DW test
by Mariusz Doszyń
Hello...
While estimating panel model with fixed effects with two explanatory variables for 11 units, number of independent variables in Durbin-Watson test equals 2 or 13? It's sensible to use this test in case of that kind of models?
Best wishes...
Mariusz
Poland
16 years, 4 months
csv date parsing
by Sven Schreiber
Dear devels and fellow users,
right now I am struggling a little bit with importing daily time series
data from a csv file. First of all it turns out that the necessary
format for dates is not explained in the gretl guide for daily data.
After a lot of trial and error I just tried to imitate what gretl itself
writes out when exporting the example djclose.gdt dataset, namely
"2008/10/13", including the enclosing quotes. That was actually a bit
tricky, but with the rectangular selection features of jEdit I
eventually managed. (Yes jack, I'm sure it's also possible with emacs :-)
Even after naming the first column 'obs', still it doesn't work! Could
it be that the problem is that my data is stored in reverse
chronological order (t=T at the top, t=1 at the bottom)?
Needless to say, other formats haven't worked, either; gretl always
imports the data as undated. I tried 2008-10-13 and 2008.10.13, and
since gretl also reported that it had tried to read it as 'YYYYMMDD', I
also tried the format 20081013, with no success.
IMHO gretl should actually recognize all of those date formats, the
heuristics for that don't seem so difficult. (sorry for the grumpy remark)
Actually since the file is only 11KB I'm taking the liberty of pasting
the contents at the end of this message. Decimal separator is comma, but
I have set that in my gretl right now. Or you just delete the final
column from the file, that's not really what this is about.
Any hints are appreciated!
thanks,
sven
obs;Erster;Hoch;Tief;Schlusskurs;Volumen
"2008/11/19"; 4586;4587;4383;4396;0,00
"2008/11/18"; 4556;4608;4446;4579;3413350,00
"2008/11/17"; 4701;4734;4512;4557;3494690,00
"2008/11/14"; 4723;4874;4696;4710;3861210,00
"2008/11/13"; 4600;4714;4525;4650;3784350,00
"2008/11/12"; 4802;4875;4555;4621;4243150,00
"2008/11/11"; 4984;4984;4742;4762;4021370,00
"2008/11/10"; 5024;5135;4998;5026;3378740,00
"2008/11/07"; 4830;5018;4751;4938;4046670,00
"2008/11/06"; 5102;5102;4782;4814;5595840,00
"2008/11/05"; 5269;5272;5143;5167;4882860,00
"2008/11/04"; 5019;5303;4993;5278;5778500,00
"2008/11/03"; 5054;5090;4968;5027;5228020,00
"2008/10/31"; 4856;5067;4785;4988;8789690,00
"2008/10/30"; 4894;5042;4828;4945;9721710,00
"2008/10/29"; 4460;4886;4460;4809;13641700,00
"2008/10/28"; 4315;4823;4315;4823;19745000,00
"2008/10/27"; 4143;4486;4079;4335;10616600,00
"2008/10/24"; 4363;4363;4015;4296;7343550,00
"2008/10/23"; 4560;4577;4364;4520;5555570,00
"2008/10/22"; 4740;4740;4536;4571;5167020,00
"2008/10/21"; 4883;4910;4736;4784;4464140,00
"2008/10/20"; 4892;4941;4754;4835;5922000,00
"2008/10/17"; 4758;4836;4577;4781;8893720,00
"2008/10/16"; 4676;4891;4522;4623;8777920,00
"2008/10/15"; 5187;5192;4791;4862;7738260,00
"2008/10/14"; 5135;5384;5105;5199;8229620,00
"2008/10/13"; 4642;5062;4641;5062;8943260,00
"2008/10/10"; 4595;4654;4308;4544;11634500,00
"2008/10/09"; 5055;5154;4804;4887;7844920,00
"2008/10/08"; 5237;5319;4870;5014;11343500,00
"2008/10/07"; 5450;5502;5300;5327;11836900,00
"2008/10/06"; 5606;5606;5345;5387;9115760,00
