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.
15 years, 4 months
New build of gretl for OS X
by Allin Cottrell
Hello OS X users: I'd be grateful if any of you could try out a
new gretl dmg. This relies on the GTK+ framework that Berend
Hasselman mentioned (built by the R people), which is available
at:
http://r.research.att.com/gtk2-framework.dmg
If you don't already have this installed, you'll need to install
it first, then install
http://ricardo.ecn.wfu.edu/pub/gretl/gretltest.dmg
The advantages of this gretl build over previous ones are
1) You get a much more up-to-date version of GTK than I was able
to provide via fink on OS X 10.4, and
2) I think this should provide correct support for language
switching; at least, it does so on the iMac I'm using for testing.
If things don't work right at first, you might try deleting your
old gretl config file, ~/.gretl2rc .
--
Allin Cottrell
Department of Economics
Wake Forest University
16 years, 9 months
Creating a variable: from monthly to annual
by Carlos Garcia
Dear Gretl list members:
I am running into a problem with a dataset that has observations by month. I
want to create an annual representation of the dataset (or variable) with
the average for the observations in each year.
May you please share me some ideas?
All suggestions will be highly appreciated.
Carlos García
LSU Student
16 years, 10 months
On Propagation Of GRETL (fwd)
by Allin Cottrell
Hello all,
I recently heard from a Free Software advocate in India who makes
a good point. His mail reads, in part:
"Though I don't know econometrics I have followed the development
of GRETL with some interest since I am both a teacher and student
of economics from India and a partisan of Free Software.
"However the majority of my friends, colleagues and acquaintances
who are into econometrics don't warm up to GRETL because there is
no step-by-step migration guide from their current econometrics
software to GRETL. I request you to consider including a lengthy
section or brief chapter in the User Manual of GRETL of a
step-by-step migration guide for
1. Migration from Stata to GRETL
2. Migration from SPSS to GTRETL
3. Migration from Eviews to GRETL
"E.g: If AAA is done this way in Stata then AAA is done in that
way in GRETL. If this can be done, I believe an important blow can
be struck at the hegemony of proprietary software in the field of
Econometrics."
I think this is an excellent idea (in particular with regard to
Stata and Eviews). Any volunteers for writing some material on
this? I'm not a good candidate myself since I spend all of my
time on gretl and have relatively little experience working with
proprietary software.
Allin Cottrell
16 years, 10 months
Sloeps in Probit and Logit when independent variables are discrete
by yinung＠Gmail
Dear All
I found that gretl provides a nice "slope" feature in Probit and Logit
model.
However, when independent variables are discrete, gretl computes slopes as
they are continuous variables. I compare gretl's result with other packages,
such as STATA and Matlab (the Probit PDFoutput comparison are attached)
They will automatically detect the discrete variables in Probit (as well as
in Logit) to compute the slope (also named as marginal effects) and mark
them in a footnote:
"(*) dy/dx is for discrete change of dummy variable from 0 to 1."
Do you think our gretl should the same thing?
Thanks
Yi-Nung
16 years, 10 months
Re: Causality Tests in GRETL
by Riccardo (Jack) Lucchetti
On Wed, 29 Apr 2009, Reynald MAJETTI wrote:
> Dear Professor Lucchetti,
>
> I'm a student in Economics at the University Nancy 2 (FRANCE). I'm using
> GRETL for my master's paper, more particularly the time series models and the
> cointegration analysis. So, I would have like to know if the Granger
> causality tests are available in GRETL, since I've read the user's guide but
> I find nothing about the causality tests.
Granger-causality tests are included in the standard output for VAR models (the
zero-restriction tests that come after each equation). Be aware that for VARs
with unit roots, such as cointegrated VECMs, testing for Granger-causality is
not trivial. This issue is well explained in Lütkepohl's "New Introduction to
Multiple Time Series Analysis", pp. 316--321.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
16 years, 10 months
TRAMO in Gretl: two qustions
by Ofer Cornfeld
Hi,
I have series in Gretl that need to be corrected according to TRAMO with the
following rules:
Additive outliers, Transitory outliers, critical values of 4 for the t-test.
(All these can be specified in gretl dialog).
I don't need seasonal adjusting.
How do I get the interpolated series back into Gretl? (When seasonal
adjustment is off, there is no way to save series)
How can I activate it via a script? (As the above, needs to be done on a
regular basis).
With kind regards,
Ofer Cornfeld
16 years, 10 months
R-squared for Prais-winsten in Gretl higher than in stata 8
by Bas de Goei
Hi everybody, I'm new to Gretl and was just trying out a couple of things.
