gretl 1.7.6rc1
by Allin Cottrell
Current gretl CVS and the Windows snapshot at
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
contain release candidate 1 for gretl 1.7.6.
Please note that this version involves a backwardincompatible
change with respect to gretl 1.7.5 and earlier, affecting
userdefined functions that (a) take a named list of variables as
an argument and (b) do things with the listmember variables by
means of a "foreach" loop on the list.
I won't go into the rationale for this change here. Anyone who
wants the details may look at the proceedings on the gretldevel
list for July, which were mostly taken up with this issue:
http://lists.wfu.edu/pipermail/gretldevel/2008July/thread.html
There's also a brief discussion in the chapter of the User's Guide
that deals with userdefined functions. But here's the bottom
line for users:
* If you want to "get hold of" a listmember variable in the
context noted above, you have to use the syntax listname.varname,
where listname is the name of the list in question and varname is
the name of the list member. (This is required only if you're
working with a list that was supplied as a function argument.)
Trivial example: inside a function, creating new variables which
are the cubes of the members of an original list, xlist, where
xlist is an argument to the function.
Old style:
loop foreach i xlist
$i_3 = $i^3
endloop
New style:
loop foreach i xlist
$i_3 = (xlist.$i)^3
endloop
In the new scheme, "$i" gets the name of the listmember variable
alright, but the variable is not "visible" under that name within
the function. So on the righthand side of the expression that
creates the cubes, we need "(xlist.$i)^3". (Well, actually the
parentheses are not required, but wearing your seatbelt is in
general a good idea.)
Although this may affect quite a large number of existing
functions, we believe the effects are localized and the update
should be trivial. If anyone has a function for which the update
is _not_ trivial, please let us know.
Allin Cottrell.
10 years, 6 months
Problems with Accented Filenames (Windows XP & Mac OS/X)
by Henrique
Hi!
I sent a mail for our gretl list speaking about my problems with
accented filenames. Well, I hadn't solved my problem yet. Because of this I
try to use a PC (with Windows XP) computer to avoid these problems. But
another problem had arised!
I going to describe the problem to you with details:
(1) I opened gretl (version 1.7.8cvs build date 20080922)
(2) I opened the datafile called "data97.gdt" (from the Ramanathan's
examples)
(3) I saved these file with another name: "Acentuação.gdt"
(4) I closed gretl
(5) I opened gretl again clicking in "Acentuação.gdt" twice
(6) I deleted the series 9, 10 and 11 (named SPRING, SUMMER and FALL,
respectively)
(7) I saved the database with these changes and closed gretl*
*After the "step 7", described above, I`d noticed that a new file, called
"Acentuação.gdt~" had appeared in the same folder of the file
"Acentuação.gdt". Before proceeding I had deleted this new file
("Acentuação.gdt~").
(8) I opened gretl again with a double click in the file "Acentuação.gdt"
(9) I opened the series called PRICE and choose the option "graph"
(10) I saved the graph as a session icon
(11) I closed the graph and tried to save the session with the name
"Acentuação Session.gretl". In that point the following message appears:
"zip error: File not found or no read permission (file '.Acentuação Session'
was not found)"
(12) After that message I tried to save the session with the name
"Acentuacao Session.gretl" (without accented characters). The software
(gretl) saved the session with success with the name "Acentuacao
Session.gretl"
(13) I closed gretl and when I'd tried to open the session file called
"Acentuacao Session.gretl"the following message appears:
"No such file or directory"
What's wrong? Am I doing any mistake? Any help are welcome!
Regards,
Henrique Andrade
PS.: I know I'm bugging you guys, but it isn't my intention! Sorry! :(
11 years, 11 months
SPSS data in gretl
by Allin Cottrell
Hello all,
There's a fair amount of largescale survey data available on the
net in SPSS format. Over the last couple of years several of my
students have wanted to make use of such data. Up to now I've
helped them out by importing from SPSS to R, then exporting as CSV
for gretl.
This works OK but it's not very convenient and it loses some
useful information (mainly, descriptive labels for variables and
'value labels' for categorical variables). So I've recently added
to gretl an importer for SPSS .sav files. I've tested on a
variety of such files, but if anyone is in the habit of handling
SPSS data and could give the importer a workout, that would be
great.
Allin Cottrell
12 years, 4 months
ADF result
by Charles Ward
I ran a ADF test in gretl and in R.
(The regression was no constant, LNEG lagged once, d_LNEG lag1 and d_LNEG
lag2)
In gretl and R, the results were for most purposes identical for all numbers
for Z and d_LNEG lag 1
In gretl the results for d_LNEG lag2 were
coefficient std. error tratio pvalue
d_LNEG_2 0.470623 0.126295 3.726 0.2006
But in R the results were
z.diff.lag2 0.47062 0.12629 3.726 0.00053
Which is correct?
Charles W
12 years, 4 months
Periods in forecast variance decomposition
by Tim Cox
Hi, everyone.
