VECM: Impulse response analysis for cointegrating relations
by Artur T.
Hi gretl users,
I am just doing an empirical class project on the PPP-UIP relationship.
After setting up the long-run relationships and imposing
(over-)identifying restrictions on beta, I want to conduct an
impulse-response analysis on the cointegrating relationships in order to
check how long it needs the long-run relationships to get back to its
equilibrium.
Is this possible in gretl? Or has anybody a script for this or a similar
problem?
Thank you.
Artur
14 years, 1 month
Artemis!1329FCC23CE9 trojan found in gretl updater.exe file
by Mark Cheadle
Good morning,
I received a warning yesterday afternoon from the UT IT section saying they
detected a virus on my laptop. I was suspicious and I looked for it with
McAfee Stinger (heuristic setting on very high).
It found and deleted the Artemis!1329FCC23CE9 trojan from the gretl
updater.exe file.
Here is the link to that tool:
http://us.mcafee.com/virusInfo/default.asp?id=stinger.
I don't know what damage it causes but I thought you would want to know.
Also, if you have a patch or work around, we would be interested to know
more about that.
We use gretl for our Advanced Empirical Methods course in program
evaluation.
Best regards,
Mark
Mark R. Cheadle
E-Mail: <mailto:UTCheadle@hot.rr.com> UTCheadle(a)hot.rr.com or
<mailto:kmat@austin.utexas.edu> mcheadle(a)mail.utexas.edu
Master of Public Affairs Candidate (2010)
LBJ School of Public Affairs, The University of Texas at Austin
14 years, 1 month
local whittle estimator
by Sven Schreiber
Hi,
I would like to know on which precise formula/reference the "local
whittle estimator" (which is printed after the 'pergm' command) is
based. And/or in which source file do I find the relevant code?
thanks,
sven
14 years, 1 month
Correlogram - ACF Value Extraction
by savos schmagges
Hi guys,
is there any possibility to extract the acf-values from the Correlogram?
The possibility to program it in a loop which i tried was:
loop i=1..n
acf[i]=corr(y,y(-i))
endloop
It produces sometimes very different values to the corrgm-command...
Thanks in advance!
_________________________________________________________________
http://redirect.gimas.net/?n=M1003xIMVideochat2
Treffe Freunde im Messenger Videochat!
14 years, 1 month
GRETL: Return Computation
by Simari
Dear,
anyone knows how to compute the return of all stocks (500) in only one
command?
I have to insert this formula
"(Microsft-Microsoft(-1))/Micorsoft(-1)*100
for 500 different stocks and I would like to know if there's a way to do
that giving only one command.
Thanks,
G. Simari
On Fri, Mar 19, 2010 at 5:54 PM, Allin Cottrell <cottrell(a)wfu.edu> wrote:
>
> On Fri, 19 Mar 2010, Talha Yalta wrote:
>
> > After creating a scatter-plot, I go into plot controls, select add
> > line and enter "2*x". Gretl crashes as soon as I select OK or Close.
>
> Thanks, that's now fixed in CVS and snapshots.
>
> > Also, I noticed during translation the entry regarding confidence
> > bands. How do I reach this function? Is this available for a regular
> > OLS regression?
>
> I'm not quite sure what you're asking. You can get a confidence
> band for forecasts from OLS models (as you probably know). What's
> new is a choice of graphical representation of the confidence
> interval for bootstrapped VAR impulse responses.
>
> Allin Cottrell
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
14 years, 1 month
DAG GRAPHS
by krishna murthy
CAN I DRAW Directed Acyclic Graph using gretl software (windows)
14 years, 1 month
R squared in a random-effects model
by Bruno Thiago Tomio
Hello,
Is it possible to calculate the R quared (and adjusted too) with gretl for a
random-effects model? If yes, please, how?
Thank you very much.
Best wishes,
Bruno Thiago Tomio
14 years, 1 month
Author Gretl Books-Packt Publishing
by Kshipra Singh
Hi All,
I am writing to you for Packt Publishing, the publishers of computer related books.
We are planning to extend our catalogue of books based on Scientific Computing Tools and are currently inviting authors interested in writing for Packt. This doesn't need any previous writing experience. Just an expert knowledge of your subject and a passion to share it with others is all that we require.
So, if you love Gretl and are interested in authoring a book, here's an opportunity knocking your door. Write to us with your book ideas at author(a)packtpub.com. Even if you don't have a book idea and are simply interested in authoring a book, we are still keen to hear from you.
More details about the opportunity are available at: http://authors.packtpub.com/content/scientific-compting-tools-write-Packt
Thanks
Kshipra Singh
Author Relationship Manager
Packt Publishing
www.PacktPub.com
Skype: kshiprasingh15
Twitter: http://twitter.com/kshipras
Interested in becoming an author? Visit http://authors.packtpub.com for all the information you need about writing for Packt.
14 years, 1 month
R squared in a random-effects model
by Bruno Thiago Tomio
Hello,
Is it possible to calculate the R quared (and adjusted too) with gretl for a
random-effects model? If yes, please, how?
Thank you very much.
Best wishes,
Bruno Thiago Tomio
14 years, 2 months
