Gretl 1.8.0 released
by Riccardo (Jack) Lucchetti
Version 1.8.0 of gretl is out. Here is a list of the major
changes with respect to 1.7.9. As usual, you can download the
latest version of gretl from
http://sourceforge.net/project/platformdownload.php?group_id=36234
USER EXPERIENCE
---------------
* Switch to compact tabular form for presenting model statistics
* Graphical User interface:
- Add model menu item: "Modify model", under the Edit menu,
provides a clone of the model specification
- graph controller: new facility to add a line, defined
via a formula, to an existing graph;
- line-color selector: extend to 6 colors, and distinguish
between setting the "palette" and setting ad hoc colors for
a specific graph
- Boxplots: hand the production of these over to gnuplot
- relocate user-defined scalars from main window to the
icon view window;
- many other small improvements
* Data filters
- add importer for SPSS .sav files
- CSV importer: try to handle time-series data in reverse
chronological order
* Many, many bug fixes
COMMANDS AND FUNCTIONS
----------------------
* New commands:
- "intreg": interval (grouped data) regression
- "modprint": makes it easy for script writers to format
estimation output
* Improved commands:
- "fcast": allow variables for the startobs and endobs
arguments; add "rolling" k-step-ahead option
- "gnuplot": now works in loops (batch mode only)
- "loop": now more robust, more efficient and more general
- "mle" and "nls": New option --numeric to force the use of
numerical derivatives
- "ols": add --jackknife option for robust standard errors and
--anova for printing the ANOVA table
- "ols" and "panel" (fixed effects): add option to calculate
p-value for the Durbin-Watson statistic
- "restrict": now available for nls, mle and gmm
- "tsls": now offers the --liml and --gmm options as
alternatives to two-stage least squares
* Modified commands:
- var: the matrices returned by the accessors $sigma and $vcv
for VAR systems now have a degrees of freedom correction
* Obsoleted commands: "rhodiff" and "hccm"
* New functions:
- Add accessors $Fstat and $chisq for the overall F-statistic
or chi-square test from the last model
- boxcox(): Box-Cox transformation
- mcovg(): matrix covariogram
- mpols(): enables multiple-precision OLS for user-defined
matrices
- toepsolv(): solves a Toeplitz system of linear equations
- urcpval(): gives user access to James MacKinnon's
p-values for unit root and cointegration test statistics
(tau)
* Improved functions:
- mlag(): now handles multiple lags using a vector as the
second argument
- pdf(): Speed-ups when the function is applied to a series
argument
Enjoy!
The gretl team.
_______________________________________________
Gretl-announce mailing list
Gretl-announce(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-announce
15 years, 12 months
gnuplot and loops
by Artur Tarassow
Hello,
I've got just a short question. Why is it not possible to use the
gnuplot command within a loop? I would like to compile a whole bunch of
xy-graphs by an easy command. Or can you recommend another solution for
my problem?
Best regards
Artur
16 years
question about loop-function in GRETL
by Maarten Delvaeye
Dear sir or madam, I'm a belgian student and this week I've been studying my course of Advanced Business Econometrics. I'm using the book ' Principles of Econometrics' (3rd version) from Hill, Griffiths & Lim. Now I am at Chapter 14: Time varying volatility and ARCH models. I got a problem with ex. 14.10 p. 381: this GARCH in mean model is written as a function of the time-varying standard deviation. The main problem is: I don't know how to write the time-varying standard deviation in the right form in the script. At the moment, my script seems like this (I thing the red piece is missing, but that's not enough I think):
Estimate a T-GARCH-in-mean model and check that you obtain the following results:
Ŷt = - 0,407 + 1,983 √ht
(t) (-2,862) (5,243)
Ht = 0,022 + (0,211 – 0,211dt-1)e²t-1 + 0,782 ht-1
(4,697) (8,952) (-8,728) (27,677) my script seems like this: function gim_filter(series y, \ scalar mu, scalar theta, scalar delta, scalar alpha, \ scalar gam, scalar beta, series *h)series lh = var(y)series le = y - muscalar T = $nobsloop for i=3..T --quiet scalar ilag = $i - 1 scalar d = (le[ilag]<0) scalar e2lag = le[ilag]^2 lh[i] = delta + alpha*e2lag + gam*e2lag*d + beta*lh[ilag] le[i] = le[i] - theta*lh[i]^(1/2)end loopseries h = lhreturn series leend functionopen c:\Temp\ukscalar mu = 0.8scalar gam = 0.1scalar alpha = 0.4scalar beta = 0scalar delta = 0.5scalar theta = 0.1series h = NAmle ll = -0.5*(log(2*pi) + log(h) +(e^2)/h) e = gim_filter(r, mu, theta, delta, alpha, gam, beta, &h) params mu theta delta alpha gam betaend mle --robust Would you be so kind to look after this exercise and let me know something?Yours faithfully, Maarten
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_________________________________________________________________
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16 years
Re: [Gretl-users] January 15 -> January 30
by Ignacio Diaz-Emparanza
El Thursday 15 January 2009 11:33:47 Talha Yalta escribió:
> > The gretl Conference Organizing Comitte has just decided to extend
> > the deadline for paper submissions to January 30, 2009.
>
> I was not aware of that decision :-)
> This is actually good news for me because I can use a few extra days
> to finish my paper entitled "Wilkinson Tests and Gretl."
> I have two quick questions:
> 1)- Will there be a proceedings of the conference?
Yes. We plan to publish a book with the proceedings (with ISBN).
