Fixed effects forecast
by Ricardo Gonçalves Silva

Hi,
Can Gretl forecast 1 to 3 periods ahead an estimated panel data(fixed-effects with no iterations) model?
HTH
RIck
8 years, 11 months

Paper advocating open source software and gretl
by Talha Yalta

Dear gretl users:
You might be interested to hear about my new paper entitled "Should
Economists Use Open Source Software for Doing Research?" published
this month in Computational Economics. The paper investigates
econometric software reliability and advocates the use of open source
software by taking gretl as a case study and showing how responsive
and transparent its development process is. I think many people here
might find it an interesting read.
More information and the download link is available here:
http://ideas.repec.org/a/kap/compec/v35y2010i4p371-394.html
I can send a working paper version if you do not have access to the above.
Cheers
A. Talha Yalta
--
“Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment.” - Benjamin Franklin (1706-1790)
--
9 years, 4 months

gretl 1.7.6rc1
by Allin Cottrell

Current gretl CVS and the Windows snapshot at
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
contain release candidate 1 for gretl 1.7.6.
Please note that this version involves a backward-incompatible
change with respect to gretl 1.7.5 and earlier, affecting
user-defined functions that (a) take a named list of variables as
an argument and (b) do things with the list-member variables by
means of a "foreach" loop on the list.
I won't go into the rationale for this change here. Anyone who
wants the details may look at the proceedings on the gretl-devel
list for July, which were mostly taken up with this issue:
http://lists.wfu.edu/pipermail/gretl-devel/2008-July/thread.html
There's also a brief discussion in the chapter of the User's Guide
that deals with user-defined functions. But here's the bottom
line for users:
* If you want to "get hold of" a list-member variable in the
context noted above, you have to use the syntax listname.varname,
where listname is the name of the list in question and varname is
the name of the list member. (This is required only if you're
working with a list that was supplied as a function argument.)
Trivial example: inside a function, creating new variables which
are the cubes of the members of an original list, xlist, where
xlist is an argument to the function.
Old style:
loop foreach i xlist
$i_3 = $i^3
endloop
New style:
loop foreach i xlist
$i_3 = (xlist.$i)^3
endloop
In the new scheme, "$i" gets the name of the list-member variable
alright, but the variable is not "visible" under that name within
the function. So on the right-hand side of the expression that
creates the cubes, we need "(xlist.$i)^3". (Well, actually the
parentheses are not required, but wearing your seatbelt is in
general a good idea.)
Although this may affect quite a large number of existing
functions, we believe the effects are localized and the update
should be trivial. If anyone has a function for which the update
is _not_ trivial, please let us know.
Allin Cottrell.
9 years, 8 months

creating a dummy variable
by Data Analytics Corp.

Hi,
I have a time series data set that ranges from 1977Q1 to 2009Q4. I want
to create a dummy variable for the recession quarters (1980Q1 - 1980Q3,
1981Q3 - 1982Q4, etc.) as defined by the NBER. How do I do this in Gretl?
Thanks,
Walt
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
10 years

Manipulating a database
by Leandro Zipitria

Hello Gretl Community,
I have a database with daily prices which is in a rather unusual format and
I want to know if it is possibly to create a panel data with it using Gretl
scripts. The database is extracted from a dbf archive, and its has 6
variables:
- The (number of) supermarket from which the price is reported
- The (number of) the product which price is being reported
- The year of the price
- The month of the price
- The price reported itself
- The first day of the month the price is reported
- The last day of the month the price is reported
I have nearly one million rows with data, but in order to do some
regressions -and use it as a panel- I will need to transform it in a
suitable way.
I suppose that the best way that Gretl can handle it is to create a specific
column for each product, and then stack all the supermarkets on a daily
basis. In this way, I will have each column representing a product, the
first 700 rows being a price for each product for supermarket 1, the next
700 rows being a price for each product for supermarket 2, etc.
But in order to do it, I will need first to create the daily prices series,
which is now "compacted" in the datafile. I am attaching a random 10
elements from the database in order to get a better picture of the
situation. In the first sheet I submit the actual data format, on the second
one which I think should be the (best?) result.
I will first ask if this kind of transformation is possible in Gretl. I am
aware that running some scripts on other programs could do the trick, but I
think that it could be possible in Gretl to do it. But I am also think that
it could be rather complex to do it, and I am a new one on this issues.
Thank in advance.
Best regards,
Leandro Zipitría
10 years

