small bug
by Talha Yalta
File --> new data set
selecting a dataset type, say cross sectional, and then going back and
re selecting a dataset type again, each time there will be an extra
checkbox for "start entering data values"
For example, if I select time series etc and go back 4 times selecting
again, I will get 5 checkboxes in the end.
Cheers
Talha
--
“Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment.” - Benjamin Franklin (1706-1790)
--
14 years, 1 month
Two Equations with GMM
by Gal Wettstein
Hello,
I have been trying to run a GMM regression which has two first order
condition equations. Is this possible with Gretl? If it is, how can I do so?
Thanks,
Gal
14 years, 1 month
step through script
by Alan G Isaac
I have a script I would like to "step through"
in the classroom, rather than running it all at once .
Is there an easy way to do this?
Thanks,
Alan Isaac
14 years, 1 month
adf problem
by Alan G Isaac
If I try to save an ADF model (script object) gretl tells me that
this succeeds but the model does not appear in the icon view.
Nevertheless, I can show it.
Where is it?
Thanks,
Alan Isaac
14 years, 1 month
saving multiple graphs via command line/script
by Artur T.
Hello everybody,
I tried to save multiple graphs using the "scatters" command like this:
scatters X Y Z --with-lines --output=/home/gretl/test.eps
but unfortunately this saving option is not supported. I think for
consistency this should be enabled. What do you think?
A second issue is concerning the graph saving within a session. Storing
gnuplot-generated graphs like "graph <- gnuplot x --time-series
--with-lines" works well, but using the "scatters" command is not
enabled at the moment.
Best wishes,
Artur
14 years, 1 month
Plot of residuals from Engle-Granger Cointegration Regression #2
by Michael Grobler
I managed to create a plot of the cointegration regression using the functionality to define a new variable which I specify as uhat = parameters of ordinary least squares regression and then plot those with the 1.5x standard deviation.
See chart below
I do this using console command...
gnuplot uhat sdm sdp --with-lines --time-series
my QUESTION:
how can I change this command to tell gnuplot to create and plot all 3 variables on 1 axis and have same axis on left and right??
[cid:image001.png@01CA534E.F599EAE0]
Regards,
Michael Grobler
Prescient Securities
Equity Derivatives
Office: +27 (0)21 700 3785
E-mail: michael(a)prescient.co.za<http://www.psec.co.za/>
Webpage: www.psec.co.za<http://www.psec.co.za/>
________________________________
Disclaimer
This document is confidential and is issued for the information of clients only. It is subject to copyright and may not be reproduced in whole or in part without the prior written permission of Prescient Securities (Pty) Ltd (Reg no. 1999/008636/07). Opinions expressed or recommendations made in this document must be construed as such and while all attempts have been made to ensure the accuracy of the information herein, Prescient Securities (Pty) Ltd accepts no liability for decisions taken based on this information.
14 years, 1 month
saving models within the loop function
by Artur T.
Hello everybody,
I am surprised that it is not possible to save models within the loop
function. I really thought that this worked some versions ago, but I
might e wrong.
I've got a list C with 10 variables and for each variable I want to run
a regression:
loop foreach i C
model_$i <- ols $i const Y
endloop
Is there a reason why it is not activated? I mean if it is possible to
save models manually by "model <- ols y const x" it should also be
possible to do the same within the loop command; at least for consistency.
Cheers,
Artur
14 years, 1 month
Fractional Dickey Fuller
by Javier García
Hello everybody;
Nowadays the fractional methods are more and more used, and as Gretl has
implemented the ADF and ADF-GLS tests, I think it would be very interesting
to complement them with the fractional version of the Dickey Fuller test
(Dolado, Gonzalo and Mayoral -Econometrica, 2002 & Studies in Nonlinear
Studies and Econometrics 2008-; and Lobato and Velasco -Econometrica,
2007-). Have anybody programed it? I have some routines, but there are in R
and they are quite "rudimentary". Hovewer, if you are interested in this
test I could pass you my routines so as you can review and implement if you
want.
Cheers
Javi
14 years, 1 month
Help to plot residuals from Engle-Granger Cointegration Regression
by Michael Grobler
Hi everyone,
I found your website and have recently started using GRETL. I am running time series>Cointegration Test>Engle-Granger.
Now for the u^hat of the cointegration regression in Step 4 I would like to tell GRETL to PLOT these residuals for me.
Then I want to calculate standard deviation bands around the zero line and also plot these on the u^hat residual plot chart.
A 3x standard deviation horizontal line for positive residuals and the same for negative residuals.
Can this be done? I would greatly appreciate feedback.
Regards,
Michael Grobler
Prescient Securities
Equity Derivatives
Office: +27 (0)21 700 3785
E-mail: michael(a)prescient.co.za<http://www.psec.co.za/>
Webpage: www.psec.co.za<http://www.psec.co.za/>
________________________________
Disclaimer
This document is confidential and is issued for the information of clients only. It is subject to copyright and may not be reproduced in whole or in part without the prior written permission of Prescient Securities (Pty) Ltd (Reg no. 1999/008636/07). Opinions expressed or recommendations made in this document must be construed as such and while all attempts have been made to ensure the accuracy of the information herein, Prescient Securities (Pty) Ltd accepts no liability for decisions taken based on this information.
14 years, 1 month
Re: [Gretl-users] Gretl-users Digest, Vol 33, Issue 23
by Thomas Volscho
Dear List,
Does anyone have a script for computing Bayesian-based confidence intervals for the impulse responses from a VAR? If not, are there plans to implement this in GRETL natively?