> 2)- Will you put the submitted papers on the Internet? I am planning a
> major revision for mine over the next months so I don't want it made
> availabe.
Not inmediately. The proceedings will be published on paper for the conference
and on internet when the Conference be finished. We will allow a slightly
modified version of the paper for the moment we edit the proceedings (March?)
> Finally, could you revise my institution name on the webpage so that
> it reads: "TOBB University of Economics and Technology"?
Sorry, "Bug fixed".
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU
Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
www.et.bs.ehu.es
16 years
January 15 -> January 30
by Ignacio Diaz-Emparanza
>Hello gretl users:
>
>this is only to remember that the deadline for sending contributions (papers,
>posters) to the gretl Conference 2009 is january 15 (2009/01/15 in gretl
>format ;-))
>
>You can see all the information about the conference at
>http://www.gretlconference.org
WARNING:
The gretl Conference Organizing Comitte has just decided to extend
the deadline for paper submissions to January 30, 2009.
Best regards,
--
Ignacio Diaz-Emparanza
gretl Organizing Comittee
16 years
Some help for the upcoming 1.8.0 version (french translation)
by Florent Bresson
Hi everyone,
I'm working on the french translation of the
upcoming 1.8.0 version and I would like to ask the users for their help
in sending their comments about the translation. Some strings may be
incorrect and some other can surely be improved.
Thanks for your help.
Bonjour à tous,
Je travaille actuellement sur la traduction françaisee de la future version 1.8.0 de gretl et j'aurai besoin des commentaires des utilisateurs sur la traduction de la version actuelle. Merci de me signaler les chaînes de texte incorrectes ou dont la traduction vous semble maladroite.
Merci pour votre aide.
-----------------------
Florent Bresson
CEMAFI - Centre d'Etudes en Macroéconomie et Finance Internationale
Faculté de Droit, des Sciences Politiques, Economiques et de Gestion
Avenue Doyen Louis Trotabas, 06050 Nice Cedex 1
16 years
question about loop-function in GRETL
by Maarten Delvaeye
Dear sir or madam, I'm a belgian student and this week I've been studying my course of Advanced Business Econometrics. I'm using the book ' Principles of Econometrics' (3rd version) from Hill, Griffiths & Lim. Now I am at Chapter 14: Time varying volatility and ARCH models. I got a problem with ex. 14.10 p. 381: this GARCH in mean model is written as a function of the time-varying standard deviation. The main problem is: I don't know how to write the time-varying standard deviation in the right form in the script. At the moment, my script seems like this (I thing the red piece is missing, but that's not enough I think):
Estimate a T-GARCH-in-mean model and check that you obtain the following results:
Ŷt = - 0,407 + 1,983 √ht
(t) (-2,862) (5,243)
Ht = 0,022 + (0,211 – 0,211dt-1)e²t-1 + 0,782 ht-1
(4,697) (8,952) (-8,728) (27,677)
my script seems like this: function gim_filter(series y, \ scalar mu, scalar theta, scalar delta, scalar alpha, \ scalar gam, scalar beta, series *h)series lh = var(y)series le = y - muscalar T = $nobsloop for i=3..T --quiet scalar ilag = $i - 1 scalar d = (le[ilag]<0) scalar e2lag = le[ilag]^2 lh[i] = delta + alpha*e2lag + gam*e2lag*d + beta*lh[ilag] le[i] = le[i] - theta*lh[i]^(1/2)end loopseries h = lhreturn series leend functionopen c:\Temp\ukscalar mu = 0.8scalar gam = 0.1scalar alpha = 0.4scalar beta = 0scalar delta = 0.5scalar theta = 0.1series h = NAmle ll = -0.5*(log(2*pi) + log(h) +(e^2)/h) e = gim_filter(r, mu, theta, delta, alpha, gam, beta, &h) params mu theta delta alpha gam betaend mle --robust Would you be so kind to look after this exercise and let me know something?Yours faithfully, Maarten
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16 years
Open document data import.
by John C Frain
Is there a problem with open document import in recent versions of
gretl 1.9.1cvs. On Windows XP gretl cvs (built date 2009-1-1) will
not recognise the date column in the attached data set. Gretl 1.7.9
cvs 2008-12-12 built in Ubuntu 8.04 will. The attached is only the
first few records of a data set containg over 5000 records.
If I export the data set to excel (XP) I get a message similar to that
below when I try to read the import the excel data set (in both
windows and ubuntu). 32146 is the integer representation of the first
date in the data set. 39785 is the integer representation of the
last. Is it the case that excel requires a string representation of
the date rather than an Excel date format.
first row label "32146", last label "39785"
trying to parse row labels as dates...
3214: probably not a year
but I can't make sense of the extra bit
Best regards
John Frain
--
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
16 years
Problem in getting data from the internet
by Andrea Giusto
Hi all, I have been having some trouble to access the internet databases
in the past couple of weeks! Specifically I do
File -> Databases -> On database server
and i get a message saying "Error retrieving data from server"...any
ideas why and what I can do to fix this? Thanks
Andrea
16 years
Restrictions in VECM model...
by Mariusz Doszyn
Hello...
I've got VECM model with [3x3] matrix Pi=alpha*beta' that looks as follows: [-1, a1*b, a2*d; 0, b-1, 0; 0, 0, d-1]. a1, b, a2 and d are parameters. I was thinking about imposing restrictions for elements that equals 0. As I'm aware it's not possible to put such restrictions on matrix Pi (or am I wrong?). It's better to find sensible 'alpha' and 'beta' in this case (but I don't have any ideas yet )?
With regard,
Mariusz
16 years
