AR(I)MA on hourly data
by Oliver Heering
Hi,
i'd like to fit an ARMA or ARIMA model to hourly timeseries data. As i
see monthly or quarterly timeseries in examples most of the time, some
questions arise:
My data summary:
Type of data: time series
Frequency: hourly
Range: 1:01 - 3325:24 (n = 79800) <- yes, a lot i assume?
- is there any possibility to use special labels for my values? I
imported the timeseries from CSV files which had a timestamp for each
value. gretl extracted these strings and stored them in
string_table.txt. How can i use these strings for example in plots?
Having only 3456:23 as label isn't much of a help, "2006-04-02
15:00:00" would be much better. What is the string_table.txt for?
Haven't found any clue in the docs.
- I know about X-12-ARIMA and TRAMO/SEATS integration and i also know
about their limitation of about 720/600 values. Is it true that both
programs only work for monthly timeseries? I have the feeling that any
results on my hourly data would be worthless (apart from the fact that
i have to trim the data dramatically)
- why can't i compact my data with gretl? hourly -> daily -> weekly ->
monthly... even daily data cannot be compacted AFAIR.
- a general question: can i resize the plots that gretl produces
(aspect-ratio changes for example)? or do i have to: 1. save the plot
as icon 2. copy over the plot commands to gnuplot 3. edit size of
plot manually by issuing "set term ..." (i want to store the plot as
file)
Any answer or starting tips are much appreciated. Thanks in advance!
--
mfg,
Oliver
16 years, 3 months
odd cut and paste behavior under OS X
by Neil Hepburn
When I try to copy a model or model table as rtf and paste it into a
document, such as a Word or Pages document, rather than pasting the
table as rtf, it pastes it as the actual rtf code. If i paste into a
TextEdit document as plain text and then save it with an .rtf
extension, I am able to open it with Word and see a nicely formatted
table. This seems to have something to do with how gretl interacts
with the clipboard. Any ideas?
-Neil
=============================================
Neil Hepburn, Economics Instructor
Department of Social Sciences, Augustana Faculty
University of Alberta
4901-46 Avenue
Camrose, Alberta T4V 2R3
Phone (780) 679-1588
email nhepburn(a)ualberta.ca
No trees were harmed in creating this message. (However, millions of
electrons were terribly disturbed.)
16 years, 3 months
kde4 view LaTeX problem
by Talha Yalta
Testing gretl on my new Pardus2009 system, I noticed that KDE4 uses
the Okular program for viewing various files including DVI's. However,
(after setting okular in the preferences-->Programs menu) LaTeX
tabulars and equations cannot be viewed because upon opening, okular
gives the error "cannot open .../.gretl/window" I can see that there
is a window.dvi file in that location and okular can open it
correctly.
Also, when I close a 3D Plot window, the little "gnuplot: type q to
quit" window stays open. When I close the gnuplot window, the plot
correctly disappears with the gnuplot window though.
Is there a way to avoid this gnuplot window altogeter?
Finally, defining a 3D plot, the GUI lets me choose a variable three
times and then gives the error that it is "duplicated" It would be
nice if the error message was more accurate and the variable is erased
from the list once it is chosen for 2 axes.
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)
--
16 years, 3 months
inconsistency in PCA function
by zzh5460＠yahoo.com
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
16 years, 3 months
FIXED EFFECT ESTIMATION
by Iveta jk
Hello everybody,
it may sound silly, but I simply cannot understand why when calculating
fixed effects panel estimation, some variables are "omitted due to the
collinearity" and the constant remains. Should not also constant disappear
from the estimation - as it bears the fixed effects???
I am calculating log-gravity models and the important variables are
omitted. What do I do wrong?
How can I get know the coefficient of omitted variables? IT IS IMPROTANT
FOR MY ESTIMATION?
Thank you for your help.
Iveta
_________________________________________________________________
Viac ako len správy – vyskúšajte ostatné služby Windows Live™.
http://www.microsoft.com/windows/windowslive/
16 years, 3 months
legend language
by Sven Schreiber
Hi,
gretl automatically adds "left" and "right" to the legends of graphs
with different scales. It automatically uses the current language
setting to do that, and the items are not editable. This behavior is a
problem if you want to produce graphs in English for research papers
while still running gretl in your native language.
My workaround was to start gretl in English just to save the graphs. But
I wonder whether gretl's behavior should be changed. For example, gretl
could automatically add the strings as part of the legend entries which
would then be editable.
cheers,
sven
16 years, 3 months
Tramo
by Henrique
Dear Gretl community,
I'm trying to use TRAMO (GUI) and I'm getting the following error:
Cannot open load file "
Line 0: util.c: No such file or directory
My Gretl version is 1.8.2 (build date 2009-07-07) for MacOS.
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
16 years, 3 months
Re: Problem with Stata import
by Federico Tamagni
/On Mon Jul 13 05:03:54 EDT 2009 //Ignacio Diaz-Emparanza wrote:
/
> No. I don't have this problem. The importer is working ok in my system.
> I installed gretl in /opt and I have stata_import.so in
> /opt/gretl/lib/gretl-gtk2/stata_import.so
> If you installed gretl in the default directory and the file is not in the
> correct place, check if you had an error in running 'configure' or 'make'.
Thanks for the attempt, but of course I had run configure, make and make
install when updating the CVS, and everything went fine.
Your reply however suggest me to check folder consistencies. The file
"stata_import.so" is located in
/usr/local/gretl/plugin/.libs/stata_import.so, while the commands import
or open look for it into /usr/local/lib/gretl-gtk2/.
I've copied the file in the folder where "import" and "open" look for
it, and now everything works. However, I do not think this is the proper
solution. Any idea about the reason of this mismatch ?
Thanks,
Federico
--
Federico Tamagni, PhD
Research Fellow
LEM - Laboratory of Economics and Management
Scuola Superiore Sant'Anna, Pisa, Italy
Phone: (+39)-050-883341
Fax: (+39)-050-883344
email: f.tamagni(a)sssup.it
website: https://mail.sssup.it/~f.tamagni/
16 years, 3 months
Remove
by Daniel S Menyes
Please remove Daniel.S.Menyes(a)dom.com<mailto:Daniel.S.Menyes@dom.com> from the gretl mailing list. Thank you.
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reply immediately to the sender that you have received the message
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16 years, 3 months
Problem with Stata import
by Federico Tamagni
Dear all,
I have a problem with importing Stata datasets. The error message is:
"/usr/local/lib/gretl-gtk2/stata_import.so: cannot open shared object
file: No such file or directory"
Indeed, the folder /usr/local/lib/gretl-gtk2 only contains a sub-folder
"data", empty.
I'm running CVS version of Gretl. I tried and update, but it did not
work. I'm working with a Unix 64bit desktop. Has anybody experienced
thesame problem? Any suggestion ?
Thank you in advance,
Federico
--
Federico Tamagni, PhD
Research Fellow
LEM - Laboratory of Economics and Management
Scuola Superiore Sant'Anna, Pisa, Italy
Phone: (+39)-050-883341
Fax: (+39)-050-883344
email: f.tamagni(a)sssup.it
website: https://mail.sssup.it/~f.tamagni/
16 years, 3 months