Thanks,
Tom Volscho
Thomas W. Volscho
Assistant Professor of Sociology
Department of Sociology, Anthropology, and Social Work
City University of New York-College of Staten Island
2800 Victory Blvd., Bldg. 4S, Room 210
Staten Island, NY 10314
phone: 718-982-3774
email: thomas.volscho(a)csi.cuny.edu
web: http://scholar.library.csi.cuny.edu/~volschot
________________________________________
From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] On Behalf Of gretl-users-request(a)lists.wfu.edu [gretl-users-request(a)lists.wfu.edu]
Sent: Wednesday, October 21, 2009 12:00 PM
To: gretl-users(a)lists.wfu.edu
Subject: Gretl-users Digest, Vol 33, Issue 23
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When replying, please edit your Subject line so it is more specific
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Today's Topics:
1. gretl batch time series plot with forecast and confidence
interval (was Re: Replay of saved session does not work)
(Marco Dieckhoff)
2. Re: gretl batch time series plot with forecast and confidence
interval (was Re: Replay of saved session does not work)
(Allin Cottrell)
3. Re: concerning the commands for double bounded DC in
contingent valuation (Riccardo (Jack) Lucchetti)
4. Re: concerning the commands for double bounded DC in
contingent valuation (Allin Cottrell)
5. Re: gretl batch time series plot with forecast and confidence
interval (was Re: Replay of saved session does not work)
(Allin Cottrell)
----------------------------------------------------------------------
Message: 1
Date: Tue, 20 Oct 2009 19:59:24 +0200
From: Marco Dieckhoff <dieck(a)gmx.de>
Subject: [Gretl-users] gretl batch time series plot with forecast and
confidence interval (was Re: Replay of saved session does not work)
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <4ADDFA7C.4010307(a)gmx.de>
Content-Type: text/plain; charset=ISO-8859-1; format=flowed
Allin Cottrell schrieb:
> On Mon, 19 Oct 2009, Allin Cottrell wrote:
>
>> I'll add a fix shortly, to ensure that when observations are
>> added implicitly in the context of forecasting, this gets
>> recorded in the command log.
> That's now done, in CVS and the Windows snapshot.
>
Thanks, worked that out.
I'm getting there step by step, just one missing :)
My gretl batch command set:
open TempData1.csv
setobs 24 1:01 --time-series
arima 1 0 1 ; 2 1 0
dataset addobs 6
fcasterr 2:01 2:06
works good so far.
Now I wanted to procure gnuplot a graph like Figure 9.13 on page 135 of
http://www.learneconometrics.com/gretl/ebook.pdf
Time series plot with forecast and confidence interval.
I tried "fcasterr 2:01 2:06 --plot" but gretl -b script does nothing, I
can't find any PLT or other files.
? fcasterr 2:01 2:06 --plot
For 95% confidence intervals, z(.025) = 1.96
Obs temp prediction std. error 95% confidence interval
2:01 37.7295 0.718507 36.3212 - 39.1378
.. 2:06 36.4813 1.86236 32.8311 - 40.1316
Done
gnuplot itself works:
? gnuplot temp hour --with-lines --time-series
wrote /home/user/gretl/gpttmp01.plt
Done
I look through the documentation, but I can't find how to procure that
special gnuplot using gretl command line utility with linux.
Can anyone help me?
Thanks in advance,
Marco
------------------------------
Message: 2
Date: Tue, 20 Oct 2009 15:32:18 -0400 (EDT)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] gretl batch time series plot with forecast
and confidence interval (was Re: Replay of saved session does not
work)
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <Pine.A41.4.58.0910201529570.2736420(a)f1n11.sp2net.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII
On Tue, 20 Oct 2009, Marco Dieckhoff wrote:
> My gretl batch command set:
>
> open TempData1.csv
> setobs 24 1:01 --time-series
> arima 1 0 1 ; 2 1 0
> dataset addobs 6
> fcasterr 2:01 2:06
>
> works good so far.
>
> Now I wanted to procure gnuplot a graph like Figure 9.13 on page 135 of
> http://www.learneconometrics.com/gretl/ebook.pdf
> Time series plot with forecast and confidence interval.
>
> I tried "fcasterr 2:01 2:06 --plot" but gretl -b script does
> nothing...
It seems that the --plot option for fcasterr got dropped when we
merged "fcasterr" with "fcast" in gretl 1.7.4. I'll see about
reinstating it, since it seems like a useful thing to have.
Allin Cottrell
------------------------------
Message: 3
Date: Tue, 20 Oct 2009 23:55:56 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
Subject: Re: [Gretl-users] concerning the commands for double bounded
DC in contingent valuation
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <alpine.DEB.2.00.0910202348380.16885(a)ec-4.econ.univpm.it>
Content-Type: text/plain; charset="iso-8859-15"
On Mon, 19 Oct 2009, Allin Cottrell wrote:
>
>> On Mon, 19 Oct 2009, Dorian Litvine wrote:
>>
>>> My name is Dorian, I'm trying to estimate the data of a double
>>> bounded dichotomous choice (contingent valuation) thanks to a
>>> maximum likelihood estimation with a linear specification...
>
> When I first responded to this I was pretty much totally
> unfamiliar with double-bounded contingent valuation. I've now
> read a few paragraphs on the topic, so here are some further
> thoughts -- now based on not-quite-total ignorance ;-). I'm
> writing this up for the record in case it's of use to Dorian and
> others who might want to use gretl for such a purpose.
If I'm not grossly mistaken, the model Allin is describing is exactly the
one that you can estimate via interval regression (the intreg command).
Dorian's script seems to use a slightly different model, since he uses
a logistic distribution instead of a normal, but that's not important.
In a double-bound valuation survey, the two bids enable to place the
respondents' willingness to pay inside an interval, which becomes your
"dependent variable", so to speak. I'm attaching an example script that
generates artificial data and should be (hopefully) self-explanatory.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Universit? Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
14 years, 1 month
