Problems with graphs
by Henrique Andrade
Dear Gretl Community,
I think I've found a bug in Gretl (version 1.9.1cvs, build date 2010-10-05,
under Windows Vista). Everytime I try to delete 2 graphs Gretl crashes. I'm
sending a copy of a Gretl session where the problem occurs.
Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
15 years
Restriction on coefficient of a linear regression
by BODENAN Jean-Christophe
I would like to apply a restriction on the coefficients of a linear
regression (OLS). Indeed, coefficients will represent the yield of a
crop (soybeans, corn...) for a specific grade (my data) during its
lifecycle.
How can I apply a restriction on coefficients: I want them to be all
positive and that the first coefficient (grade poor crop) is lower than
the second (grade fair crop), the second coefficient lower than the
third (grade good crop)...
Thanks in advance
JCB <http://www.roquette.com/>
French gretl user
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15 years
X-12-Arima
by Henrique Andrade
Dear Gretl Community,
I'm trying to perform a X-12-Arima analysis in a series but I'm getting this
error message:
"Error messages generated from processing the X-12-ARIMA spec file
teste.spc:
ERROR: Multiplicative or log additive seasonal adjustment cannot be
performed when
preadjustment factors are derived from a regARIMA model for data which have
not been
log transformed.
Check the values for the power or function arguments of the transform spec
and mode
of the x11 spec."
Looking at my data (attached) I think I'd found what's going on: the series
range goes
from 2001:01 to 2012.12, but my valid observations finish at 2010:07. The
remaining
observations are empty entries.
The X-12-Arima are trying to use these empty entries in the analysis and due
to this
are returning the error message.
In my humble opinion, it would be nice if X-12-Arima adjust the series range
automatically,
just like Gnuplot does when we plot the series.
What do you think?
Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
15 years
Re: [Gretl-users] how to set limits on variables values in forecasting?
by MICHAEL BOLDIN
>forecasting sales in my company and i'm using ARIMA with
regression. Sometimes, even if the model is well adjusted to the data,
when i try to get forecast for 3 months some of the values are below
0... what can i do to set a limit on that variable?
Most likely the model is not as well adjusted as you think. When
forecasting an item such as sales it is usually better to forecast the
percent sales growth (or equivalently the first different in the log
of sales). R2 will be much lower but the forecast standard error is
likely to more realistic. The Elements of Forecasting book by Frank
Diebold gives guidance on this type of forecasting -- i.e. whether
the forecasting model should be in levels or (percent) changes.
15 years
Re: [Gretl-users] non-linear Wald-Test
by Allin Cottrell
On Sun, 3 Oct 2010, Sven Schreiber wrote:
> Am 03.10.2010 18:14, schrieb Berend Hasselman:
> > According to the Gret reference manual (gretl 1.9.1,page 47) the
> > function restr should be declared as
> >
> > function restr (const matrix b)
> >
> Actually I think the new function style would be
>
> function matrix restr(...)
> ...
> return ret
> end function
>
> (that is, the return type of the function is stated right after
> the 'function' keyword) Maybe the official example for the
> nonlinear Wald test needs updating.
You're right, the preferred form would be
function matrix restr (const matrix b)
However the older form still works OK. The example given in the
manual uses the new form, so no updating is required.
Allin
15 years
Re: [Gretl-users] non-linear Wald-Test
by Allin Cottrell
On Sun, 3 Oct 2010, Berend Hasselman wrote:
> On 03-10-2010, at 17:24, artur tarassow wrote:
>
> > Hi,
> >
> > last year the non-linear Wald-Test was implemented. The following
> > example is given:
> >
> > <script>
> > function restr (matrix *b)
> > matrix ret = b[1]/b[2] - b[4]/b[5]
> > return matrix ret
> > end function
> >
> > open data4-10
> > ols 1 0 2 3 4 5
> > restrict
> > rfunc = restr
> > end restrict
> > </script>
> >
> > But running this script yields the error:
> > ----------------------
> > ? restrict
> > ? rfunc = restr
> > ? end restrict
> > Data types not conformable for operation
> >
> > Error executing script: halting
> >> end restrict
> > ----------------------
> >
> > I am not sure what the exact problem is.
>
> According to the Gret reference manual (gretl 1.9.1,page 47) the
> function restr should be declared as
>
> function restr (const matrix b)
Berend has the right diagnosis: the restriction function must have
exactly the given signature, taking a "const matrix" argument.
Allin Cottrell
15 years
non-linear Wald-Test
by artur tarassow
Hi,
last year the non-linear Wald-Test was implemented. The following
example is given:
<script>
function restr (matrix *b)
matrix ret = b[1]/b[2] - b[4]/b[5]
return matrix ret
end function
open data4-10
ols 1 0 2 3 4 5
restrict
rfunc = restr
end restrict
</script>
But running this script yields the error:
----------------------
? restrict
? rfunc = restr
? end restrict
Data types not conformable for operation
Error executing script: halting
> end restrict
----------------------
I am not sure what the exact problem is.
Best,
Artur
15 years