"2008/10/03"; 5682;5832;5618;5797;6123240,00
"2008/10/02"; 5794;5877;5630;5661;7025650,00
"2008/10/01"; 5865;5866;5747;5806;6228930,00
"2008/09/30"; 5728;5837;5658;5831;7961230,00
"2008/09/29"; 6010;6016;5803;5807;7633250,00
"2008/09/26"; 6118;6118;6001;6064;5027680,00
"2008/09/25"; 6058;6188;6050;6173;5655200,00
"2008/09/24"; 6071;6109;6014;6053;5114370,00
"2008/09/23"; 6092;6123;6034;6069;6853620,00
"2008/09/22"; 6189;6235;6106;6108;7727230,00
"2008/09/19"; 6103;6220;5848;6190;20191600,00
"2008/09/18"; 5875;5967;5813;5863;12481700,00
"2008/09/17"; 5978;6036;5825;5861;10672400,00
"2008/09/16"; 6017;6024;5859;5965;12578100,00
"2008/09/15"; 6138;6138;5942;6064;11887800,00
"2008/09/12"; 6207;6256;6160;6235;6022800,00
"2008/09/11"; 6193;6202;6086;6179;5777470,00
"2008/09/10"; 6225;6254;6161;6210;6242820,00
"2008/09/09"; 6258;6327;6199;6233;6593940,00
"2008/09/08"; 6262;6357;6250;6264;6798450,00
"2008/09/05"; 6248;6253;6096;6127;7004600,00
"2008/09/04"; 6477;6482;6263;6280;5767020,00
"2008/09/03"; 6488;6519;6440;6467;4277170,00
"2008/09/02"; 6417;6554;6379;6518;5874490,00
"2008/09/01"; 6401;6449;6341;6422;3373020,00
"2008/08/29"; 6428;6458;6401;6422;4067760,00
"2008/08/28"; 6314;6456;6265;6421;5109040,00
"2008/08/27"; 6336;6347;6252;6321;3823480,00
"2008/08/26"; 6288;6371;6238;6341;3990710,00
"2008/08/25"; 6333;6362;6289;6297;2438010,00
"2008/08/22"; 6244;6356;6229;6342;4173280,00
"2008/08/21"; 6290;6293;6219;6237;5014170,00
"2008/08/20"; 6298;6337;6262;6318;3794970,00
"2008/08/19"; 6399;6401;6269;6282;4924940,00
"2008/08/18"; 6464;6486;6409;6433;3035410,00
"2008/08/15"; 6460;6514;6394;6446;4783210,00
"2008/08/14"; 6451;6481;6370;6442;4401850,00
"2008/08/13"; 6563;6567;6417;6422;6306530,00
"2008/08/12"; 6602;6627;6545;6586;4641330,00
"2008/08/11"; 6571;6613;6555;6610;4630140,00
"2008/08/08"; 6538;6586;6443;6562;5241990,00
"2008/08/07"; 6543;6621;6521;6543;4949070,00
"2008/08/06"; 6532;6569;6496;6561;5779140,00
"2008/08/05"; 6356;6532;6343;6519;6229190,00
"2008/08/04"; 6370;6395;6322;6350;3827400,00
"2008/08/01"; 6461;6490;6379;6396;5218010,00
"2008/07/31"; 6468;6540;6428;6480;5945480,00
"2008/07/30"; 6406;6505;6396;6460;5859470,00
"2008/07/29"; 6303;6425;6265;6399;6632110,00
"2008/07/28"; 6412;6417;6342;6351;4290890,00
"2008/07/25"; 6412;6480;6331;6437;7875970,00
"2008/07/24"; 6546;6577;6415;6441;7579090,00
"2008/07/23"; 6486;6562;6485;6536;7356960,00
"2008/07/22"; 6395;6450;6322;6443;5798780,00
"2008/07/21"; 6381;6484;6343;6425;4564120,00
"2008/07/18"; 6261;6396;6237;6383;7900810,00
"2008/07/17"; 6177;6318;6177;6271;8968900,00
"2008/07/16"; 6101;6177;5999;6155;7845000,00
"2008/07/15"; 6155;6165;6007;6082;8197590,00
"2008/07/14"; 6185;6254;6185;6200;4740970,00
"2008/07/11"; 6310;6332;6140;6153;6815810,00
"2008/07/10"; 6339;6385;6254;6305;5893160,00
"2008/07/09"; 6331;6398;6331;6386;5583530,00
"2008/07/08"; 6314;6332;6227;6304;6903130,00
"2008/07/07"; 6312;6416;6287;6396;4588880,00
"2008/07/04"; 6361;6375;6255;6272;3593290,00
"2008/07/03"; 6263;6392;6201;6354;7080600,00
"2008/07/02"; 6320;6396;6295;6305;6736720,00
"2008/07/01"; 6394;6405;6260;6316;7220050,00
"2008/06/30"; 6423;6447;6308;6418;5880410,00
"2008/06/27"; 6449;6465;6348;6422;6655380,00
"2008/06/26"; 6572;6578;6448;6460;5963850,00
"2008/06/25"; 6552;6629;6548;6618;5458900,00
"2008/06/24"; 6588;6617;6444;6536;6943680,00