After estimating a VAR, Gretl offers a forecast variance decomposition under
the "analysis" menu. The dialogue box requires the user to select at least
two periods for the forecast variance decomposition, which makes me wonder
why two periods are required ... if I select two periods, is the first one
the last "in sample" period and the second one the first (and only) forecast
period? Or, if not, what do the two periods represent?
Thanks,
Tim Cox
12 years, 4 months
AR , Movavg commands
by "Matías F. Rebolledo"
Hello:
1) I'd like to know if, there is any way to solve a ols equation with a
MA second order (q=2), in a similar way as to solve with AR p order
(that's running AR command rather than OLS).
Because I've been using eviews as well, I've noticed that just
introducing either AR(p), or MA(q) as one of the "coefficients" into the
equation, you can solve it very easily. I've ran for the AR test in
gretl and it solved it , but how can I solve a MA(q) process in an equation?
Trying to use ARMA command, I've received a Collineality message. I'm
wondering if there is a way to run only a MA command. I don't understand
so far the use of the MOVAVG command (particularly in the aspect that
it's not centered by default) for solving an equation, which involves a
MA(2) process.
2) Just checking the last mail lists, I've figured that running a ADF
test over Eviews more than once, I've got the same different results of
pvalues. But then I noticed that the lags (calculated automaticly by
eviews) were different in each cases, so the pvalues were also
different. I don't know the reason neither for this automatic
discrimination.
Heaps of Thanks,
Matías
gretlusersrequest(a)lists.wfu.edu escribió:
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> Today's Topics:
>
> 1. ADF result (Charles Ward)
> 2. Re: ADF result (Sven Schreiber)
> 3. How to change the language of Gretl? (Hebert Suarez Cahuana)
> 4. Re: Is there Root Mean Square Error in Gretl?
> (Hebert Suarez Cahuana)
> 5. Re: Is there Root Mean Square Error in Gretl?
> (Hebert Suarez Cahuana)
> 6. Re: Is there Root Mean Square Error in Gretl?
> (Hebert Suarez Cahuana)
> 7. Re: Is there Root Mean Square Error in Gretl?
> (Hebert Suarez Cahuana)
>
>
> 
>
> Message: 1
> Date: Sun, 30 Nov 2008 11:27:58 +0000
> From: "Charles Ward" <cwrward(a)gmail.com>
> Subject: [Gretlusers] ADF result
> To: gretlusers(a)lists.wfu.edu
> MessageID:
> <bd9aa36b0811300327q5de82b17o13066f8a6298e4ab(a)mail.gmail.com>
> ContentType: text/plain; charset="iso88591"
>
> I ran a ADF test in gretl and in R.
>
> (The regression was no constant, LNEG lagged once, d_LNEG lag1 and d_LNEG
> lag2)
> In gretl and R, the results were for most purposes identical for all numbers
> for Z and d_LNEG lag 1
>
> In gretl the results for d_LNEG lag2 were
> coefficient std. error tratio pvalue
> d_LNEG_2 0.470623 0.126295 3.726 0.2006
> But in R the results were
> z.diff.lag2 0.47062 0.12629 3.726 0.00053
>
> Which is correct?
>
> Charles W
>
12 years, 4 months
How to change the language of Gretl?
by Hebert Suarez Cahuana
I like to change the language of Gretl How to do it?
Greetings
Hebert suarez
Peru

Sirvase confirmar la recepcion del mensaje.
Atentamente:
Profesor Hebert Suárez Cahuana
Departamento de Economía
Universidad Nacional de San Agustín
Av. Venezuela S/N Cercado
ArequipaPeru
http://www.hebertsuarezc.blogspot.com
Email: hsuarezc(a)unsa.edu.pe
Cel 549358355 (Claro)
549553775 (Movistar)
"Ninguna nación llego a la ruina por el libre comercio" Benjamin Franklin
12 years, 4 months
Is there Root Mean Square Error in Gretl?
by Hebert Suarez Cahuana
Hello:
Is there Root Mean Square Error in Gretl?
Thanks
Hebert Suarez Cahuana


Sirvase confirmar la recepcion del mensaje.
Atentamente:
Profesor Hebert Suárez Cahuana
Departamento de Economía
Universidad Nacional de San Agustín Av. Venezuela S/N Cercado
ArequipaPeru
http://www.hebertsuarezc.blogspot.com
Email: hsuarezc(a)unsa.edu.pe
Cel 549358355 (Claro)
549553775 (Movistar)
"Ninguna nación llego a la ruina por el libre comercio" Benjamin Franklin
12 years, 4 months
Gretl Statistical Application
by segun oyediran
Hi,
Kindly assist me on how to use the software to compute marginal effects (Odd Ratio) for the Ordered Logit Models as in STATA software.
Regards
Segun
12 years, 4 months
Panel models with random effects...
by Mariusz Doszyń
Hello...
Why after estimation of panel models with random effects we don't have such measures as, for example, determination ratio?
With regard...
Mariusz,
Poland
12 years, 4 months