importing multiple series
by Sven Schreiber
Hi,
I just imported variables from a PcGive file/databse, and wasn't able to
select more than one series at a time (tried the usual shift and control
key modifiers). It would be convenient if it were possible to do that,
or is there a specific reason that I'm missing.
thanks,
sven
17 years, 10 months
Installation on Mandriva2007
by Richard Carter
I have been trying to install gretl 1.6.0 on a PC with an AMD64 processor
running Mandriva 2007. In my most recent attempt I downloaded and unpacked
gretl-1.6.0.tar.bz2. When I ran ./configure it failed because it couldn't
find lapack. Here are the relevant lines from config.log:
configure:24845: checking for LAPACK
configure:24884: gcc -o conftest -I./lib/src -g -O2
conftest.c-L/usr/lib -llapack -lblas -lgfortran -lc -lc -lm >&5
/usr/bin/ld: skipping incompatible /usr/lib/liblapack.so when searching for
-llapack
/usr/bin/ld: skipping incompatible /usr/lib/liblapack.a when searching for
-llapack
/usr/bin/ld: skipping incompatible /usr/lib/liblapack.so when searching for
-llapack
/usr/bin/ld: skipping incompatible /usr/lib/liblapack.a when searching for
-llapack
/usr/bin/ld: cannot find -llapack
collect2: ld returned 1 exit status
configure:24887: $? = 1
configure: program exited with status 1
configure: failed program was:
| /* confdefs.h. */
The relevant files in /usr/lib are: liblapack.a; liblapack.so;
liblapack.so.3.0.
I would appreciate any advice people could give.
Robin Carter
17 years, 10 months
autoregrssive estimation
by Javier García
I've done the exercise adding 1 2 3 4 5 6 7 8 9 and 1 2 3 4 5 6 7 9 in the
lags' list, so in independt variable I've included no variables. My data set
is weekly, but I've tried with yearly data and the result is the same (error
with data). I've got other dubt: which is the difference between add 3
independt variables' lags and add 3 lags in AR lags' list?
Cheers
Javi
17 years, 10 months
autoregressive estimation
by javier garcia enriquez
Hi;
I´ve a dubt. When I choose in Gretl: Model->Time series-> Autoregressive estimation, if I try estimating the model without constant, Gretl tells me "Error in data", but if I include the constant it makes the estimation correctly, why does it occurs? is it a bug, isn't it?
On the other hand, if I select copy output (with RTF-MS Word), the estimated coefficients don´t be pasted while the rest of output is pasted
Cheers
Javi
---------------------------------
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Llamadas a fijos y móviles desde 1 céntimo por minuto.
http://es.voice.yahoo.com
17 years, 10 months
Correlograms do not show display name of variable
by John Paravantis PhD
Allin,
I suggest you change correlograms so that they show the display name of
a variable (which is supposed to be shown in graphs).
John Paravantis
University of Piraeus
Greece
17 years, 10 months
autoregressive estimation
by Javier García
Hi;
I´ve a dubt. When I choose in Gretl: Model->Time series-> Autoregressive
estimation, if I try estimating the model without constant, Gretl tells me
"Error in data", but if I include the constant it makes the estimation
correctly, why does it occurs? is it a bug, isn't it?
On the other hand, if I select copy output, the estimated coefficients don´t
be pasted while the rest of output is pasted (for example in word),
Cheers
Javi
17 years, 10 months
Note: change of list address
by Allin Cottrell
Hello all,
My university wants me to switch the gretl lists (gretl-users and
gretl-devel) over to our main list server. Hopefully this
transition will be fairly quick and painless; I'll be making a
start on it right after sending this.
You might want to hold off posting until I send out a confirmation
mail from the new address (that way we should keep a complete
archive).
Ths new addresses will be:
gretl-users(a)lists.wfu.edu
gretl-devel(a)lists.wfu.edu
That is, just replace "ricardo" with "lists".
Sorry for any inconvenience this may cause!
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
17 years, 10 months
cvs builds on ubuntu edgy
by Sven Schreiber
Hi,
I upgraded from ubuntu dapper to edgy and rebuilt gretl. However,
checkinstall-ing didn't work anymore for some (unknown) reason, so I
just did the standard make install (of today's cvs checkout). So for the
moment everything is fine, but I wonder what I should do once I decide
to install a newer version without getting any conflicts. Any hints?
Thanks,
Sven
17 years, 10 months
Suggestions for new features and some changes in gretl
by Andreas Karlsson
Dear gretl developers,
During the last months I have taught a course in Applied
econometrics, where the students have written four exam papers
analysing real economic data using gretl 1.6.0.
After my and my students experiences with using gretl for this
course, I have the following suggestions for new features in gretl:
* Add a menu entry for creating cross tabulation tables, for cross
tabulation of one variable against the other
* Add the possibility to calculate bootstrapped confidence intervals
for OLS estimates.
* For OLS output, also show the ANOVA table (or add a check box where
the user can choose to show the ANOVA table in the output)
For the augmented Augmented Dickey-Fuller test, regarding the
"testing-down algorithm" for choosing lag length, it says in the help
file: "In the context of step 2 above, 'significant' means that the
t-statistic for the last lag has an asymptotic two-sided p-value,
against the normal distribution, of 0.10 or less."
Suggestion:
* Include an option where the user can specify the value of the
asymptotic two-sided p-value himself, so the user is not stuck with
the 0.10 value
* Add the possibility to automatically choose the lag length based on
Akaike Information Criterion (AIC), Schwarz Bayesian criterion (BIC)
or Hannan-Quinn criterion (HQC) (possibly by using a drop down list
where the user can choose which method to use) instead of only
testing if the lags are significant. This possibility should of
course also be included in the Engle-Granger cointegration test.
After estimating a model and choosing "Tests > Collinearity" from the
output window, the variance infation factors (VIF) are given. Suggestion:
* Also show the value of the determinant of X'X as a measure of
multicollinearity (see, e.g., Montgomery et al., Introduction to
Linear Regression Analysis, Wiley: 2006, p. 340)
Some suggestions for cosmetic changes:
* Move the "Augmented Dickey-Fuller test" and "KPSS test" into a new
submenu entry "Variable > Unit root test", as follows: "Variable >
Unit root test > Augmented Dickey-Fuller test" and "Variable > Unit
root test > KPSS test"
* When adding Logs of selected varaibles call it ln_x or log_x
instead of l_x, in line with the use of sq_x. It makes it easier to
see what the variable is.
* In the outputs decimals (,) are used as separators (e.g., 3,14),
but for input one have to use a full stop (.) as separator (e.g.,
3.14). This is somwehat unintuitive, and should be changed so that
the same is used for output and input.
Some other suggestions for new features: Add menu entries for calculating
*1-sample sign test
*1-sample Wilcoxon signed rank test
*2-sample Wilcoxon rank sum test
If these latter tests are added, then create a new submenu
"Variable > Nonparametric tests" where the Runs test, the 1-sample
sign test, 1-sample Wilcoxon signed rank test and 2-sample Wilcoxon
rank sum test are placed.
Finally, thanks for a really great software. The students really liked it.
Best regards,
Andreas Karlsson,
Uppsala University,
Sweden
17 years, 10 months
