descriptive labels
by Shaianne Osterreich
Hi all.
I am new to gretl and I am sorry if this is too rudimentary a question.
I am trying to append my data set (already imported) with another file that
contains the descriptive labels. I know how to do it one variable at a time
in the gretl console but is there some way to add all the labels for all the
variables at once?
Thanks so much!
Shaianne
15 years, 5 months
Lag in OLS
by Erhanfadli Azrai
Dear Gretl users,
I'm trying to run this command:
ols y const x(-1) x(-2).... x(-12) z(-1) z(-2)...z(-12) i.e. from lag1
to lag12 . but it seems i have to list all of the variables. Is there
a simpler form such that i just have to type out
ols y const x(-1)...x(-12) z(-1)..z(-12)?
z, y and x are time-series.
Thank you.
Erhan Azrai,
Malaysia.
15 years, 5 months
random walk
by Data Analytics Corp.
Hi,
I need to do a simple thing which seemed to work before, but now it's
not. Suppose I have a work space with the S&P 500 closing numbers by
month. I now want to create a random walk. I used
genr y = 0
genr y = y(-1) + randgen(N, 0, 1)
but it doesn't like the ( in the y(-1). How can I get this to work?
Thanks,
Walt
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
15 years, 5 months
bug with gretl/gnuplot and loess curve
by Artur T.
Hello,
I've got a small problem with gnuplot. When I generate a scatter plot
and try to include different fitted lines, gretl/gnuplot gives me an
error after the attempt to remove the loess-curve again. It only happens
with the loess-curve option. I've got no problems with other curves.
The output is:
3.59261632 7.442232468
^
"/home/artur/.gretl/gpttmp.n8NhWU", line 259: invalid command
Best wishes,
Artur
15 years, 5 months
bug with gretl/gnuplot and loess curve
by Artur T.
Hello,
I've got a small problem with gnuplot. When I generate a scatter plot
and try to include different fitted lines, gretl/gnuplot gives me an
error after the attempt to remove the loess-curve again. It only happens
with the loess-curve option. I've got no problems with other curves.
The output is:
3.59261632 7.442232468
^
"/home/artur/.gretl/gpttmp.n8NhWU", line 259: invalid command
Best wishes,
Artur
15 years, 5 months
GMM BUg Report
by Ofer Cornfeld
Hi,
I'm working on GRETL CVS under windows XP.
Attached please find a dataset that I'm using and a two similar GRETL
scripts.
gmm93 do not crash GRETL and gmm93-a do crash GRETL. The difference between
the two is a minor addition in line 87 of gmm93-a.
I hope this can help pinpoint the bug.
Ofer
15 years, 5 months
F-statistic for country effects (panel data), regression
by Nikil van Wijk
Hi! Who can help?
Using a panel data set in Gretl, I'm trying to obtain a F-statistic for
country (fixed or random) effects and a F-statistic for time (fixed or random) effects. Gretl
offers the possibility to generate both time and unit (country) dummies
in the 'add' menu, but in the 'model'-'panel'-'fixed or random effects'
menu, the only option is 'include time dummies'. (not unit dummies).
The statistic for the effect of country (dummies) cannot be obtained by
including all dummies in the dataset, because then they are 'Omitted
due to exact collinearity'.
Any ideas on how to solve this?
15 years, 5 months
Re: [Gretl-users] [Gretl-devel] gretl 1.8.5?
by Riccardo (Jack) Lucchetti
On Fri, 2 Oct 2009, Allin Cottrell wrote:
>
> I'm thinking that we have now accumulated enough bug fixes (and
> incremental feature improvements) to warrant releasing gretl
> 1.8.5. Probably best to do so before we're tempted to embark on
> any major projects that might break things for a while.
>
> To that end I've updated gretl.pot, so it's ready for translation
> updates.
>
> Any comments, not-yet-reported bugs that people want to see fixed
> first?
Last week I taught a summer school where all the students were asked to
use gretl; all of them but two were using windows. I was absolutely
astonished by the fact that, from time to time, the gui client would crash
and they'd just go "oh, well", and start their work again. I'd ask "what
were you doing when gretl crashed?" and, in most cases, only got vague
answers. (Footnote: a very annoying feature of point-n-click software is
that some bugs are _way_ more difficult to reproduce and hence to fix).
