subsampling and continuously shrinking sample !
by Arnaud Bervas
Thank you Allin for your reply. As I understand, it's not possible to force
Gretl to keep the initial range of dates once you remove some dates within
this range (?). Anyway, there is clearly a problem of continguity for HAC
estimator.
I stll have a problem with the sub-sampling function. When I restrict a
variable to positive values and run OLS, it turns out that when I do this
OLS estimation a second time, the sample shrinks and the estimates change
accordingly. I don't understand why the restriction does not operate once
for all ?
Thnaks for your help
18 years, 4 months
Re: [Gretl-users] Export data function - JMulTi
by john w
Just in one word: Genious!
Thnx Allin
>From: Allin Cottrell <cottrell(a)wfu.edu>
>Reply-To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
>To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
>Subject: Re: [Gretl-users] Export data function - JMulTi
>Date: Mon, 21 Aug 2006 17:10:43 -0400 (EDT)
>
>On Mon, 21 Aug 2006, john w wrote:
>
>>Regarding:
>>>>And what about the import option? Will you include it too?
>>>
>>>Is there much point in that? I wouldn't have thought there was much
>>>primary data available in JMulTi format.
>>
>>It is for me....:))
>>Maybe there isn't so much data but I use frequently both, gretl and
>>JMulTi...so it will be a great help.
>
>I've now added an importer for JMulTi data.
>
>Allin.
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18 years, 4 months
Windows installation directories
by Allin Cottrell
Responding to comments made by Sven a while ago, I'm thinking of
changing the default installation directories for gretl 1.6.0 on
Windows. The current default of "c:\userdata\gretl" makes sense
at Wake Forest University but probably seems odd to most people.
For the program itself, "c:\Program Files" (or equivalent) seems
the obvious choice. But what about the "user" directory? Where
should that go? Perhaps, in the same tree that Word and Excel
use for saving user files by default, but what is that? (Sorry,
I boot Windows very seldom and I don't know these things.)
[In case anyone suggests using the "HOME" environment variable,
let me pre-emptively state that that is not a Windows-ish thing,
and it's not possible to access it using the Inno Setup
installer with any degree of ease.]
Allin Cottrell
18 years, 4 months
bug or feature? (lag selector ok dismisses main dialog)
by Sven Schreiber
hi,
just wanted to play around with gretl's vecm implementation and found a
cosmetic bug: Hitting "ok" in the lag order dialog (for the exogenous
variables) immediately estimates the model (and thus closes the
specification dialog). I would have expected that the "ok" button only
acts on its own dialog.
-sven
18 years, 4 months
subsampling and HAC option
by Arnaud Bervas
Hi
I wanted to know how you can get HAC standard errors once you have
sub-sampled the dataset, since sub-sampling transforms the initial
time-series dataset into a cross-sectional one ? The users guide says you
can redefine the structure of the data, but when you choose the initial
starting date, the final date does not correspond anymore to what it was
initially, due to removed value. Anyway, I could not get the HAC std
errors...
Thanks for your help!
18 years, 4 months
(no subject)
by Arnaud Bervas
Hi
I wanted to know how you can get HAC standard errors once you have
sub-sampled the dataset, since sub-sampling transforms the initial
time-series dataset into a cross-sectional one ? The users guide says you
can redefine the structure of the data, but when you choose the initial
starting date, the final date does not correspond anymore to what it was
initially, due to removed value. Anyway, I could not get the HAC std
errors...
Thanks for your help!
18 years, 4 months
Stocks Import in gretl
by D. Mexis
Hello.
I want to try to pass daily closes of stock market in gretl, in order to
try find some betas or play with the functions.
The problem is that I do now know how to pass them, so the program can
see the data as day-by-day of each one unique stock-entity.
To clarify, I notice that when I pass 300 stocks in the program, the
program see them as one, and even if I use the options of importing a
csv file, I can't make it see that I have 300 stocks X 5 days, and not 1
type of stock for...N periods.
Has anyone tried it before?
Thank you in advance.
--
D.Mexis
18 years, 4 months
RE : Gretl-users Digest, Vol 28, Issue 6
by Florent Bresson
Please, what's the use for this reading ?
Florent Bresson
> On Tue, 15 Aug 2006, Sven Schreiber wrote:
>
> > a strange thing just happened to me while looking
> at some data in gretl:
> > After hitting some key combinations (wrong ones),
> gretl suddenly started
> > reading the numbers -- I mean, literally reading,
> with an American
> > accent, in English, over the loudspeaker.
> >
> > And closing gretl didn't stop it! I had to kill
> the gretlw32.exe process
> > (on Windows, obviously) in the task manager...
>
> The key for starting gretl reading is 'a' for audio.
> To stop
> it, press 'x' over the window in question.
>
> Allin Cottrell
>
p4.vert.ukl.yahoo.com uncompressed/chunked Thu Aug 17 07:13:59 GMT 2006
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18 years, 4 months
updating translations
by Allin Cottrell
I know people may be off on holiday at this point, but
this is just to let the translators know that I've again
updated the gretl.pot file in CVS. I think this should
be close to final for version 1.6.0.
Allin.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
18 years, 4 months
recent developments
by Allin Cottrell
Hello all,
Here's an update on progress towards gretl 1.6.0. Those of you
who build gretl from CVS, or make a habit of downloading the
latest Windows snapshot, may be aware of these things already,
but...
* The reorganization and polishing of the GUI menus is now
completed, so far as I am concerned. If anyone has strenuous
objections to the way things stand, please say so now.
* Also along the lines of GUI polish, I recently reorganized the
buttons at the bottom of GUI windows, at least those that have
"standard" buttons (with icons). I'm afraid this may at
first disorient people who were familiar with the old setup (me
included!), but the pattern is consistent with Gnumeric, which I
presume is in turn consistent with the Gnome Human Interface
Guidelines.
In brief, the rightmost button is now the "normal completion of
task" button, usually "OK" but sometimes "Close". If a Help
item is present, it's always the leftmost button. In between
are things like "Cancel" and "Apply". Up till now, "OK" and
"Cancel" have been inverted in gretl, relative to this scheme.
* Time series filters: We now have moving average (centered or
not, as you prefer), exponential moving average,
Hodrick-Prescott and Baxter-King available in the GUI for time
series data, under /Variable/Filters. This knocks off another
"expert" item that was previously available only in command-line
mode. Thanks to Tadeusz Kufel for helpful suggestions on the
moving average option.
* The GUI apparatus for building, editing and opening function
packages has been redesigned and, I think, improved. However,
it still has to be classed as "experimental". I would like to
get this working really well, because I think gretl's scripting
capacity is now at the point where user-contributed functions
can have a real impact. But I'm resigned to the fact that this
probably won't be finalized for 1.6.0. It's complicated.
Allin.
18 years, 4 months
