Fwd: Fortran and Gretl?
by Andrea Giusto

Hello gretl users,
I was wondering if it's possible to call FORTRAN routines from a gretl
script, very much
like it is possible to do in R? Of course one could use gretl's
understanding of R and from R call
some fortran routine inside of gretl but this seems unnecessary lengthy and
a direct call would be
more convenient... Some reasons why one may want to do this is for
simulations or for Bayesian
econometrics, since nothing beats FORTRAN when it comes to for-loops... just
a though, thanks
for any feedback
Andrea Giusto
11 years, 11 months

Any hints?
by Pandolfi Antonio

Dear gretl users,
as a newbie I'm practicing with Gretl - and these are the problems:
- I can't save any session file greater then 1.375K (more or less): is there any parameter to set, maybe?
- for panel data descriptive statistics, I am looking for something similar to Stata functions xtsum & xttab. Is there anything?
Thanks, Antonio
11 years, 11 months

reversing / flipping a matrix
by Sven Schreiber

Dear gretl users,
yesterday I needed to flip a matrix/vector around by reversing the order
of the elements. (I guess like rev() or flipud() in other languages.)
But I didn't find the function to do that, so I used an inefficient
workaround using msortby(). But since this seems like quite basic
functionality I think I either missed something or it should be added,
right?
thanks,
sven
11 years, 11 months

Weighted Least Squares again
by Andrea Giusto

Thanks for your reply Allin on my previous post! I have another question:
for the
wls command the "weight" variable is supposed to contain the probability of
selection
OR their reciprocals? Thanks,
Andrea Giusto
11 years, 11 months

Weighted data?
by Andrea Giusto

Hello all,
I am a fairly new user of Gretl, and I like it very much this far. One
problem I have is that I am currently working on survey data and it
seems that Gretl does not have built-in commands to assign weights to
the data, is this correct? Thanks for any help,
Andrea Giusto
11 years, 11 months

Edit attributes dialog box
by Allin Cottrell

On Thu, 25 Jun 2009, Talha Yalta wrote:
> I think it would be really neat if there was a left and right
> arrow next to the variable name in the "edit attibutes" window
> so that one can easily edit or update a bunch of variables,
> their descriptions etc. without closing an reopening the window
> each time. What do you think?
Good idea, and it's now implemented -- well, via Up and Down
buttons. You can also select the variable to edit, with the Edit
Attributes dialog open, by clicking on its row in the main window.
Changing the variable in this way does not automatically commit
any changes to the current variable: use the "Apply" button to do
that first.
Also, responding to an older request, the column headings in the
gretl main window are now clickable and can be used to sort the
variables by ID number or name, ascending or descending.
Allin Cottrell
11 years, 11 months

ARIMA model with exogenous variable
by Didier.Monselesan＠csiro.au

Dear GRTEL users,
I have estimated the follwing models
1) ARIMAX of order (2,1,0) with additional constant for the dependent variable GMSL_CW (endogenous) and the independent variable GISS_GSST (exogenous) (arima 2 1 0; GMSL_CW const GISS_GSST)
Function evaluations: 24
Evaluations of gradient: 8
Model 4: ARMAX, using observations 1881-2001 (T = 121)
Estimated using Kalman filter (exact ML)
Dependent variable: (1-L) GMSL_CW
Standard errors based on Hessian
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 1.69314 0.281737 6.010 1.86e-09 ***
phi_1 -0.361518 0.0878460 -4.115 3.87e-05 ***
phi_2 -0.250534 0.0898182 -2.789 0.0053 ***
GSST_GISS 3.72863 1.36854 2.725 0.0064 ***
Mean dependent var 1.497521 S.D. dependent var 5.290911
Mean of innovations -0.015051 S.D. of innovations 4.819733
Log-likelihood -362.0990 Akaike criterion 734.1979
Schwarz criterion 748.1769 Hannan-Quinn 739.8753
Real Imaginary Modulus Frequency
-----------------------------------------------------------
AR
Root 1 -0.7215 -1.8630 1.9979 -0.3088
Root 2 -0.7215 1.8630 1.9979 0.3088
-----------------------------------------------------------
2) ARIMAX of order (2,0,0) with additional constant for the dependent variable d_GMSL_CW/dt (endogenous) and the independent variable GISS_GSST (exogenous) (arima 2 0 0; d_GMSL_CW const GISS_GSST)
Function evaluations: 26
Evaluations of gradient: 8
Model 5: ARMAX, using observations 1881-2001 (T = 121)
Estimated using Kalman filter (exact ML)
Dependent variable: d_GMSL_CW
Standard errors based on Hessian
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 1.69314 0.281737 6.010 1.86e-09 ***
phi_1 -0.361518 0.0878464 -4.115 3.87e-05 ***
phi_2 -0.250534 0.0898208 -2.789 0.0053 ***
GSST_GISS 3.72863 1.36860 2.724 0.0064 ***
Mean dependent var 1.497521 S.D. dependent var 5.290911
Mean of innovations -0.015052 S.D. of innovations 4.819733
Log-likelihood -362.0990 Akaike criterion 734.1979
Schwarz criterion 748.1769 Hannan-Quinn 739.8753
Real Imaginary Modulus Frequency
-----------------------------------------------------------
AR
Root 1 -0.7215 -1.8630 1.9979 -0.3088
Root 2 -0.7215 1.8630 1.9979 0.3088
-----------------------------------------------------------
As expected the estimated model parameters are identical in both cases as GRETL estimates the differenced model 1) with an additional constant. However, I could not explain how GRETL computes the fitted values and residuals for the levels (not the differences) in model 1). I was expecting the fitted values of model 1) to be the cumulated sums of fitted values of model 2). So, I wonder how GRETL recovers the fitted values from the estimated model parameters (const, phi_1, phi_2, GSST_GISS) in ARIMAX case with differencing?
Cheers, Didier
11 years, 11 months