Of course gretl should never crash, but Allin has always done everything
humanly possible to prevent this (although the fact that development takes
place on linux doesn't help) doing his stellar job as per usual. The
essential ingredient we lack in these cases is bug reports.
I understand that the average windows user doesn't even consider the idea
of filing a bug report. This happens for a number of reasons I won't delve
into, but please please pretty please people, if gretl ever crashes on
you, you can do yourselves, the developers and the community at large a
big favour:
1) Spend some time to isolate the exact action that makes gretl crash.
That is, try to make gretl crash again by re-doing your actions.
2a) If you find a way to trigger a crash, that's excellent. Tell it to the
list. It usually takes AC days if not hours to fix these things.
2b) If you _don't_ find a way to reproduce the crash consistently, well
tell us all the same! User-interface crashes can be very elusive, and may
depend on a number of things, but just delimiting the search (like, for
example "I was writing a script" or "I was estimating an ARIMA model") may
help a lot.
Remember guys, when you use gretl you get a good econometrics package for
free. Of course, no-one _expects_ you to pay anything back, but just
filing a bug report is an excellent way to contribute to the project,
much more important than most people realise.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
15 years, 5 months
GARCH for day-ahead electricity prices
by Mike Pfeiff
To better understand your model, could you give us an idea of the
independent variable you are using to predict NEPOOL prices? Typical
independent variables include day of week/holiday dummy variables,
natural gas price, heating oil price, weather variables, etc..
Thanks
- Mike
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Today's Topics:
1. GARCH for day-ahead electricity prices (Saqib Ilyas)
----------------------------------------------------------------------
Message: 1
Date: Wed, 30 Sep 2009 19:19:58 +0500
From: Saqib Ilyas <msaqib(a)gmail.com>
Subject: [Gretl-users] GARCH for day-ahead electricity prices
To: gretl-users(a)lists.wfu.edu
Message-ID:
<262b67200909300719k16ab8e46m5e63bd83bce25ddf(a)mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
Hi all
I am using the 2006 till 2009 data for the New England pool of day-ahead
weighted average prices. I am not very fluent with econometrics, but I
read
in some papers that GARCH has been used successfully to forecast
electricity
wholesale prices. When I train a GARCH model on one year worth of data,
and
forecast for the last 3 days of training data, I get a mean absolute
error
of 3.6642%. The error increases to 27.826% when I use two years worth of
data, and decreases to 17.123% when using three years worth of past
data. Is
this expected?
Also, when I plot the actual and fitted data against time, the GARCH
model
seems to have done a really bad job, compared to a default ARIMA model.
I'm
guessing this might be because people are actually using ARIMA models
with
(added) GARCH errors, so a simple GARCH model-based forecast isn't doing
exactly what they have done. Am I right? Why would the ARIMA be a better
fit
than GARCH?
One author mentioned that they took a log of the prices (in their case
it
was hourly prices) before fitting a GARCH model. In your opinion, is
that an
important factor in the kind of errors I am getting?
Thanks and best regards
--
Muhammad Saqib Ilyas
PhD Student, Computer Science and Engineering
Lahore University of Management Sciences
15 years, 5 months
Calculate trend from csv via cli
by Marco Dieckhoff
Hi!
I'm a complete "newbie" to statistics and tripped over Gretl looking for
time series analysis programs.
I played around a bit and read the documentation, and I'm still not sure
if Grelt can do what I'm looking for (not to mention how).
I have sets of data in csv that I want to process via the command line
interface:
epoch seconds ; value (floating point)
My goal is to calculate a trend of future data so that it can be
presented in a graph.
I therefore either need a function output to calculate the trend myself
or I need gretl to calculate further data proposes for me.
(Maybe I already tripped over the values defining the function I'm
looking for and did not recognise them as such, some examples would be
highly appreciated.)
Is that possible with Gretl?
Can you rtfm me in the right direction?
Thanks,
Marco
15 years, 5 months
