Problem with gretl console
by Pierre Chaussé
I am wondering if someone has had the same problem I have. I cannot
execute anything in the command line window anymore. I dont know why. I
tried to reinstall gretl, deleting the .gretl in my home directory but
nothing works. When I type a command it does do anything. It is like
writing in an text editor.
thank you
Pierre Chaussé
economist
UQÀM
15 years, 2 months
multiple imputation and gretl
by Sebastian
Hello gretl users,
I am working with multiple imputation and I think it would be great to make
gretl work with it. The first issue is that I couldn't find any Gibbs
Sampler for gretl, so I have a couple of questions about how to solve that.
1.- How difficult would it be to program everything in gretl? I mean gibbs
sampling plus Rubin's inference.
2.- R can handle multiple impution pretty well. Would it be possible to run
multiple imputation within R and gretl just reads the results? Many MI
programs run R in the background and they work fine. Another way to do that
would be translate the code of R libraries to gretl.
Any idea or suggestion is pretty welcome.
Best regards,
Sebastian
15 years, 2 months
OLS Forecasting
by Henrique
Dear gretl users,
I had estimated a OLS using first difference variables, but I would
like to forecast the dependent variable in its level. I know that this is
possible on EViews, where we can estimate a regression D(y) = a + b D(x)
(where "D" states for the difference operator, "a" and "b" are parameters,
and "y" and "x" are the variables) and obtain the predicted "y" values
automatically. How can I do this on gretl?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
15 years, 2 months
Big CVS bug, now fixed
by Allin Cottrell
gretl CVS alert: As Jack has pointed out to me, I introduced a
serious bug into "genr" in yesterday's CVS and Windows snapshot.
It's now fixed, but anyone who has build gretl from CVS, or
downloaded the Windows snapshot, within the last 17 hours is
strongly advised to update again.
Allin Cottrell
15 years, 2 months
problem with matrix creation with lists
by Franck Nadaud
Dear all, happy new & greetings from Paris !
I experience some problem with the matrix functions. Returning to an older
script with new data it does not work properly. Well, here is some code:
###### lissage spatial des PPV
list datalist = 13 14 15 16 17 18 19 20 21 22 23 24
list ppv4 = 25 26 27 28
list ppv8 = 29 30 31 32 33 34 35 36
matrix V4 = {ppv4}
matrix V8 = {ppv8}
Everything is ok with the list commands, but when i want to create the
matrices V4 and V8, from lists ppv4 and ppv8 gretl does not do it and says:
Types de données non conformes pour l'opération
Data type non conformant for the operation
I dont really understand what happens because the script worked smoothly before.
The data are declared as cross-section, under 1.8.0 and running under win XP.
Note also that i tried to declare the matrices directly with variables number
with the same results.
Need helped or will have to reverse to an older version !
thanxs
F.
--
Franck Nadaud
Economiste
CIRED
UMR 8568 CNRS - EHESS
45 bis avenue de la Belle Gabrielle
94736 Nogent-sur-Marne Cedex
TEL 33-1-43-94-73-94
FAX: 33-1-43-94-73-70
MOB: 06-07-39-92-75
France
15 years, 2 months
Restrictions on VECM alpha and exogeneity test
by Yuniarto Hadiwibowo
Hello,
I am learning and exploring Gretl's VECM. I have problem with exogeneity test after imposing restriction in VECM alpha.
Without restriction in VECM alpha, exogeneity test is straightforward as in Gretl manual's example.
Supposed that we already set restriction in VECM alpha, how to conduct exogeneity test on other variables?
Using the same approach, I obtain error message "Matrices not conformable for operation".
I attach the script using Verbeek data.
Thank you.
Yuniarto Hadiwibowo
<script>
open "C:\Program Files\gretl\data\verbeek\money.gdt"
smpl 1954:1 1994:4
vecm 6 2 m infl cpr y tbr --rc --quiet
restrict --full --quiet
b[1,1]=-1
b[1,3]=0
b[2,1]=0
b[2,3]=-1
end restrict
ll0 = $lnl
set echo off
var_1="m"
var_2="infl"
var_3="cpr"
var_4="y"
var_5="tbr"
loop for i=1..5 --quiet
restrict --quiet
a$i=0
end restrict
ts_$i = 2*(ll0 - $rlnl)
end loop
printf "\n\nExogeneity Test\n"
printf "var \t%5s [%6s]\n", "tvalue", "pvalue"
loop for i=1..5 --quiet
printf "%s \t%6.3f [%6.4f]\n", var_$i, ts_$i, pvalue(X, 2, ts_$i)
end loop
printf "\n"
set echo on
restrict --full --quiet
a5=0
end restrict
ll0 = $lnl
set echo off
loop for i=1..4 --quiet
restrict --quiet
a$i=0
end restrict
ts_$i = 2*(ll0 - $rlnl)
end loop
printf "\n\nExogeneity Test\n"
printf "var \t%5s [%6s]\n", "tvalue", "pvalue"
loop for i=1..4 --quiet
printf "%s \t%6.3f [%6.4f]\n", var_$i, ts_$i, pvalue(X, 2, ts_$i)
end loop
</script>
15 years, 2 months
Time series detrend deseasonality
by Robert Besso
Hi
I would like to to do following steps with gretl if possible:
1. from a time series I have, I would like to remove trend and seasonality (equation parameters should be accessible)
I expect a sinus similar wave for seasonality eq. and a linear eq. for trend (I do not know if I can define this)
2. after removing these two "things" I would like to take the rest (the error), plot an histogram and with Maximum Likelihood extract parameters
of my density fct ...
Possible ?
Can you give me some hints ...? I will appreciate.
Thanks
GiPO
_________________________________________________________________
Show them the way! Add maps and directions to your party invites.
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15 years, 2 months
problem with matrix creation
by Franck Nadaud
gretl version 1.8.0
Current session: 2009/02/02 17:16
#### Analyse spatiale des residus du modèle SVAR en PANEL de Mario-Jorge
Dear all, apologize for the redundancy
trying many things, but same problem
here is the result from my script in english:
? list datalist = 13 14 15 16 17 18 19 20 21 22 23 24
Generated list datalist
? list ppv4 = 25 26 27 28
Generated list ppv4
? list ppv8 = 29 30 31 32 33 34 35 36
Generated list ppv8
? matrix V4 = {ppv4}
Data types not conformable for operation
Error executing script: halting
> matrix V4 = {ppv4}
well, i really do not see what is wrong...
thanx for help !
cheers
Franck
--
Franck Nadaud
Economiste
CIRED
UMR 8568 CNRS - EHESS
45 bis avenue de la Belle Gabrielle
94736 Nogent-sur-Marne Cedex
TEL 33-1-43-94-73-94
FAX: 33-1-43-94-73-70
MOB: 06-07-39-92-75
France
15 years, 2 months
