About the LIST in function packages
by yinung＠Gmail
Dear Allin
In the function package, if the input parameter is a list, gretl will
provide a "more" button which enables users to define a new list. This
is great for input flexibility.
But I found that the dialog window (via GUI) for defining named list
appears ALWAYS under the dialog window of "Call to function." This has
no problem if the numbers of input parameters are few since the
"Define list" window will be easily found and can be moved to another
place to work.
However, when there are many input parameters, the "Call to function"
window becomes large and may cover the "Define list" window. Users
might not be able to see and define the named list.
If it is possible, It would be great to let the "Define list" windows
appear on the top of the "Call to function" window.
Thanks
Yi-Nung Yang
14 years, 11 months
vecm comparisons
by Allin Cottrell
Hello all,
I'd like to request some help with comparison of VECM output
across programs, if people happen to have copies of the relevant
proprietary software.
I'm interested in a couple of models from Johansen's VECM book.
In gretl-speak these are:
open denmark.gdt
vecm 2 1 LRM LRY IBO IDE --rc --seasonals
vecm 2 1 LRM LRY IBO IDE --seasonals
That, we use the Danish data from Johansen's book and estimate a
couple of VECMs, one with a constant restricted to the
cointegrating space and one with an unrestricted constant (gretl's
default), and both including (orthogonalized) seasonal dummies.
(In gretl, the leading "2" is the lag order, which comes down to 1
in differences, and the "1" is the cointegration rank.)
I've attempted to do this with stata, RATS 6.0 and R. Stata won't
include the seasonals when a restricted constant is included (why
not?) but it'll do the other model. RATS, it turns out, is useless
for VECMs unless you also buy CATS (which I have not done); if
anyone has CATS it would be nice to see output from that. R offers
a melange of packages that "sort of" do VECMs, but so far as I can
see, nothing coherent and fully functional.
Anyway, I'm particularly interested to see what Eviews and PcGive
do with these models, if anyone can oblige. Thanks in advance!
Well, one more thing: for fuller comparison, it might be nice to
have the output from other software for the two models above
without the seasonals:
vecm 2 1 LRM LRY IBO IDE --rc
vecm 2 1 LRM LRY IBO IDE
And yet one more thing: gretl automatically prints the
cross-equation covariance matrix. If you could get that out of
other software I'd like to see it too.
Allin Cottrell
14 years, 11 months
re-organizing panel data
by artur.bala
Hi Allin,
I'm trying to reset the structure of a panel from 62 : 24 to 124 : 12 observations through the "stacked time series" option but gretl pops-up with a "no changes were made" window and indeed, no changes are made to the dataset.
Regards,
artur
Une messagerie gratuite, garantie à vie et des services en plus, ça vous tente ?
Je crée ma boîte mail www.laposte.net
14 years, 11 months
gretl on Windows 2000
by Allin Cottrell
For the time being I have reverted to an earlier version of GLib,
in the gretl for Windows package. If anyone could confirm that
the current snapshot works on Windows 2000 I'd be grateful.
Allin Cottrell
14 years, 11 months
Re: [Gretl-users] ADF test results
by Javier García
-----Mensaje original-----
De: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] En nombre de
gretl-users-request(a)lists.wfu.edu
Enviado el: lunes, 18 de enero de 2010 18:00
Hi, Michael;
You can interpret the test easily looking at the p-value (this is better
that using the t-statistic, because it is no necessary to search into the
tables). In the ADF test the null hypothesis is that the series is
non-stationary. First you must choose the significance level (10%, 5%,
1%,...). Suppose you choose 5% (=0.05), then you will reject the null
hypothesis if and only if the p-value is smaller than 0.05, if not, you
can't reject the null and your series can be considered as non-stationary.
Cheers
Javi
Para: gretl-users(a)lists.wfu.edu
Asunto: Gretl-users Digest, Vol 36, Issue 22
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Today's Topics:
1. Re: Gretl on win2k (was Re: about corrgm) (yinung at Gmail)
2. Re: Gretl on win2k (was Re: about corrgm) (Sven Schreiber)
3. ADF test results (Michael Paris)
4. Re: about corrgm (yinung at Gmail)
5. Re: ADF test results (Michael Paris)
6. Re: ADF test results (Artur T.)
----------------------------------------------------------------------
Message: 1
Date: Mon, 18 Jan 2010 01:27:39 +0800
From: yinung at Gmail <yinung.cycu(a)gmail.com>
Subject: Re: [Gretl-users] Gretl on win2k (was Re: about corrgm)
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID:
<8fcc70371001170927m7d4593fbo86111a0564bc741a(a)mail.gmail.com>
Content-Type: text/plain; charset=ISO-8859-1
Dear Allin
I see. I will wait. Thanks
Yi-Nung
2010/1/17 Allin Cottrell <cottrell(a)wfu.edu>:
>
> On Sun, 17 Jan 2010, yinung at Gmail wrote:
>
>> I've just downloaded and installed the gretl CVS for windows. But I
>> found an error occurs under my Windows 2000:
>> Cannot find "freeaddrinfo" entry point in WS2_32.dll
>
> This is filed as gretl bug 2905661. ?It's not clear what we can do
> about it. ?The issue is that the current version of GLib, one of
> gretl's dependencies, requires the freeaddrinfo which is not found
> on Windows 2000. ?I filed this as a bug against GLib at
> https://bugzilla.gnome.org/show_bug.cgi?id=603527 .