"2008/06/23"; 6587;6629;6573;6589;5347310,00
"2008/06/20"; 6731;6766;6547;6578;12182800,00
"2008/06/19"; 6704;6765;6662;6721;6041230,00
"2008/06/18"; 6795;6797;6706;6729;5332510,00
"2008/06/17"; 6744;6856;6743;6796;5429310,00
"2008/06/16"; 6773;6813;6672;6730;4777930,00
"2008/06/13"; 6702;6778;6650;6765;5907230,00
"2008/06/12"; 6648;6733;6648;6715;6058960,00
"2008/06/11"; 6782;6813;6638;6650;6491510,00
"2008/06/10"; 6789;6799;6716;6771;5904440,00
"2008/06/09"; 6790;6839;6763;6816;5546170,00
"2008/06/06"; 6966;7003;6796;6804;7038540,00
"2008/06/05"; 6965;7009;6905;6942;5226850,00
"2008/06/04"; 6994;6994;6898;6965;5067320,00
"2008/06/03"; 6987;7023;6962;7019;4668170,00
"2008/06/02"; 7099;7102;6995;7009;4273730,00
"2008/05/30"; 7066;7125;7064;7097;5671050,00
"2008/05/29"; 7056;7085;7005;7055;5557810,00
"2008/05/28"; 6981;7082;6955;7034;6477470,00
"2008/05/27"; 6966;7006;6906;6959;4873410,00
"2008/05/26"; 6924;6965;6918;6954;2318090,00
"2008/05/23"; 7058;7066;6935;6944;5689740,00
"2008/05/22"; 7016;7090;6981;7070;5858570,00
"2008/05/21"; 7129;7151;7013;7041;6710010,00
"2008/05/20"; 7188;7189;7108;7119;4806540,00
"2008/05/19"; 7177;7232;7165;7226;4779470,00
"2008/05/16"; 7104;7206;7104;7157;7000810,00
"2008/05/15"; 7072;7089;7037;7081;4869790,00
"2008/05/14"; 7082;7101;7001;7083;4929690,00
"2008/05/13"; 7063;7081;7002;7060;4867090,00
"2008/05/12"; 7021;7065;7006;7036;2583360,00
"2008/05/09"; 7041;7041;6962;7003;5591620,00
"2008/05/08"; 7038;7073;7013;7072;5243070,00
"2008/05/07"; 7041;7108;7037;7076;5213130,00
"2008/05/06"; 7044;7062;7033;7017;732750,00
"2008/05/05"; 7037;7060;7022;7052;2912010,00
"2008/05/02"; 7017;7093;7005;7043;6850180,00
"2008/04/30"; 6888;6963;6852;6949;6301100,00
"2008/04/29"; 6905;6910;6855;6885;5720240,00
"2008/04/28"; 6914;6966;6820;6925;4405800,00
"2008/04/25"; 6856;6945;6849;6897;6409410,00
"2008/04/24"; 6777;6828;6721;6821;6588680,00
"2008/04/23"; 6740;6814;6657;6795;5789820,00
"2008/04/22"; 6762;6819;6703;6728;5198710,00
"2008/04/21"; 6841;6849;6750;6787;4851050,00
"2008/04/18"; 6703;6860;6703;6843;7212810,00
"2008/04/17"; 6717;6743;6665;6682;5198690,00
"2008/04/16"; 6625;6711;6601;6703;5760880,00
"2008/04/15"; 6581;6627;6525;6585;4635650,00
"2008/04/14"; 6562;6573;6517;6554;4653620,00
"2008/04/11"; 6739;6768;6571;6604;6120630,00
"2008/04/10"; 6717;6719;6609;6704;6870560,00
"2008/04/09"; 6751;6785;6705;6721;4628270,00
"2008/04/08"; 6795;6795;6724;6772;4752940,00
"2008/04/07"; 6803;6843;6795;6821;4839220,00
"2008/04/04"; 6754;6797;6691;6763;5156080,00
"2008/04/03"; 6788;6803;6696;6742;6038330,00
"2008/04/02"; 6749;6807;6726;6777;7110710,00
"2008/04/01"; 6519;6735;6497;6720;7711640,00
"2008/03/31"; 6530;6541;6430;6535;5047120,00
"2008/03/28"; 6587;6616;6535;6560;5656840,00
"2008/03/27"; 6486;6610;6479;6578;6579560,00
"2008/03/26"; 6508;6538;6469;6489;6455770,00
"2008/03/25"; 6443;6540;6443;6525;8618730,00
"2008/03/20"; 6331;6376;6271;6320;14593100,00
"2008/03/19"; 6429;6470;6311;6361;10012500,00
"2008/03/18"; 6238;6418;6238;6393;9149890,00
"2008/03/17"; 6361;6362;6168;6182;12442500,00
"2008/03/14"; 6500;6623;6392;6452;7947600,00
"2008/03/13"; 6530;6530;6399;6501;7570990,00
"2008/03/12"; 6575;6667;6569;6599;6487860,00
"2008/03/11"; 6463;6604;6432;6525;7523810,00
"2008/03/10"; 6487;6537;6415;6448;6409640,00
"2008/03/07"; 6551;6562;6451;6514;7589500,00