inconsistency in PCA function
by Rebecca Zhang

Hi,
I got inconsistent results when running PCA using covariance matrix in gretl. Please see attached TSY_curve file for the data used. Please see attached PCA_problem file that illustrated the problem when verified with R.
The result highlighted in yellow is different from R result and appears in consistent with a reduced components result. I appreciate if you can look into it. Thank you.
Regards,
Rebecca
10 years, 1 month

generalized impulse response
by Artur T.

Hello gretl community ;-)
I would like to ask whether there are any plans to incorporate
generalized impulse response functions into VAR analysis; based on the
papers by:
1. Koop, G., Pesaran, M. H. and S. M. Potter (1996), “Impulse Response
Analysis in Nonlinear Multivariate Models”, Journal of Econometrics, 74,
119–147.
and maybe
2. Pesaran, M. H. and Y. Shin (1998), “Generalized Impulse Response
Analysis in Linear Multivariate Models”, Economics Letters, 58, 17–29.)
Or maybe anyone has written some function for it? I have no idea how
difficult it is to implement this feature, but I think it might be
worthy if the programming effort is not too big and the demand for it
sufficient.
Best,
Artur
10 years, 2 months

error with heteroscedacity function.
by denis joubert

Hello,
Using libgretl 1.8.7, with heteroscedacity function, i got the error :
"Weight variable is all zeros, aborting regression"
but when i add one observations it works or some observations added later it
does the same error, more observations later same it works and so on.
I give you the data with errors, it's a time serie with weekly observations,
i use this before calling the hsk_func :
listlag = laggenr_from_to(1, 1, 75, &m_Z, m_datainfo, &err);
and the m_Z contains at the beginning :
m_Z[1][0] = 1431225.000000;
m_Z[1][1] = 207958.000000;
m_Z[1][2] = 1328798.000000;
m_Z[1][3] = 1412733.000000;
m_Z[1][4] = 1766147.000000;
m_Z[1][5] = 1635199.000000;
m_Z[1][6] = 1565249.000000;
m_Z[1][7] = 949787.000000;
m_Z[1][8] = 1130386.000000;
m_Z[1][9] = 834164.000000;
m_Z[1][10] = 2080654.000000;
m_Z[1][11] = 1153485.000000;
m_Z[1][12] = 857538.000000;
m_Z[1][13] = 1363286.000000;
m_Z[1][14] = 2051956.000000;
m_Z[1][15] = 660288.000000;
m_Z[1][16] = 664975.000000;
m_Z[1][17] = 1831966.000000;
m_Z[1][18] = 1516991.000000;
m_Z[1][19] = 1284537.000000;
m_Z[1][20] = 978315.000000;
m_Z[1][21] = 611010.000000;
m_Z[1][22] = 86147.000000;
m_Z[1][23] = 1004510.000000;
m_Z[1][24] = 150055.000000;
m_Z[1][25] = 632921.000000;
m_Z[1][26] = 182371.000000;
m_Z[1][27] = 1269861.000000;
m_Z[1][28] = 599457.000000;
m_Z[1][29] = 989400.000000;
m_Z[1][30] = 859726.000000;
m_Z[1][31] = 1501113.000000;
m_Z[1][32] = 249601.000000;
m_Z[1][33] = 383646.000000;
m_Z[1][34] = 311465.000000;
m_Z[1][35] = 1591434.000000;
m_Z[1][36] = 817778.000000;