I have one question: when I run a normal OLS on a dataset I have, I
get an R-squared of 0.54 (see below)
Model 4: OLS estimates using the 28 observations 1981-2008
Dependent variable: Market
coefficient std. error t-ratio p-value
--------------------------------------------------------
const -0.0537645 0.0158677 -3.388 0.0023 ***
GDP 2.61979 0.465478 5.628 6.46e-06 ***
Mean dependent var 0.023904 S.D. dependent var 0.060574
Sum squared resid 0.044660 S.E. of regression 0.041445
R-squared 0.549209 Adjusted R-squared 0.531871
F(1, 26) 31.67644 P-value(F) 6.46e-06
Log-likelihood 50.44212 Akaike criterion -96.88424
Schwarz criterion -94.21983 Hannan-Quinn -96.06970
rho 0.264994 Durbin-Watson 1.356766
This is a time-series, and I wanted to see what a Prais-Winsten
regression output would be like:
Performing iterative calculation of rho...
ITER RHO ESS
1 0.26499 0.0401631
2 0.40328 0.0387053
3 0.46859 0.0382796
4 0.49500 0.0381643
5 0.50490 0.0381302
6 0.50850 0.038119
7 0.50980 0.0381152
8 0.51027 0.0381152
Model 5: Prais-Winsten estimates using the 28 observations 1981-2008
Dependent variable: Market
coefficient std. error t-ratio p-value
-------------------------------------------------------
const -0.0347002 0.0188278 -1.843 0.0768 *
GDP 1.81362 0.426344 4.254 0.0002 ***
Statistics based on the rho-differenced data:
Mean dependent var 0.023904 S.D. dependent var 0.060574
Sum squared resid 0.038114 S.E. of regression 0.038287
R-squared 0.615716 Adjusted R-squared 0.600936
F(1, 26) 17.61559 P-value(F) 0.000279
Log-likelihood 52.66109 Akaike criterion -101.3222
Schwarz criterion -98.65776 Hannan-Quinn -100.5076
rho 0.124797 Durbin-Watson 1.594644
Everything seemed correct, only the R-squared seems to have increased,
whereas my intuition was that it should have decreased. A verification
with Stata (8) gave me that R-squared is 0.40 (all other test-values
and coefficients are the same).
Does this have something to do with the way Gretl calculates R-squared
for Prais-Winsten compared to Stata 8? Or is it a bug somehow..?
I'd appreciate any answer!
Thanks.
B
16 years, 10 months
An error occurs when I open a *.gdt under a none-ASCII named directory
by yinung＠Gmail
Dear Allin:
I noticed that the interface for opening user files has been changed
recently in the cvs version for Windows (my installed version was built on
2009-04-11).
However, I found this new interface through [File/Open data/User file]
caused an error:
"No such file or directory"
when my *.gdt is placed under a directory named with "Chinese" characters as
well as a *.gdt file named by a Chinese filename. It is surprising because I
did not recall any kind of this error with filenames or directories in
Chinese before.
So, I went back to test the previous officially released version 1.8.0. The
interface of opening user files in that version do work fine with filenames
or directories in Chinese.
I returned to the CVS version (built on 2009-04-11) to test other open files
functions, such as script files/session files with filenames or directories
in Chinese. No error occurs.
Do you have any clue about this error?
Thanks
Yi-Nung Yang
Associate Professor
Dept. of International Trade
Chung Yuan Christian University, Taiwan.
http://yaya.it.cycu.edu.tw/gretl/
16 years, 10 months
Problems with Accented Filenames (Windows XP & Mac OS/X)
by Henrique
Hi!
I sent a mail for our gretl list speaking about my problems with
accented filenames. Well, I hadn't solved my problem yet. Because of this I
try to use a PC (with Windows XP) computer to avoid these problems. But
another problem had arised!
I going to describe the problem to you with details:
(1) I opened gretl (version 1.7.8cvs build date 2008-09-22)
(2) I opened the datafile called "data9-7.gdt" (from the Ramanathan's
examples)
(3) I saved these file with another name: "Acentuação.gdt"
(4) I closed gretl
(5) I opened gretl again clicking in "Acentuação.gdt" twice
(6) I deleted the series 9, 10 and 11 (named SPRING, SUMMER and FALL,
respectively)
(7) I saved the database with these changes and closed gretl*
*After the "step 7", described above, I`d noticed that a new file, called
"Acentuação.gdt~" had appeared in the same folder of the file
"Acentuação.gdt". Before proceeding I had deleted this new file
("Acentuação.gdt~").
(8) I opened gretl again with a double click in the file "Acentuação.gdt"
(9) I opened the series called PRICE and choose the option "graph"
(10) I saved the graph as a session icon
(11) I closed the graph and tried to save the session with the name
"Acentuação Session.gretl". In that point the following message appears:
"zip error: File not found or no read permission (file '.Acentuação Session'
was not found)"
(12) After that message I tried to save the session with the name
"Acentuacao Session.gretl" (without accented characters). The software
(gretl) saved the session with success with the name "Acentuacao
Session.gretl"
(13) I closed gretl and when I'd tried to open the session file called
"Acentuacao Session.gretl"the following message appears:
"No such file or directory"
What's wrong? Am I doing any mistake? Any help are welcome!
Regards,
Henrique Andrade
PS.: I know I'm bugging you guys, but it isn't my intention! Sorry! :(
16 years, 10 months
