0,00360
2,6052 255 2,41 0,04081
2,6154 256 2,40 0,02252
2,6257 257 2,39 0,01510
2,6359 258 2,38 0,00023
2,6461 259 2,37 0,00339
2,6563 260 2,37 0,00138
2,6665 261 2,36 0,00238
2,6767 262 2,35 0,00094
2,6870 263 2,34 0,00037
2,6972 264 2,33 0,00323
2,7074 265 2,32 0,00432
2,7176 266 2,31 0,01097
2,7278 267 2,30 0,00094
2,7380 268 2,29 0,00275
2,7483 269 2,29 0,00101
2,7585 270 2,28 0,00240
2,7687 271 2,27 0,00096
2,7789 272 2,26 0,00208
2,7891 273 2,25 0,01292
2,7993 274 2,24 0,00699
2,8096 275 2,24 0,00077
2,8198 276 2,23 0,00351
2,8300 277 2,22 0,00273
2,8402 278 2,21 0,00350
2,8504 279 2,20 0,01694
2,8606 280 2,20 0,01905
2,8709 281 2,19 0,00568
2,8811 282 2,18 0,00655
2,8913 283 2,17 0,00972
2,9015 284 2,17 0,00488
2,9117 285 2,16 0,00817
2,9219 286 2,15 0,00906
2,9322 287 2,14 0,00414
2,9424 288 2,14 0,02972
2,9526 289 2,13 0,00795
2,9628 290 2,12 0,01204
2,9730 291 2,11 0,00737
2,9832 292 2,11 0,00254
2,9935 293 2,10 0,00070
3,0037 294 2,09 0,00239
3,0139 295 2,08 0,00866
3,0241 296 2,08 0,01398
3,0343 297 2,07 0,00642
3,0445 298 2,06 0,01386
3,0548 299 2,06 0,00728
3,0650 300 2,05 0,01131
3,0752 301 2,04 0,00171
3,0854 302 2,04 0,01642
3,0956 303 2,03 0,01695
3,1058 304 2,02 0,01800
3,1161 305 2,02 0,00245
3,1263 306 2,01 0,00240
3,1365 307 2,00 0,00039
GPH test for fractional integration (T = 615, m = 24)
Orden de integración estimado = 0,257321 (0,222388)
Estadístico de contraste: t(22) = 1,15708, con valor p 0,2596
Estimador local de Whittle (T = 615, m = 24)
Orden de integración estimado = -0,0621984 (0,102062)
Estadístico de contraste: z = -0,609417, con valor p 0,5422
---------------------------------
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18 years, 10 months
long memory parameter
by Javier García
Yes, in my opinion it would be more useful if the optional parameter was the
exponent. Nevertheless, thanks for the fixes. They´ve helped me a lot.
Javi
18 years, 10 months
long memory parameter
by javier garcia enriquez
Hello;
When Gretl gives us the periodogram, also appears the long memory parameter estimation using GPH and Whittle estimators. In Whittle Gretl tells us the size of m and we can obtain easily the 'a' (since m = T^a), but with GPH doesn´t. ¿What a does the program use in GPH? ¿Is it possible change the value of a using our own criterion?
Thanks
Javi
---------------------------------
LLama Gratis a cualquier PC del Mundo.
Llamadas a fijos y móviles desde 1 céntimo por minuto.
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18 years, 10 months
long memory parameter
by javier garcia enriquez
Hello;
When Gretl gives us the periodogram, also appears the long memory parameter estimation using GPH and Whittle estimators. In Whittle Gretl tells us the size of m and we can obtain easily the α (since m = T^α), but with GPH doesn´t. ¿What α does the program use in GPH? ¿Is it possible change the value of α using our own criterion?
Thanks
Javi
---------------------------------
LLama Gratis a cualquier PC del Mundo.
Llamadas a fijos y móviles desde 1 céntimo por minuto.
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18 years, 10 months
long memory parameter
by Javier G. Enriquez
Hello;
When Gretl gives us the periodogram, also appears the long memory parameter estimation using GPH and Whittle estimators. In Whittle Gretl tells us the size of ‘m’ and we can obtain easily the α (since m = T^α), but with GPH doesn´t. ¿What ‘α’ does the program use in GPH? ¿Is it possible change the value of ‘α’ using our own criterion?
Thanks
Javi
_____________________________________________
Javier García Enríquez
Txatxarramendi Ugartea z/g
48395 Sukarrieta (Bizkaia)
Tel: 94 6029400 - Fax: 94 6870006
e-mail: jgenriquez(a)suk.azti.es
www.azti.es ; www.tecnalia.info
_______________________________________________________________________________
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18 years, 10 months
Long memory
by Javier García
Thanks, Ricardo. I´ve other question: which 'm' selects the GPH estimator?
Is it possible to select the size of 'm'?
Javi
18 years, 11 months