m_Z[1][37] = 906471.000000;
m_Z[1][38] = 1957765.000000;
m_Z[1][39] = 1024629.000000;
m_Z[1][40] = 1293944.000000;
m_Z[1][41] = 920355.000000;
m_Z[1][42] = 1956842.000000;
m_Z[1][43] = 1560762.000000;
m_Z[1][44] = 1931361.000000;
m_Z[1][45] = 1326024.000000;
m_Z[1][46] = 1838782.000000;
m_Z[1][47] = 205036.000000;
m_Z[1][48] = 1168592.000000;
m_Z[1][49] = 1081148.000000;
m_Z[1][50] = 1741196.000000;
m_Z[1][51] = 798779.000000;
m_Z[1][52] = 103289.000000;
m_Z[1][53] = 456865.000000;
m_Z[1][54] = 543444.000000;
m_Z[1][55] = 1407659.000000;
m_Z[1][56] = 1519187.000000;
m_Z[1][57] = 375135.000000;
m_Z[1][58] = 852668.000000;
m_Z[1][59] = 1772748.000000;
m_Z[1][60] = 134335.000000;
m_Z[1][61] = 687954.000000;
m_Z[1][62] = 1827437.000000;
m_Z[1][63] = 762331.000000;
m_Z[1][64] = 603293.000000;
m_Z[1][65] = 792405.000000;
m_Z[1][66] = 1822889.000000;
m_Z[1][67] = 28162.000000;
m_Z[1][68] = 119814.000000;
m_Z[1][69] = 1860604.000000;
m_Z[1][70] = 1121620.000000;
m_Z[1][71] = 1684701.000000;
m_Z[1][72] = 1077879.000000;
m_Z[1][73] = 1926145.000000;
m_Z[1][74] = 724391.000000;
m_Z[1][75] = 2115458.000000;
m_Z[1][76] = 7795.000000;
m_Z[1][77] = 1047352.000000;
m_Z[1][78] = 840371.000000;
m_Z[1][79] = 1476913.000000;
m_Z[1][80] = 1511875.000000;
m_Z[1][81] = 176943.000000;
m_Z[1][82] = 133643.000000;
m_Z[1][83] = 887549.000000;
m_Z[1][84] = 1812511.000000;
m_Z[1][85] = 17846.000000;
m_Z[1][86] = 603354.000000;
m_Z[1][87] = 1126207.000000;
m_Z[1][88] = 1232769.000000;
m_Z[1][89] = 196866.000000;
m_Z[1][90] = 681670.000000;
m_Z[1][91] = 664312.000000;
m_Z[1][92] = 291783.000000;
m_Z[1][93] = 1872033.000000;
m_Z[1][94] = 1054658.000000;
m_Z[1][95] = 689063.000000;
m_Z[1][96] = 1023127.000000;
m_Z[1][97] = 755405.000000;
m_Z[1][98] = 1742680.000000;
m_Z[1][99] = 1085702.000000;
m_Z[1][100] = 967574.000000;
m_Z[1][101] = 57139.000000;
m_Z[1][102] = 1967121.000000;
m_Z[1][103] = 155571.000000;
m_Z[1][104] = 22136.000000;
m_Z[1][105] = 876667.000000;
m_Z[1][106] = 1834178.000000;
m_Z[1][107] = 609363.000000;
m_Z[1][108] = 2082755.000000;
m_Z[1][109] = 195996.000000;
m_Z[1][110] = 1858837.000000;
m_Z[1][111] = 191434.000000;
m_Z[1][112] = 56269.000000;
m_Z[1][113] = 2036749.000000;
m_Z[1][114] = 504633.000000;
m_Z[1][115] = 1218606.000000;
m_Z[1][116] = 117861.000000;
m_Z[1][117] = 97979.000000;
m_Z[1][118] = 1988992.000000;
m_Z[1][119] = 2057725.000000;
m_Z[1][120] = 361376.000000;
m_Z[1][121] = 1357918.000000;
m_Z[1][122] = 928988.000000;
m_Z[1][123] = 543378.000000;
m_Z[1][124] = 1518102.000000;
m_Z[1][125] = 1585398.000000;
m_Z[1][126] = 957590.000000;
m_Z[1][127] = 84222.000000;
m_Z[1][128] = 1572125.000000;
m_Z[1][129] = 1017730.000000;
m_Z[1][130] = 1918768.000000;
m_Z[1][131] = 71380.000000;
m_Z[1][132] = 214801.000000;
m_Z[1][133] = 190478.000000;
m_Z[1][134] = 1240358.000000;