"2008/03/06"; 6675;6683;6570;6591;6359710,00
"2008/03/05"; 6583;6699;6579;6684;6386220,00
"2008/03/04"; 6693;6720;6517;6545;7593700,00
"2008/03/03"; 6693;6702;6609;6690;6278040,00
"2008/02/29"; 6848;6865;6699;6748;7872260,00
"2008/02/28"; 6985;6995;6850;6863;6893670,00
"2008/02/27"; 7008;7018;6881;6998;6216740,00
"2008/02/26"; 6906;7003;6906;6986;1664670,00
"2008/02/25"; 6851;6923;6825;6883;5621930,00
"2008/02/22"; 6889;6889;6763;6806;7767140,00
"2008/02/21"; 6928;7018;6881;6905;6698450,00
"2008/02/20"; 6933;6965;6853;6900;7121770,00
"2008/02/19"; 6948;7080;6891;7002;6358880,00
"2008/02/18"; 6866;6998;6866;6968;5178450,00
"2008/02/15"; 6967;7013;6798;6832;7919620,00
"2008/02/14"; 7025;7062;6935;6962;7319430,00
"2008/02/13"; 6914;7007;6870;6974;6515330,00
"2008/02/12"; 6793;6979;6746;6968;8880000,00
"2008/02/11"; 6724;6812;6691;6744;5878460,00
"2008/02/08"; 6778;6852;6706;6767;5600270,00
"2008/02/07"; 6829;6839;6656;6734;8541230,00
"2008/02/06"; 6727;6862;6697;6848;8282700,00
"2008/02/05"; 6999;7000;6744;6765;9304620,00
"2008/02/04"; 7019;7059;6976;7000;6343350,00
"2008/02/01"; 6896;7037;6896;6969;8687090,00
"2008/01/31"; 6857;6888;6691;6852;9152180,00
"2008/01/30"; 6887;6921;6823;6875;7007530,00
"2008/01/29"; 6835;6930;6824;6893;8285420,00
"2008/01/28"; 6749;6827;6680;6819;8132990,00
"2008/01/25"; 6884;7002;6782;6817;10474300,00
"2008/01/24"; 6550;6855;6550;6821;14907000,00
"2008/01/23"; 6812;6885;6384;6439;15667400,00
"2008/01/22"; 6591;6877;6421;6769;20929900,00
"2008/01/21"; 7293;7293;6763;6790;19034900,00
"2008/01/18"; 7418;7501;7288;7314;13179900,00
"2008/01/17"; 7505;7547;7400;7414;9289960,00
"2008/01/16"; 7536;7554;7450;7472;12832200,00
"2008/01/15"; 7715;7724;7564;7566;10084600,00
"2008/01/14"; 7693;7759;7684;7732;6669210,00
"2008/01/11"; 7717;7746;7675;7718;8296740,00
"2008/01/10"; 7799;7831;7701;7713;8905680,00
"2008/01/09"; 7839;7842;7770;7783;10232700,00
"2008/01/08"; 7845;7923;7832;7850;8762050,00
"2008/01/07"; 7811;7859;7782;7817;9164790,00
"2008/01/04"; ; ; ;7809;0,00
"2008/01/03"; 7942;7970;7858;7908;6557280,00
"2008/01/02"; 8046;8101;7925;7949;5105640,00
"2007/12/28"; 8011;8069;7992;8067;2055360,00
"2007/12/27"; 8039;8074;8025;8039;4074960,00
"2007/12/21"; 7913;8015;7913;8003;13832000,00
"2007/12/20"; 7842;7919;7842;7869;5210910,00
"2007/12/19"; ; ; ;7837;0,00
"2007/12/18"; ; ; ;7851;0,00
"2007/12/17"; ; ; ;7825;0,00
"2007/12/14"; 7949;7987;7873;7948;5644920,00
"2007/12/13"; 8014;8034;7923;7928;0,00
"2007/12/12"; 7969;8118;7928;8076;8666740,00
"2007/12/11"; 8050;8067;7983;8009;6505060,00
"2007/12/10"; 7973;8058;7955;8033;5988700,00
"2007/12/07"; 7963;8010;7958;7994;7355580,00
"2007/12/06"; 7958;7998;7911;7941;6490070,00
"2007/12/05"; 7851;7952;7843;7945;5860370,00
"2007/12/04"; 7842;7850;7785;7809;7430510,00
"2007/12/03"; 7859;7890;7826;7837;5563200,00
"2007/11/30"; 7772;7894;7772;7871;7630840,00
"2007/11/29"; 7755;7780;7729;7765;6806350,00
"2007/11/28"; 7552;7729;7537;7724;8682860,00
"2007/11/27"; 7537;7546;7445;7531;7092700,00
"2007/11/26"; 7642;7675;7560;7567;5920870,00
"2007/11/23"; 7565;7620;7549;7609;5821650,00
"2007/11/22"; 7539;7581;7488;7562;6097320,00
"2007/11/21"; 7570;7570;7475;7518;9440360,00
"2007/11/20"; 7550;7634;7524;7630;8936710,00
"2007/11/19"; 7623;7623;7499;7512;8486320,00
16 years, 4 months
Script command for interval means....
