Saving specific variables
by Henrique Andrade
Dear Gretl Developers,
I need to save only two variables of my data set (PAU and PUS) but I'm
getting a problem. Please take a look in the following script:
<script>
*open* australia.gdt
*store *"C:\Users\henrique\Desktop\dados1.gdt" PAU PUS *--gzipped *#
Works ok!
*store *"C:\Users\henrique\Desktop\dados 1.gdt" PAU PUS *--gzipped *#
Works ok!
*store *"C:\Users\henrique\Desktop\dados (1.gdt" PAU PUS *--gzipped *#
Works ok!
*store *"C:\Users\henrique\Desktop\dados 1).gdt" PAU PUS *--gzipped*
*store *"C:\Users\henrique\Desktop\dados (1).gdt" PAU PUS *--gzipped
*
</script>
When I use the file names "dados1.gdt", "dados 1.gdt", and "dados (1.gdt"
I've got no problems, but if use a ")" I can't save just my two series (PAU
and PUS), instead, the entire australia.gdt file is saved.
Is this the normal behaviour?
Best regards
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
15 years, 1 month
Re: [Gretl-users] About estimating the Feasible GLS model
by Allin Cottrell
On Wed, 22 Dec 2010, yinung at Gmail wrote:
> I cannot replicate the FGLS estimation results as shown in
> Example 8.7 (demand for cigarettes) of Wooldridge's
> "Introductory Econometrics" (I am using the 3rd edition, on page
> 293-294).
>
> I use the default FGLS function under the the main menu
> \Model\Other linear models\Heteroscedasticity corrected. with
> the datafile as attached. Or run the following script command
>
> hsk cigs const lincome cigpric educ age agesq restaurn
>
> The result is different from the one in Wooldridge's textbook.
> Do I use the wrong model?
Probably not, if what you want is WLS to take into account
estimated heteroskedasticity. However, you should read the help
for "hsk" carefully to see what gretl is doing. I don't have
Wooldridge's text to hand, but maybe he's not using a log
transformation for the squared residuals in the auxiliary
regression, as gretl does?
Allin Cottrell
15 years, 1 month
About estimating the Feasible GLS model
by yinung＠Gmail
Hi,
Does anyone have experiences to run the Feasible GLS model in gretl?
Especially, I cannot replicate the FGLS estimation results as shown in
Example 8.7 (demand for cigarettes) of Wooldridge's "Introductory
Econometrics" (I am using the 3rd edition, on page 293-294).
I use the default FGLS function under the the main menu \Model\Other linear
models\Heteroscedasticity corrected. with the datafile as attached. Or run
the following script command
hsk cigs const lincome cigpric educ age agesq restaurn
The result is different from the one in Wooldridge's textbook. Do I use the
wrong model?
Thanks
Yi-Nung Yang
Chair and Associate Professor
Dept. of International Trade, CYCU, Taiwan.
15 years, 1 month
CUSUM within a loop
by artur tarassow
Hi,
I just tried to implement the cusum test within a loop. Surprisingly
this is not allowed but works fine for other tests like on serial
correlation or ARCH effects etc. Is there a reason for this? Looks
like an inconsistency if other test work fine within loops.
Best,
Artur
15 years, 1 month
graphs: not really a bug...
by artur bala
Hi Allin,
I'm not sure I can even call it a bug, but after having zoomed in a
graphic and used "replace full view" option, the graph window's
lower-left corner still shows the old coordinates instead of the new ones.
regards,
artur
--
**********************************
Artur BALA
development economist, consultant
phone: +216 24 71 00 80
skype: artur.bala.tn
email: artur.bala.tn(a)gmail.com
**********************************
--
**********************************
Artur BALA
development economist, consultant
phone: +216 24 71 00 80
skype: artur.bala.tn
email: artur.bala.tn(a)gmail.com
**********************************
15 years, 1 month
Re: [Gretl-users] problems getting the pvalues of johansen test
by Allin Cottrell
On Fri, 17 Dec 2010, artur tarassow wrote:
> I am using the current cvs on Win XP. I wrote the following script to
> obtain the johansen trace pvalue and test statistics recursively:
>
> -----------------------------------
> open denmark.gdt
> smpl full
>
> list Y = LRM IBO IDE
> scalar p = 3 #recursive test for same lag length over all the period
>
> matrix pv_trace = {}
> matrix test_trace = {}
>
> smpl 1980:1 1987:3
> scalar T = $nobs
> smpl 1974:1 1979:1
> loop for (i=1; i<=T; i+=1)
> coint2 p Y
> matrix pval = $pvalue
> pval = pval[,1]' #take the first column (Trace) and put it into row i
> pv_trace = pv_trace | pval
> matrix t = $test
> t = t[,1]'
> test_trace = test_trace | t
> smpl ; +1
> endloop
>
>
> pv <- gnuplot 1 2 3 --with-lines --time-series \
> --matrix=pv_trace --output=display --single-yaxis { set title
> 'Recursive p-value Trace-test'; }
>
> test <- gnuplot 1 2 3 --with-lines --time-series \
> --matrix=test_trace --output=display --single-yaxis { set title
> 'Recursive t-value Trace-test'; }
> --------------------------------
>
> Unfortunately I obtain the following error message "Warning: generated
> non-finite values" for some reason.
Your script runs OK here. However, I'd suggest that your handling
of the sample period is a bit confusing, and the main body of your
script might be better re-written thus:
<script>
matrix pv_trace = {}
matrix test_trace = {}
# loop over sample end-point
loop i=1979:1..1987:3
coint2 p Y
# take the first column (Trace) and put it into row i
matrix pval = $pvalue
pv_trace |= pval[,1]'
matrix test = $test
test_trace |= test[,1]'
smpl ; i
endloop
</script>
Allin Cottrell
15 years, 1 month
Re: [Gretl-users] Random Effects Within and Between
by Allin Cottrell
On Fri, 17 Dec 2010, Dempsey, Keely wrote:
> I am just wondering how to interpret the "within" and "between"
> estimates in a random effects model output?
Gretl User's Guide, ch 16, "Panel data".
--
Allin Cottrell
Department of Economics
Wake Forest University
15 years, 1 month
problems getting the pvalues of johansen test
by artur tarassow
Hello,
I am using the current cvs on Win XP. I wrote the following script to
obtain the johansen trace pvalue and test statistics recursively:
-----------------------------------
open denmark.gdt
smpl full
list Y = LRM IBO IDE
scalar p = 3 #recursive test for same lag length over all the period
matrix pv_trace = {}
matrix test_trace = {}
smpl 1980:1 1987:3
scalar T = $nobs
smpl 1974:1 1979:1
loop for (i=1; i<=T; i+=1)
coint2 p Y
matrix pval = $pvalue
pval = pval[,1]' #take the first column (Trace) and put it into row i
pv_trace = pv_trace | pval
matrix t = $test
t = t[,1]'
test_trace = test_trace | t
smpl ; +1
endloop
pv <- gnuplot 1 2 3 --with-lines --time-series \
--matrix=pv_trace --output=display --single-yaxis { set title
'Recursive p-value Trace-test'; }
test <- gnuplot 1 2 3 --with-lines --time-series \
--matrix=test_trace --output=display --single-yaxis { set title
'Recursive t-value Trace-test'; }
--------------------------------
Unfortunately I obtain the following error message "Warning: generated
non-finite values" for some reason.
Best wishes,
Artur
15 years, 1 month
