selecting contiguous variables in lists
by Franck Nadaud
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
15 years, 12 months
Ralph M Rodriguez/PO/KAIPERM is out of the office.
by Ralph.M.Rodriguez＠kp.org
I will be out of the office starting 04/26/2010 and will not return until
04/29/2010.
Hi All, I will be out of the office from April 26 through April 28,
returning to the office on Monday April 29, 2010. Please, if you have an
immediate question regarding Cost Model or Construction Economics, please
contact Brad A Njus, 510 625 4595, with your questions.
Thanks,
Ralph
16 years
How to put together "names" with a number linked with to build an Index
by Simari
Dear,
greetings from Lucca, Tuscany.
I got data from U.s.a. concerning the financial market.
I have to order them in the specific sector.
I have the name of stocks in column and in another one a number (ex. 20, 56,
etc...)
The number means the sector.
I have to put together all the stocks with the same number to build the
index of the sector.
Anyone knows how I could do it with Gretl?
Thanks,
G. Simari
16 years
co-integration
by Mark Chang
Could Gretl do co-integration?
Regards,
Mark
Mark Chang
Portfolio Manager
RHG Capital
888 Seventh Ave, 30th floor
New York NY 10106
212 649 6108
mark.chang(a)epoch-funds.com<mailto:mark.chang@epoch-funds.com>
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16 years
Postgresql ODBC connection
by Stefan Rehm
> Now, to get this working... Are you using a pre-built gretl binary
> or are you building gretl yourself?
I run the package from ubuntu in version 1.8.1-1
I saw that there is also a package libgretl1-dev in the repository. Could this package solve my problems? If not, did i have to build the package fresh from the sourcecode? I want to avoid this because i'm new on linux.
>To date we haven't included ODBC support in the gretl RPMs we
> build (to avoid introducing a dependency on unixODBC, which is
> quite specialized).
Maybe it is a good idea to create a personal package archive for gretl?
Best regards and thanks for your support!
Stefan Rehm
--
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16 years
[libgretl] lags
by denis joubert
Hello there,
how to do lags like the ihm when learning a model with libgretl ?
is it equal to create new columns shifted with n element (where n is the
lag) like this :
real data lags1 lags2
7 8 4
8 4 1
4 1 5
1 5
5
thanks
Denis
16 years
on freq command
by artur.bala
Hi Allin,
Just wanted to note that when executing the freq command with the --silent flag, gretl pops up three error messages: (i) Failed to open file 'C:\....\gpttmp.a03344'; (ii) Unspecified error, and (iii) Failed to open file 'C:\...\gretltmp.png. However, these errors don't affect the output.
Best,
Artur
Une messagerie gratuite, garantie à vie et des services en plus, ça vous tente ?
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16 years
X-12 Arima seasonal adjustment
by Paulo Grahl
Dear list members,
I need to change some of the default behavior of the X-12 ARIMA method, but
could not find instructions in Gretl manual on how to do it from within
Gretl.
I have a monthly survey series (sort of diffusion index) that ranges from 0
to100 and I need to get the seasonal factors. I would think in this sort of
time
series, additive seasonal factors make more sense than multiplicative
seasonal factors. But, when running X-12 ARIMA from within Gretl I could
only get the
multiplicative seasonal adjustment.
Any idea on how should I proceed to get additive seasonal decomposition ?
Many thanks.
Paulo
--
Paulo Gustavo Grahl, CFA
------------------------------------------
pgrahl(a)gmail.com
pgrahl(a)fgvmail.br
+55(21) 8809-9254
skype:paulo.grahl
www.linkedin.com/in/pgrahl
------------------------------------------
16 years
Postgresql ODBC connection
by Stefan Rehm
> Jack (on ODBC connection):
> > > You're halfway through. The "open" command establishes the connection.
> > > The actual data retrieval is a job for the "data" command, which stores
> > > the output of an SQL query. Example:
> > >
> > > <script>
> > > qry = "select foo from bar"
> > > data myseries query=qry --odbc
> > > </script>
> >
> > Hmm, no chance. There is no message after the open command. So i'm not
> > shure if everything work fine.
>
> Apparently it's not fine. If it is, you should get a message from
> gretl:
>
> Connected to ODBC data source <source>
>
> If the connection can't be made you're supposed to get an
> informative error message back from the SQL server. I just tried
> provoking a couple of errors on my system: issuing an --odbc
> "open" command with no SQL daemon running, and then, with MySQL
> running, issuing the open command with an invalid dsn name. In
> these cases I got reasonably informative error messages, e.g.
>
> [unixODBC][Driver Manager]Data source name not found
>
> I'm not sure why you're getting no message, but I'll take a look
> at the code and see if there are error modes that might explain
> that.
Thanks for your support. I just tried to give the linux commandline
client "gretlcli" a shot. Here i got this errormessage:
/usr/lib/gretl-gtk2/odbc_import.so: cannot open shared object file: No
such file or directory
Maybe this could help?
To make that clear: The odbc in works systemwide.
isql -v 'Postgresql eix' postgres password
gives me a connected message.
Best regards
Stefan
16 years
system estimation on large cross-section problem under win XP (3)
by Franck Nadaud
Dear GRETL Folk, greetings from Paris !
I finally checked my problem and here are my conclusions:
1) in fact it is a data problem, because i have two series of prices that are
essentially very colinear, thus the explanatory variables matrices are near
singular but only so when i loop on the different years (for the whole
cross-section the vif test show no colinearity vif <10.0 for all variables);
2) so, when i use ols commands into a loop of the kind :
loop i=1..5
smpl SURVNUM=$i --restrict --replace
ols WLOG ...
ols WCAR_...
end loop
smpl full
everything runs perfectly as expected, however, the ols results on my data
clearly show that there is a colinearity problem: certain coefficients are too
large in magnitude. More importantly, gretl tells me that some variables have
been dropped because of colinearity and that the data matrices are still
near-singular !
3) A first line of conclusion is thus that : first, the loops are not under
cause ; second, it seems that the system commands do not handle colinearity in
the variables as efficiently as does ols. This seems rather serious because
instead of getting an error message gretl crashes.
I still work on the problem but i think it has been pinpointed.
cheers & regards
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
16 years