m_Z[1][135] = 2002441.000000;
m_Z[1][136] = 2077945.000000;
m_Z[1][137] = 1095170.000000;
m_Z[1][138] = 908149.000000;
m_Z[1][139] = 1424074.000000;
m_Z[1][140] = 1899931.000000;
m_Z[1][141] = 54489.000000;
m_Z[1][142] = 1944286.000000;
m_Z[1][143] = 931712.000000;
m_Z[1][144] = 964216.000000;
m_Z[1][145] = 817239.000000;
m_Z[1][146] = 1491468.000000;
m_Z[1][147] = 1804150.000000;
m_Z[1][148] = 754704.000000;
m_Z[1][149] = 1526318.000000;
m_Z[1][150] = 1261455.000000;
m_Z[1][151] = 1658306.000000;
m_Z[1][152] = 1138944.000000;
m_Z[1][153] = 740934.000000;
m_Z[1][154] = 872778.000000;
m_Z[1][155] = 931733.000000;
m_Z[1][156] = 445110.000000;
m_Z[1][157] = 156769.000000;
m_Z[1][158] = 1101183.000000;
m_Z[1][159] = 274844.000000;
m_Z[1][160] = 371715.000000;
m_Z[1][161] = 2082148.000000;
m_Z[1][162] = 1518744.000000;
m_Z[1][163] = 522768.000000;
m_Z[1][164] = 361869.000000;
m_Z[1][165] = 1427257.000000;
m_Z[1][166] = 1729193.000000;
m_Z[1][167] = 583271.000000;
m_Z[1][168] = 1734855.000000;
m_Z[1][169] = 2019046.000000;
m_Z[1][170] = 2051469.000000;
m_Z[1][171] = 10471.000000;
m_Z[1][172] = 671369.000000;
m_Z[1][173] = 1689988.000000;
m_Z[1][174] = 813742.000000;
m_Z[1][175] = 985851.000000;
m_Z[1][176] = 1701341.000000;
m_Z[1][177] = 1499903.000000;
m_Z[1][178] = 327022.000000;
m_Z[1][179] = 110924.000000;
m_Z[1][180] = 1472301.000000;
m_Z[1][181] = 1494097.000000;
m_Z[1][182] = 2073332.000000;
m_Z[1][183] = 686139.000000;
m_Z[1][184] = 259252.000000;
m_Z[1][185] = 1318475.000000;
m_Z[1][186] = 696237.000000;
m_Z[1][187] = 1232458.000000;
m_Z[1][188] = 1335898.000000;
m_Z[1][189] = 636697.000000;
m_Z[1][190] = 635087.000000;
m_Z[1][191] = 1913213.000000;
m_Z[1][192] = 838686.000000;
m_Z[1][193] = 1514290.000000;
m_Z[1][194] = 813316.000000;
m_Z[1][195] = 947732.000000;
m_Z[1][196] = 1333502.000000;
m_Z[1][197] = 322433.000000;
m_Z[1][198] = 871298.000000;
m_Z[1][199] = 368299.000000;
m_Z[1][200] = 580202.000000;
m_Z[1][201] = 638802.000000;
m_Z[1][202] = 1697618.000000;
m_Z[1][203] = 1467552.000000;
m_Z[1][204] = 5388.000000;
m_Z[1][205] = 432330.000000;
m_Z[1][206] = 1685650.000000;
m_Z[1][207] = 2100829.000000;
m_Z[1][208] = 572783.000000;
m_Z[1][209] = 398972.000000;
m_Z[1][210] = 39131.000000;
m_Z[1][211] = 2089804.000000;
m_Z[1][212] = 1262827.000000;
m_Z[1][213] = 337849.000000;
m_Z[1][214] = 939217.000000;
m_Z[1][215] = 1390430.000000;
m_Z[1][216] = 1862614.000000;
m_Z[1][217] = 187631.000000;
m_Z[1][218] = 126734.000000;
m_Z[1][219] = 1060630.000000;
m_Z[1][220] = 386496.000000;
m_Z[1][221] = 1626442.000000;
m_Z[1][222] = 890342.000000;
m_Z[1][223] = 887525.000000;
m_Z[1][224] = 2007208.000000;
m_Z[1][225] = 76483.000000;
with this it doesn't work but when i add one observation :
m_Z[1][226] = 58168.000000;
it works...
is it normal ? or is it a bug ?
thanks.
10 years, 2 months