>
> If it's resolved at the level of GLib we'll be fine. ?Otherwise we
> will have to (a) use an old version of GLib in the gretl for
> Windows package or (b) explicitly drop support for this 10-year
> old operating system.
>
> Allin.
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
------------------------------
Message: 2
Date: Sun, 17 Jan 2010 21:07:11 +0100
From: Sven Schreiber <svetosch(a)gmx.net>
Subject: Re: [Gretl-users] Gretl on win2k (was Re: about corrgm)
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <4B536DEF.7060305(a)gmx.net>
Content-Type: text/plain; charset=ISO-8859-1
Allin Cottrell schrieb:
Otherwise we
> will have to (a) use an old version of GLib in the gretl for
> Windows package or (b) explicitly drop support for this 10-year
> old operating system.
>
Don't know if this implies anything for gretl, but AFAIK windows 2000
will be unsupported from Microsoft starting in July 2010.
cheers,
sven
------------------------------
Message: 3
Date: Mon, 18 Jan 2010 13:59:00 +0800
From: Michael Paris <michael_paris(a)hotmail.fr>
Subject: [Gretl-users] ADF test results
To: <gretl-users(a)lists.wfu.edu>
Message-ID: <BLU137-W2962457DFC1204D91205FFFB660(a)phx.gbl>
Content-Type: text/plain; charset="gb2312"
Hi
I'm new to Gretl (and econometrics!) and would need help to confirm that I
read the results of an augmented Dickey Fuller test correctly:
I have a series T=27
hypothesis of unit root : a=1
model : (1-L) y = b0 + b1*t + (a-1) * y(-1) + ... + e
Coeff. autocorrelation of 1st order for e : 0.044
Estimated value of (a-1) : -0.19
Test statistic : tau_ct (1) = - 1.46
p. asymptotic critic : 0.552
=> I should look at the test statistic which shows -1,46, which is negative,
which means that my series can be considered as reasonably stationary and I
can make an OLS regression: is this correct?
Thanks a lot for the help!
Mike
_________________________________________________________________
New Windows 7: Find the right PC for you. Learn more.
http://windows.microsoft.com/shop
14 years, 11 months
about corrgm
by yinung＠Gmail
Dear Allin
I found that I run
corrgm r 12
is OK. But if I run
scalar Q=12
corrgm r Q
Then corrgm displays ACF up to lag = 31.
Is this normal?
Thanks
Yi-Nung Yang
14 years, 11 months
Re: [Gretl-users] ADF test results
by Michael Paris
Hi
I have the below results. I would like to make sure I read correctly
Test with constant and time trend
T=27
hypothesis of unit root : a=1
model : (1-L) y = b0 + b1*t + (a-1) * y(-1) + ... + e
Coeff. autocorrelation of 1st order for e : -0.012
Estimated value of (a-1) : -0.65
Test statistic : tau_ct (1) = - 3.05
p. asymptotic critic : 0.11
=> For a probability of 0.11 and n=27, the test statistic should be < -3.18 as per df distribution tables in order to be stationary. So this series is not stationary. Is this correct?
Thanks a lot for the help!
Mike
_________________________________________________________________
Windows 7: Find the right PC for you. Learn more.
http://windows.microsoft.com/shop
14 years, 11 months
ADF test results
by Michael Paris
Hi
I'm new to Gretl (and econometrics!) and would need help to confirm that I read the results of an augmented Dickey Fuller test correctly:
I have a series T=27
hypothesis of unit root : a=1
model : (1-L) y = b0 + b1*t + (a-1) * y(-1) + ... + e
Coeff. autocorrelation of 1st order for e : 0.044
Estimated value of (a-1) : -0.19
Test statistic : tau_ct (1) = - 1.46
p. asymptotic critic : 0.552
=> I should look at the test statistic which shows -1,46, which is negative, which means that my series can be considered as reasonably stationary and I can make an OLS regression: is this correct?
Thanks a lot for the help!
Mike
_________________________________________________________________
New Windows 7: Find the right PC for you. Learn more.
http://windows.microsoft.com/shop
14 years, 11 months
Translation issue
by Henrique
Dear developers,
When I try to open a xls file (with monthly data) through console (or script
file) I get a mixed translation. I'm using Gretl in Brazilian Portuguese but
the message I get is:
? open "/Users/henrique/Economia/Tese/Dados/Dados.xls"
Atenção: havia valores ausentes
etiqueta da primeira linha "1953/01/01", última etiqueta "2009/05/01"
tentando interpretar etiquetas de linhas como sendo datas...
*Trying date order YYYYMMDD
Could be 1953/01/01 - 2009/05/01
Observations: 677; days in sample: 20575
Probably monthly data*
1953: provavelmente um ano... mês 01?
Lista das 33 variáveis:
What's wrong?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years, 11 months
Standardized residuals in garch models under GUI
by yinung＠Gmail
Dear Allin
I just found that the option "standardize the residual" under GUI does
not work in gretl 1.8.5 and 1.8.6.
However, in console, --stdresidual option after garch command is working.
Thanks
Yi-Nung
14 years, 11 months
