Re: [Gretl-users] From daily to monthly or quaterly data...
by Allin Cottrell
On Tue, 26 Oct 2010, Giuseppe Vittucci wrote:
> I searched the manual and the mailing list archive but I found no clue.
> I have a daily financial time series and I would like to "shrink" the db
> from a daily to a monthly frequency taking some statistics for each
> relevant period. E.g. the mean or the median of the daily prices for
> each month, etc.
> Is there a way in gretl to do this?
You want the "dataset" command:
dataset compact 12
will convert daily data to monthly. Summation and mean are
supported, but not the median at present.
Allin Cottrell
15 years, 1 month
Re: [Gretl-users] HP-filter problem
by Allin Cottrell
On Wed, 27 Oct 2010, Eloy A. Fisher Hogan wrote:
> I think I have the latest GRETL for Linux from the Ubuntu
> repositories - or is it?
>
> Gretl 1.8.7
Ah, the change that allowed more than one argument to hpfilt came
in with gretl 1.9.0, so that explains it. Version 1.9.1 has been
available since June. You can get packages for 1.9.1 from Debian
sid: http://packages.debian.org/sid/gretl , though I'm not sure if
these will work OK with Ubuntu.
Allin Cottrell
15 years, 1 month
Re: [Gretl-users] HP-filter problem
by Allin Cottrell
On Mon, 25 Oct 2010, Eloy A. Fisher Hogan wrote:
> I am running an HP filter in a script, but when I type:
>
> genr cyc_yt = hpfilt(yt, 6.25)
> genr tre_yt=yt-cyc_yt
>
> I get:
>
> Expected ')' but found ','
> Syntax error in command line
What version of gretl are you running (under Help, About: version
and build date)?
The command you give above works OK here on current gretl.
Allin Cottrell
15 years, 1 month
From daily to monthly or quarterly data
by Giuseppe
Hi,
I searched the manual and the mailing list archive but I found no clue.
I have a daily financial time series and I would like to "shrink" the db
from a daily to a monthly frequency taking some statistics for each
relevant period. E.g. the mean or the median of the daily prices for
each month, etc.
Is there a way in gretl to do this?
Thanks a lot
Giuseppe Vittucci
15 years, 1 month
From daily to monthly or quaterly data...
by Giuseppe Vittucci
Hi,
I searched the manual and the mailing list archive but I found no clue.
I have a daily financial time series and I would like to "shrink" the db
from a daily to a monthly frequency taking some statistics for each
relevant period. E.g. the mean or the median of the daily prices for
each month, etc.
Is there a way in gretl to do this?
Thanks a lot
Giuseppe Vittucci
15 years, 1 month
new dpanel command
by Allin Cottrell
Hello all,
Apologies to those of you who get this message twice. But Jack and
I having been working (on and off) since June on a new dynamic
panel-data estimation command, "dpanel", which we are now ready to
unveil. It's documented in dpanel.pdf at
http://sourceforge.net/projects/gretl/files/manual/
We think it's a pretty nice implementation of the GMM-DIF
(Arellano-Bond) and GMM-SYS (Blundell-Bond) estimators, but we'd
be very grateful to get any feedback you may have before we put
out a release in which this command is truly visible (it has been
there "secretly" for a while now).
Since we have a full ChangeLog, ideally we'd like to make a new
release next week. If you can spare some time to test dpanel
before then, that would be great. We're looking for any
show-stopping bugs and/or severe differences over what the default
behaviour of this command should be. We have tried to build in
what we take to be sensible defaults so that "standard"
invocations of the command are short and sweet, while more complex
or non-standard uses are also supported.
Note that at this point there's no GUI access to dpanel, it's a
script-only thing. If we have the script command right, a
graphical interface may follow.
[Footnote: Sven Schrieber suggested that this command might better
be named "dynpanel", and we invited votes on this on the
gretl-devel list. But, the vote being indecisive (only Ignacio
Diaz-Emparanza put in an opinion), I'm afraid that the preference
of Jack and myself for brevity has prevailed!]
Allin
--
Allin Cottrell
Department of Economics
Wake Forest University
15 years, 1 month
Re: [Gretl-users] Question on show command with gnuplot object in script mode
by Allin Cottrell
On Mon, 25 Oct 2010, Dr. Ioannis A. Venetis wrote:
> It seems that I cannot use the show command in scripts with
> gnuplot objects
>
> For example when I run the code
>
> nulldata 100
> x=normal(0,1)
> y=normal(0,1)
> grf1 <- gnuplot x --time-series --with-lines
> grf1.show
> I get
>
> wrote C:\Users\user\Documents\gretl\gpttmp01.plt
> ? grf1.show
> grf1: no such object
Artur Bala has given a modification of the gnuplot command that
does the job. However, I think I would consider Artur's suggestion
a "work-around": it seems that your original command should work
as you imagined it would, or in other words there's a bug here.
