Tests for Residuals
by Tom La Bone
Good morning,
1) Does Gretl have tests for randomness of residuals accessible as options
from the GUI?
2) From the command line?
3) What references are recommended for folks who interested in the
algorithms used in Gretl? In other words, what references discuss in detail
how Gretl does what it does?
Tom
18 years
Re: Unit Root Test
by Marcos Larios
> could you be more specific, please? Single equation or VAR, ARMA or not,
> etc. etc.
>
> thanks,
> sven
>
Hi Sven, I'm refering to the Roots in an ARMA model, the thing is that I
need to build the graph for the unit root test in ARMA models, for which I
require acces (through code) to the Roots, Imaginary, Modulus and Frecuency
in the Unit Root Test Results in the ARMA models, I also need to know how to
"draw" a circle in a graph with gretl, it seems I can't get gnuplot to
recognize the circle equation... any help would be welcome...
--
Marcos Larios Santa Rosa
18 years
quantile() and matrices
by Allin Cottrell
As per Andreas's suggestion (and mainly thanks to Jack) the
quantile() function is now extended to matrices.
Example:
<script>
nulldata 10
matrix a = mnormal(10000,4)
matrix q = quantile(a, .975)
print q
</script>
Should produce something resembling:
q (1 x 4)
1.9678 1.9509 1.9975 1.9947
--
Allin Cottrell
Department of Economics
Wake Forest University, NC
18 years
trouble with matrix functions
by nadaud＠centre-cired.fr
Hi listers, greetings from Paris !
I am in big trouble with matrix functions under GRETL 1.7.0 under XP.
The problem is the following:
I run system estimation (SUR) on microdata (10 305 households). Then i
use the results (coefficients and fitted values) to compute elasticities
for each household.
however, gretl does not compute them.
here is some code :
matrix vecun = ones(10305,1)
matrix erlog = vecun + (coeffaids[4,1]).*(1/what[,1])
matrix ercar = vecun + (coeffaids[4,2]).*(1/what[,2])
matrix erij = erlog~ercar
matrix er=meanc(erij)
er
but gretl says :
? matrix erlog = vecun + (coeffaids[4,1]).*(1/what[,1])
Data type non conformant for the operation
normally vecun is a column vector of ones (10305,1) ; coeffaids[4,1] is
a scalar (so is promoted to matrix for this step) and 1/what[,1] is the
inverse of the fitted shares for good one, again a column vector
(10305,1). But gretl does not like it much !
This is puzzeling because, in another script, with *exactly the same
data and the same code*, the computations run ok .
Note that i checked the sizes of the other matrices :
I just redo the computation on the main script and it runs ok !
any advice ? I am a bit lost !
cheers
Franck
18 years
Re: Classical Decomposition
by Marcos Larios
> 2) Using the Gretl GUI, can I perform a classical decomposition similar to
> that performed by Minitab (e.g., see Chapter 7 of Minitab 13 manual)?
>
>
>
> 3) If I can't do it with the GUI, can you offer some guidance on how to
> use
> the command line to do this?
>
>
>
> Thanks for the help.
>
>
>
> Tom
>
Just select your serie then go to: Variable>ARIMA-X-12, that'll give you the
option to save the serie's components... it uses an "hybrid" decomposition,
using additive and multiplicative terms at the same time, but it's supposed
to be better than the clasical decomposition.
--
Marcos Larios Santa Rosa
18 years, 1 month
Re: [Gretl-users] Classical Decomposition
by andreas.rosenblad＠ltv.se
labone(a)gforcecable.com @ INTERNET skrev 2008-02-01 11:34:08 :
> 2) Using the Gretl GUI, can I perform a classical decomposition similar
to
> that performed by Minitab (e.g., see Chapter 7 of Minitab 13 manual)?
I don't think you can do it, maybe possibly via the X12ARIMA program that
can be accessed from inside gretl. Otherwise, please file a feature request
at http://sourceforge.net/projects/gretl/
Andreas
18 years, 1 month
Classical Decomposition
by Tom La Bone
Greetings,
1) Can you suggest an easy way to search the gretl-users archive?
2) Using the Gretl GUI, can I perform a classical decomposition similar to
that performed by Minitab (e.g., see Chapter 7 of Minitab 13 manual)?
3) If I can't do it with the GUI, can you offer some guidance on how to use
the command line to do this?
Thanks for the help.
Tom
18 years, 1 month
Unit Root Test
by Marcos Larios
Hi listers...
I'm trying to do some tests with the Unit Root
"Coefficients" (don't know the translation), but I don't know how to acces
them with code, does anyone here knows how to acces them with code, I mean
the Root, the Imaginary, modulus and frecuency?
--
Marcos Larios Santa Rosa
18 years, 1 month
