Re: [Gretl-users] issue
by Allin Cottrell
On Wed, 3 Nov 2010, artur tarassow wrote:
> Dear gretl community,
>
> I am trying to program some dynamic multipliers on gretl.
> Unfortunately, I've got some problems. Consider the following part of
> the script:
>
> -----------------------------------
> scalar h = 60
> scalar k = 1
>
> matrix mtheta = {0.035316 ; -0.021316 ; -0.012700}
> mtheta
>
> mpsi = zeros(h,k)
> mpsi[1,] = mtheta[1,]
> mpsi[1+1,] = vphi[1:1]*mpsi[1:1,] + mtheta[1+1,]
> mpsi[2+1,] = vphi[1:2]*mpsi[2:1,] + mtheta[2+1,] #Stops here
Matrix indexation ranges have to be left-to-right or
top-to-bottom, but if you need the values backwards you can
use, e.g.,
mreverse(mpsi[1:2,]) # as if mpsi[2:1,]
Allin Cottrell
14 years, 2 months
Re: [Gretl-users] Accumulating series in 12 months
by Allin Cottrell
On Sun, 7 Nov 2010, Henrique Andrade wrote:
> Em 17 de novembro de 2010 Allin Cottrell <cottrell(a)wfu.edu> escreveu:
>
> On Sun, 7 Nov 2010, Henrique Andrade wrote:
> >
> > > I would like to calculate the PPI inflation of the last 12 months. For
> > this
> > > task I'm using the following sript:
> > >
> > > *<script>*
> > > *open* fedstl.bin
> > > *data* ppiaco
> > > *series* x = ppiaco/ppiaco(-1)
> > > *series* ppi_12_months = ((x(-11) * x(-10) * x(-9) * x(-8) * x(-7) *
> > x(-6) *
> > > x(-5) * x(-4) * x(-3) * x(-2) * x(-1) * x) - 1) * 100
> > > *delete* x
> > > *setinfo* ppi_12_months -d "PPI accumulated in the last 12 months"
> > > *</script>*
> > >
> > > How can I make it more "elegant" (i.e "shorter")?
> >
> > series ppi12 = 100 * (ppiaco - ppiaco(-12))/ppiaco(-12)
> >
>
> Definitely this is much simpler :-)
>
> But if we don't have the price index (like the PPI)? That is, if
> we have only the monthly inflation (like the variable "x" in my
> script)?
Is this a trick question ;-) What sort of data source gives you
month-on-month inflation and no price index? If there is such a
source, complain!
Allin
14 years, 2 months
Re: [Gretl-users] Accumulating series in 12 months
by Allin Cottrell
On Sun, 7 Nov 2010, Henrique Andrade wrote:
> I would like to calculate the PPI inflation of the last 12 months. For this
> task I'm using the following sript:
>
> *<script>*
> *open* fedstl.bin
> *data* ppiaco
> *series* x = ppiaco/ppiaco(-1)
> *series* ppi_12_months = ((x(-11) * x(-10) * x(-9) * x(-8) * x(-7) * x(-6) *
> x(-5) * x(-4) * x(-3) * x(-2) * x(-1) * x) - 1) * 100
> *delete* x
> *setinfo* ppi_12_months -d "PPI accumulated in the last 12 months"
> *</script>*
>
> How can I make it more "elegant" (i.e "shorter")?
series ppi12 = 100 * (ppiaco - ppiaco(-12))/ppiaco(-12)
Allin Cottrell
14 years, 2 months
Accumulating series in 12 months
by Henrique Andrade
Dear Gretl Community,
I would like to calculate the PPI inflation of the last 12 months. For this
task I'm using the following sript:
*<script>*
*open* fedstl.bin
*data* ppiaco
*series* x = ppiaco/ppiaco(-1)
*series* ppi_12_months = ((x(-11) * x(-10) * x(-9) * x(-8) * x(-7) * x(-6) *
x(-5) * x(-4) * x(-3) * x(-2) * x(-1) * x) - 1) * 100
*delete* x
*setinfo* ppi_12_months -d "PPI accumulated in the last 12 months"
*</script>*
How can I make it more "elegant" (i.e "shorter")?
Best regards,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years, 2 months
Re: [Gretl-users] panel unit root test
by Allin Cottrell
On Sat, 6 Nov 2010, Anutechia Asongu wrote:
> Thanks Allin and Ricardo, I have downloaded the current release
> and find the option applicable. Please how can one: - equate
> those options to either "first generation" or "second
> generation" unit root tests; -assume if cross sections are
> heterogenous or homogenous.
Please see the help items for the commands "adf" and "kpss": these
contain sections describing the procedures used in the case of
panel data. The tests available in gretl assume heterogenous
time-series (Im, Pesaran, Shin; Choi).
Allin Cottrell
14 years, 2 months
Re: [Gretl-users] Saving graphs
by Allin Cottrell
On Fri, 5 Nov 2010, [ISO-8859-1] Carlos Henrique Co�lho de Andrade wrote:
> Em 05/11/2010, Allin Cottrell <cottrell(a)wfu.edu> escreveu:
>
> > On Fri, 5 Nov 2010, Henrique Andrade wrote:
> >
> >> Is there a way to save graphs (as .png or .pdf) when they are
> >> in the "zoom mode" (right click on the graph -> zoom)?
> >
> > Not at present. But we could probably implement that quite easily
> > by offering an option to replace the original graph with the
> > zoomed version -- then you could edit, save and so on, as usual.
>
> I think this would be good - at least for me ;-)
It's now in CVS.
Allin
14 years, 2 months
Re: [Gretl-users] panel unit root test
by Allin Cottrell
On Fri, 5 Nov 2010, Anutechia Asongu wrote:
> When panel data is loaded, there's no such option as "Unit root"
> in the Variable interface.
What version of gretl are you running? (You can find out under
/Help/About gretl). The current release is 1.9.2.
Allin Cottrell
14 years, 2 months
Re: [Gretl-users] panel unit root test
by Allin Cottrell
On Fri, 5 Nov 2010, Anutechia Asongu wrote:
> Are panel unit root test possible with Grelt?.
Yes: in the GUI look under /Variable/Unit root tests with a panel
dataset loaded.
Allin Cottrell
14 years, 2 months
Re: [Gretl-users] panel unit root test
by Allin Cottrell
On Fri, 5 Nov 2010, Anutechia Asongu wrote:
> Are you making reference to the normality test?
What gives you that idea, when you asked about unit root tests,
and my answer referred to a menu item named "Unit root tests"?
Allin Cottrell
14 years, 2 months
Re: [Gretl-users] Saving graphs
by Allin Cottrell
On Fri, 5 Nov 2010, Henrique Andrade wrote:
> Is there a way to save graphs (as .png or .pdf) when they are
> in the "zoom mode" (right click on the graph -> zoom)?
Not at present. But we could probably implement that quite easily
by offering an option to replace the original graph with the
zoomed version -- then you could edit, save and so on, as usual.
Allin Cottrell
14 years, 2 months