I'll take a look at that, though I'm off to a conference for a few
days so this may not be fixed till next week.
Allin Cottrell
15 years, 1 month
HP-filter problem
by Eloy A. Fisher Hogan
Hello all!
I am running an HP filter in a script, but when I type:
genr cyc_yt = hpfilt(yt, 6.25)
genr tre_yt=yt-cyc_yt
I get:
Expected ')' but found ','
Syntax error in command line
Error executing script: halting
> genr cyc_RealGDP = hpfilt(RealGDP, 6.25)
But the user's guide, p. 31 has the same syntax above. Any help will be most appreciated!
EF
Saludos cordiales,
Eloy Fisher
New School for Social Research, Ph.D Student.
US Contact Information:
Mobile: (001) 917 - 674 - 5381
Clarorite (toll free from Panama): 202-0400 ext 65576
http://webspace.newschool.edu/~fishe248/index.html
Información de Contacto en Panamá:
Eloy Fisher a/c Telma Hogan
Apartado Postal 0819-03909
Panama, República de Panamá
Teléfono: (507) 230 - 2336
15 years, 1 month
submissions
by Oscar Javier Pérez Lora
--
Oscar Javier Pérez L.
Universidad Nacional de Colombia
15 years, 1 month
Question on show command with gnuplot object in script mode
by Dr. Ioannis A. Venetis
Dear Gretl users,
It seems that I cannot use the show command in scripts with gnuplot objects
For example when I run the code
nulldata 100
x=normal(0,1)
y=normal(0,1)
grf1 <- gnuplot x --time-series --with-lines
grf1.show
I get
gretl version 1.9.0
Current session: 2010-10-25 16:48
? nulldata 100
periodicity: 1, maxobs: 100
observations range: 1-100
? x=normal(0,1)
Generated series x (ID 2)
? y=normal(0,1)
Generated series y (ID 3)
? grf1 <- gnuplot x --time-series --with-lines
wrote C:\Users\user\Documents\gretl\gpttmp01.plt
? grf1.show
grf1: no such object
Error executing script: halting
> grf1.show
When I run the code
nulldata 100
x=normal(0,1)
y=normal(0,1)
#grf1 <- gnuplot x --time-series --with-lines
#grf1.show
mdl1 <- ols y const x
mdl1.show
then I get
gretl version 1.9.0
Current session: 2010-10-25 16:47
? nulldata 100
periodicity: 1, maxobs: 100
observations range: 1-100
? x=normal(0,1)
Generated series x (ID 2)
? y=normal(0,1)
Generated series y (ID 3)
#grf1 <- gnuplot x --time-series --with-lines
#grf1.show
? mdl1 <- ols y const x
Model 1: OLS, using observations 1-100
Dependent variable: y
coefficient std. error t-ratio p-value
-------------------------------------------------------
const -0.0762919 0.0862712 -0.8843 0.3787
x 0.0803576 0.0809250 0.9930 0.3232
Mean dependent var -0.083757 S.D. dependent var 0.859370
Sum squared resid 72.38483 S.E. of regression 0.859430
R-squared 0.009961 Adjusted R-squared -0.000141
F(1, 98) 0.986025 P-value(F) 0.323161
Log-likelihood -125.7352 Akaike criterion 255.4704
Schwarz criterion 260.6807 Hannan-Quinn 257.5791
mdl1 saved
? mdl1.show
Is there anyone with the same problem and is there a solution?
Please forgive me if I have ignore something obvious.
PS=I use windows vista business
Best regards
Yiannis
*******************************************************
*******************************************************
Dr Ioannis A. Venetis
Assistant Professor
University of Patras
Department of Economic Sciences
University Campus, Rio, 26504, Greece
Tel: +30 2610 969 964
*******************************************************
Ιωάννης Α. Βενέτης
Επίκουρος Καθηγητής
Πανεπιστήμιο Πατρών
Τμήμα Οικονομικών Επιστημών
Πανεπιστημιούπολη, Ρίο, 26504
Τηλ: 2610 969 964
*******************************************************
*******************************************************
15 years, 1 month
