Forecasting
by guido mastrolilli
Hi,
I'm a new GRETL user's and I have problems with forecasting.
I estimated a regression with OLS and i like to do a forecast out of sample. Is it possible?
When i try Analysis, Forecast, i receive the message: "there are no observation available for forecasting out of sample. If you wish, you can add observation, or you can shorten the sample range over which the model is estimated."
I would like to do a real forecast out of sample, how can i do?
Thanks,
Guido
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17 years, 12 months
question about TSLS output
by Sven Schreiber
Hi, yet another TSLS question from me I'm afraid...
The TSLS command also prints the Hausman and Sargan tests, so far so good.
Then after that *sometimes* it also prints the value of the F-statistic
in the first-stage regression, giving a rule of thumb for weak
instruments. But it doesn't do that every time, and I fail to see the
rule when does it print this information and when does it not. Could
somebody please explain?
Also, I don't see any remark in the output on whether I used a HAC
covariance matrix estimator or not. (This actually also seems to apply
to plain OLS, was this the case already in earlier versions? All this is
with 1.7.0 on windows.)
Thanks,
Sven
18 years
diagnostics for tsls
by Sven Schreiber
Hello again,
I noticed that the diagnostic LM tests for autocorrelation (--autocorr)
and heteroskedasticity (--white) are not available after TSLS. (This
occurred in a script, haven't checked the GUI.) Is there any particular
reason for it (apart from the classic "development time is limited...")?
And why then is the arch test (--arch) possible? Has it slipped by,
possibly not doing the right thing in the TSLS case?
Thanks,
Sven
18 years
spatial statistics
by Franck Nadaud
Hi folks, greetings from Paris !
I am currently working on a spatial statistics project. I intend to develop
progressively some gretl functions to compute spatial correlation tests.
A difficulty is to handle spatial neighborhood matrices that are needed to
compute those tests. More specifically, I have an external file storing the
matrix in vector form: in the first column the list of the spatial units, and
in the second the list of their neighbors. The difficulty is that having two
different datafiles of different dimensions does not easily allow to pass the
contiguity matrix into the datafile containing the data to be analysed.
I guess it could be done with a null list and an append command into a loop,
provided a recoding is done so that the neighbor matrix is recoded eg, in the
following format:
Obs No Neighbor1 Neighbor2 Neighbor3 ... Neighbor n
1 nn1 nn2 nn3 nnN
2 nn1
...
n
where nn1-nnN is the Observation No of unit n
In this case handling is perfect. For now, I use a third party application to
do that. But would like to avoid that but I do not succeed in opening the
contiguity matrix file, recode it and store inot the datafile.
Any advice ?
Two, do the matrix commands support the boolean product command ? It would be
very useful for contiguity matrix handling purposes (ie, to compute the
neighbors of neighbors, etc...).
Three, if you are interested in this topic, I will gladly contribute my
developments to the community.
Cheers !
Franck
--
Franck Nadaud
Economiste
CIRED
UMR 8568 CNRS - EHESS
45 bis avenue de la Belle Gabrielle
94736 Nogent-sur-Marne Cedex
TEL 33-1-43-94-73-94
FAX: 33-1-43-94-73-70
MOB: 06-07-39-92-75
France
18 years
non-matched parentheses
by Sven Schreiber
Hi,
I just produced nonsense by typing in the new variable dialog "xstand =
(x-mean(x)/sd(x)", trying to standardize x. (BTW, what do you think
about a standardize function?) Note the non-matched parentheses; I think
gretl should complain rather than "forgive" here, because the unwanted
results may go unnoticed otherwise.
Do you agree?
thanks,
sven
18 years
Re: [Gretl-users] Normality Tests
by Peter Davidoff
Hi Talha,
I too use GRETL in the intro class ... with respect to the JB
test, I use it as an example of why the students should
learn the scripting power of GRETL. Just a thought...
Peter
At 01:52 AM 11/9/2007, you wrote:
>Hi all:
>I am using gretl to teach the intro. to econometrics class.
>
>Gujarati's text along with other popular texts such as Hill,
>Griffiths,Lim mentions the Jarque-Bera normality test. Iknow that Lee
>Adkins' ebook offers a gretl script for this test, however, I was
>wondering if this test could be implemented.
>
>If yes, I also wonder if it could be made available as an option for
>the normality of the residuals under model tests. Is it possible to
>also have an option to set the number of bins for the chi^2 test here?
>
>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)
>--
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>Gretl-users mailing list
>Gretl-users(a)lists.wfu.edu
>http://lists.wfu.edu/mailman/listinfo/gretl-users
18 years
Casewise Diagnostic
by Novan AS =^-^=
Dear All,
I want to request for a casewise diagnostic in the OLS regression.
The Casewise Diagnostic is to find the outlier in a regression.
It's can be easily find with SPSS program.
However in SPSS, we have to manualy delete the observation that found
to be outlier.
So, can gretl make an option before running a regression.
User can click an option (with any number of standard deviation) that
automatically not to include the outlier observation to the regression.
However the result have to inform the observation that become outlier.
Best Regards,
Novan
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18 years
Standard statistics for time series
by Ulf Moehring
Hi all,
is there any way I can get gretl to give me the classic statistics like
Adj R^2, F or Mean Abs. Err for a time series (ARIMA) model? I can't find
those anywhere in the output...
Thanks,
Ulf
--
Ulf G. Moehring
Monterey Institute of International Studies
MBA Candidate December 2007
ulf.moehring(a)miis.edu
18 years
Help in windows installation
by Nieves Sánchez Martínez
Hello,
I'm Nieves and I have just come to your list, so I'm the newest member of the mailing list.
I'm now begining to work with Gretl but I have a problem because I don´t have write permissions in Windows Registry. I can install Gretl in my computer but without writing in registry. So when I try to execute a plugin, for example 'arima.dll', Gretl goes to 'C:\userdata\Gretl\plugins\arima.dll' to look for it but can´t find it because it doesn´t exists. On the other hand, the install program doesn't allow me to choose the path where I want to write this information.
I don't know how can I solve this problem so if you could help me I would be very pleased.
Thank yoy very much.
Nieves.
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18 years
ARMA models forecast in a Spreadsheet
by Marcos Larios
Hi list,
Whenever I do a forecast I always let gretl to do it for me and don't worry
about anything else, the problem is that I need to send a spreadsheet to a
client, and he "NEEDS" the calculation to be in there (Don't ask me why, he
thinks that models are to photos not to math), anyway, I don't seem to find
any reference that tells me how to forecast in a spreadsheet, I have an
ARMA(2,3) model but I don't know how to make the MA forecast in a
spreadsheet, the AR part is simple but the MA part I can't get past it, if
someone has already done something similar please advice, I don't want an
add-in or add-on or macro, I need it to be in a simple formula no matter if
I need set the recursive formula option on, thanks in advance.
--
Marcos Larios Santa Rosa
18 years