by Mariusz Doszyń
Hello...
Is there a script command that could be used for panel data to estiamte means of variables for units? As I'm aware in GUI in menu we have 'interval means' under 'variable' but I couldn't find how to obtain something like this in scripting mode.
Mariusz
Poland
16 years, 4 months
Chow Test in Gretl
by Thomas La Bone
I have two sets of data that are not time series. I would like to fit
separate linear models (intercept and slope) to each set of data and
then test if the models are the same (intercepts and slopes are equal).
I understand that this may be done with the Chow test and that Gretl
offers this test. Can I do what I want here with the Chow test in Gretl?
Thanks.
Tom
16 years, 4 months
Re: [Gretl-users] 'Omit' command for panel data models...
by Mariusz Doszyń
> Hello Allin...
> My script is working fine but not for all data files. I've attached files
> for which it doesn't work and script file.
> Why is it so?
Hello...
I think that I've found the reason. Once of the variables (m) have to many
missing values....
Best wishes,
Mariusz
16 years, 4 months
gretl no longer working (Ubuntu Hardy)
by lombardo
Hi,
not long ago I started exploring gretl with Ubuntu Hardy. (Gretl 1.7.1)
I was able to import a CSV file (here attached). Then I tried to install
gretl 1.7.9 (unsuccessfully) and the old version of Gretl (re-installed
several times) failed to open that CSV file (or even closed down when
trying to do so).
Givning the following command
>>gretl --version
I get (see below) which reports a suspicious 1.7.9: Does anybody see
what is going on? Is gretl 1.7.1 supposed to report "gretl: gui client
for gretl version 1.7.9"?
Regards
Gianni
setlocale(LC_NUMERIC, "en_US.UTF-8") returned en_US.UTF-8
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
error: 'Failed to execute child process
"/mnt/dosc/userdata/rats/oecd/" (No such file or directory)'
gretl: gui client for gretl version 1.7.9,
Copyright Allin Cottrell and Riccardo "Jack" LucchettiThis is free
software with ABSOLUTELY NO WARRANTY.
16 years, 4 months
Re: [Gretl-users] 'Omit' command for panel data models...
by Mariusz Doszyń
> I think that there is something wrong with my data set.
> When I run script:
> panel c const y r time
> omit --auto
> there is information about error in data but I don't know why.
Could this be result of missing values in data set?
Mariusz,
Poland
16 years, 4 months
Significant coefficient estimates...
by Mariusz Doszyń
Hello...
I'm sure that you have many interesting ideas how to prepare scripts in which models will have (at the end) only significant estimates of parameters. Do you use some kinds of condicions? In my scripts I use critical t values and conditions (if, elseif, ect) but I'm sure that there are better ideas....
Best wishes,
Mariusz
Poland
16 years, 4 months
gretl "command not found"
by Cameron Kaplan
I am trying to build Gretl 1.7.9 from source to run on my Mac G4
laptop. I have followed all of the instructions on the website.
Everything seemed to work fine throughout the process, although I am
quite new to unix code. But... when I try to type "gretl" into xterm,
it says:
-bash: gretl: command not found
Interestingly, when I type gretlcli, the command line interface comes
up fine. Isn't the command gretl supposed to bring up the GUI? If
so, what's going on here?
Thanks.
16 years, 4 months