Re: [Gretl-users] [Gretl-devel] Plot Labels
by Riccardo (Jack) Lucchetti

On Fri, 30 Apr 2010, Talha Yalta wrote:
>>>>> Also, I know that gretl has a tendency to have plot titles in small
>>>>> letters (although there are exceptions such as the estimated density
>>>>> plot which has the E capitalized). Is there a reason for this? I don't
>>>>> know what most people would say but my personal preference is to have
>>>>> such titles in title format (first letter capitalized).
>>>>
>>>> Right-click -> Edit
>>>
>>> I don't even have to do this because such titles are all in title
>>> format in the Turkish translation ;-)
>>> But seriously, is this something undebatable? How about an option in
>>> the preferences, if not too difficult to implement that is.
>>
>> Nothing is undebatable, in the proper context. But do you really think gretl
>> should have a capitalisation *policy*?
>
> Why not? I think most people would agree that accurate and
> professional looking visualization is extremely important for a
> scientific package (not that I wish to claim the current plots look
> unprofessional).
I beg to differ. In my humble opinion, "accurate and professional looking
visualisation" (which is difficult to define anyway: I am a professional,
so are you; I like small letters, you like capital letters. Who's right?
Po-tay-to, po-tah-to) has is place, but is dwarfed in importance by
computational speed, accuracy, breadth of methods, quality of
documentation and so on. If capital letters in plots are so "extremely
important" to deserve a formalised policy, my imagination struggles to
find something that isn't.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
10 years, 2 months

Re: [Gretl-users] selecting contiguous variables in lists
by artur bala

Hi Frank,
I think this script will partially solve your problem (X1 to X5)
the final loop will provide X1 X2 X3 X4 X5
Artur
> Message du 29/04/10 15:15
> De : "Franck Nadaud"
> A : gretl-users(a)lists.wfu.edu
> Copie à :
> Objet : [Gretl-users] selecting contiguous variables in lists
>
>
> Dear GRETL folk, greetings from Paris !
>
> I am still on my demand system analysis and AIDS modelling.
>
> This project involves regressions in on large cross-sections (~ 10 000
> observations) on households. Meanwhile, to control for heterogeneity, I use
> numerous lists of qualitative variables, each on different themes like:
>
> household composition
> education
> profession
> housing attributes
> location in the hexagon
> ...
> etc.
>
> those lists are often composed of contiguous variables names, as for example:
>
> x1 x2 x3 x4 x5
>
> As often in such work one likes to account for lots of attributes, so one
> needs to create long lists. In a famous paper by Blundell, Pashardes and
> Weber, 1993, there are around 150 such variables.
>
> My problem is that I cant find in the doc a way to call / create lists with
> contiguous variables without enumerating all the variables names. So, is it
> possible to call a list with something like:
>
> list housing = x1 to x5 x13
>
> instead of:
>
> list housing = x1 x2 x3 x4 x5 x13
>
> thanks for any advice !
>
> cheers
>
> Franck
>
>
>
>
>
>
>
> --
> Franck Nadaud
> CIRED
> UMR 8568 CNRS - EHESS, ENPC, ENGREF, CIRAD
> 45 bis avenue de la Belle Gabrielle
> 94736 Nogent-sur-Marne Cedex
> TEL: 33-1-43-94-73-94
> FAX: 33-1-43-94-73-70
> MOB: 06-07-39-92-75
> France
>
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
>
Une messagerie gratuite, garantie à vie et des services en plus, ça vous tente ?
Je crée ma boîte mail www.laposte.net
10 years, 2 months