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 backward-incompatible
change with respect to gretl 1.7.5 and earlier, affecting
user-defined functions that (a) take a named list of variables as
an argument and (b) do things with the list-member 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 gretl-devel
list for July, which were mostly taken up with this issue:
http://lists.wfu.edu/pipermail/gretl-devel/2008-July/thread.html
There's also a brief discussion in the chapter of the User's Guide
that deals with user-defined functions. But here's the bottom
line for users:
* If you want to "get hold of" a list-member 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, "$i" gets the name of the list-member variable
alright, but the variable is not "visible" under that name within
the function. So on the right-hand side of the expression that
creates the cubes, we need "(xlist.$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.
14 years, 3 months
inconsistency in PCA function
by Rebecca Zhang
Hi,
I got inconsistent results when running PCA using covariance matrix in gretl. Please see attached TSY_curve file for the data used. Please see attached PCA_problem file that illustrated the problem when verified with R.
The result highlighted in yellow is different from R result and appears in consistent with a reduced components result. I appreciate if you can look into it. Thank you.
Regards,
Rebecca
14 years, 7 months
Re: [Gretl-users] Gretl-users Digest, Vol 32, Issue 13
by Mike Pfeiff
Thank you.
I was working with quarterly GDP and monthly employment data. I wanted
to "compact" the monthly employment data to quarterly and estimate a
relationship between the two series.
I brought the data into GRETL from an ODBC connection from my own access
database that scrapes most current data from BLS and BEA. The database
servers in GRETL are great but the best I can tell is there is some
delay in updating the data.
Since I need the most current data available for my application, I built
a access database to scrape the government websites and serve as a
repository for my data.
I've used Matlab applications in the past that allowed workspace
variables to have different frequencies and thought GRETL might be the
same.
Instead of GRETL as my data processing engine, I think it more efficient
to do my data processing (compacting etc) in access and create a access
data table to be brought into GRETL cleanly.
I'm not suck on this concept so if you think it might be efficient for
me to do it another way I would love to hear your thoughts.
By the way, I have to say how much fun I am having learning GRETL and
Econometrics again. Thank you very much for all your efforts.
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of
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Sent: Wednesday, September 09, 2009 7:48 AM
To: gretl-users(a)lists.wfu.edu
Subject: Gretl-users Digest, Vol 32, Issue 13
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Today's Topics:
1. Re: compacting a single variable? (Allin Cottrell)
2. Re: Open .xls files (Henrique)
3. Opening a spreadsheet file (Henrique)
4. Re: Opening a spreadsheet file (Allin Cottrell)
5. Re: Opening a spreadsheet file (Allin Cottrell)
6. Re: Corrgm function (after thinking) (Ofer Cornfeld)
7. Re: Corrgm function (after thinking) (chris)
8. Re: Corrgm function (after thinking) (Ignacio Diaz-Emparanza)
----------------------------------------------------------------------
Message: 1
Date: Tue, 8 Sep 2009 12:59:03 -0400 (EDT)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] compacting a single variable?
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <Pine.A41.4.58.0909081256210.1970306(a)f1n11.sp2net.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII
On Tue, 8 Sep 2009, Mike Pfeiff wrote:
> I know you can compact a dataset, but is there a way to compact a
single
> variable?
No, that wouldn't make sense: you can't have a gretl dataset in
which variables of differing frequencies coexist. But of course
you can do:
store singlevar.gdt x
open singlevar.gdt
dataset compact <params>
store singlevar.gdt x
then reopen singlevar.gdt to get the compacted version of x.
Allin Cottrell
------------------------------
Message: 2
Date: Tue, 8 Sep 2009 18:34:01 -0300
From: Henrique <henrique.coelho(a)gmail.com>
Subject: Re: [Gretl-users] Open .xls files
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID:
<b3173c600909081434h5cd6bdd7lc3679630823e5880(a)mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
2009/9/8 Allin Cottrell <cottrell(a)wfu.edu>
>
> I don't know without seeing your xls file. I get correct results
> here opening xls with --sheet and --rowoffset specifications,
> provide those specifications are right, i.e., in this case row 2
> in sheet 2 contains variable names, starting in column 1, and
> subsequent rows contain data.
>
I also get correct results using another xls files.
> You might want to check that the file doesn't contain "junk" off
> screen to the right of the area you want gretl to read.
>
I checked my file and it doesn't have this kind of problem. I think my
problem is caused by incorrect external links inside my xls file. I
fixed it
and now everything is working properly. Thanks a lot!
Henrique
15 years, 1 month
Scatter by 2 groups
by Ricardo Gonçalves Silva
Hi ,
I need to do a scatter plot by two groups (like time and individual, in a panel data).
I have continuous data and 4 classes for each grouping variable (16 combinations).
Can Gretl does this?
Any hint, even concerning other software, will be very appreciated.
Thanks in advance,
Rick
15 years, 2 months
unwanted clipping
by Alan G Isaac
I'm seeing clipping of the y-axis label in my graphs.
Known problem?
Thanks,
Alan Isaac
15 years, 2 months
Script & Signs
by Henrique
Dear Gretl comunnity,
I'm estimating and saving a series of OLS models using a
script. Before start to make the regular statistical tests on these
models I need to check the signs of the estimated parameters. It is
something like that: suppose the economic model,
Y = b[1] + b[2]*X +b[3]*Z
The theory tells me that b[2] < 0 and b[3] > 0 and I estimate "n" models,
Model 1: Y = b[1] + b[2]*X1 +b[3]*Z1
Model 2: Y = b[1] + b[2]*X2 +b[3]*Z2
.
.
.
Model n: Y = b[1] + b[2]*Xn +b[3]*Zn
Now I would like to know if it is possible to obtain a list with the
models where the estimated parameters follow the theory (i.e. b[2] < 0
and b[3] > 0).
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
15 years, 2 months
(no subject)
by Kehl D ániel
Dear gretl users,
I have a realy simple question. In my script I want to use two loops. In fact I want to make some rounding. The first loop takes only integer values (1 to bmax), but the other should go from a = -b/2 to a=b/2 with specified steps. I want to name the resulting serires, but the genr function can not take names which include "-" or ",". How can I solve this problem?
In the future I want to store the mean and the standard deviation of the resulting series in a matrix. How is it possible?
Thank you for your help:
Daniel
The short script reads as:
alepes = 10
bmax = 2
loop for b=1..bmax
loop for (a=-b/2; a<b/2; a+=b/alepes)
genr x_$a_$b = round((Hozam-a)/b)*b+a
endloop
endloop
15 years, 2 months
Panel data tests.
by Bruno Thiago Tomio
Dear readers,
Which tests can be done with panel data models? E.g. multicolinearity,
White? How I run them with gretl?
Thanks in advance,
Bruno Thiago Tomio
Universidade Regional de Blumenau - FURB
15 years, 2 months
Panel data tests.
by Bruno Thiago Tomio
Dear readers,
Which tests can be done with panel data models? E.g. multicolinearity,
White? How I run them with gretl?
Thanks in advance,
Bruno Thiago Tomio
Universidade Regional de Blumenau - FURB
15 years, 2 months
