two simple time series questions
by robert pisani
Two simple time series questions:
1- I want a measure of a time series that describes how closely it
resembles a given collection of time series. Thus, the time series
collection may be contained in column 2 to n of an Excel file, with
each column containing one of the collection, with the time series to
be measured in column 1.
2- Define a measure of a time series that measures how close it is to
a smoothly rising (but not necessarily monotonically rising)
series. Thus using such a measure, one could rank a collection of
time series so that those most smoothly rising and fastest rising
rank highest/lowest using the measure. Thus the time series to be
measured may reside in column 1 of an Excel spread sheet, with the
second column being the numbers 1, 2, 3, . . . etc.
The proximity of the given series to the collection or to "smooth
rising" should be measured in some rms sense. I realize that these
requirements are not completely defined. I'm looking for ideas.
14 years
About McFadden R-squared
by yinung＠Gmail
Dear all,
I could find the formula explaining how to calculate McFadden R-squared in
the gretl user's guide.
I tried to replicate it in Probit model but I fail to get the same value. Is
anything wrong with my calculation as follows.
Thanks
Yi-Nung Yang
<script>
nulldata 10
set seed 89675430
series u=normal()
series y=(u>0)
series x = uniform()
probit y const x
scalar lnL=$lnl
probit y const
scalar lnL0=$lnl
# McFadden R-squared as in Greene's Econometric Analysis
scalar McR2= 1-lnL/lnL0
</script>
14 years
A Matrix Question
by Henrique Andrade
Dear all,
I have a matrix "r" (attached in the Gretl session file) and need to
calculate the following values:
R6 = r[6,1] + r[5,2] + r[4,3] + r[3,4] + r[2,5] + r[1,6]
R7 = r[7,1] + r[6,2] + r[5,3] + r[4,4] + r[3,5] + r[2,6]
.
.
.
R12 = r[12,1] + r[11,2] + r[10,3] + r[9,4] + r[8,5] + r[7,6]
After this I need to make a new matrix:
[R6 R7 R8 ... R12]'
I know how to do this "by hand", but I would like to perform this task using
a script. Would you help me?
Thanks in advance,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years
Ralph M Rodriguez/PO/KAIPERM is out of the office.
by Ralph.M.Rodriguez＠kp.org
I will be out of the office starting 04/13/2010 and will not return until
04/19/2010.
Hi All, I will be out of the office from April 13 through April 16,
returning to the office on Monday April 19, 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
14 years
compare regression models
by Kehl D ániel
Dear list-members,
I have the task to compare regression models. The models are not nested. For the simplest case let's consider the two simple regressions
ols y 0 x1
ols y 0 x2
Is it possible to test if x2 is a significant better regressor of y than x1 is? Should I use an F-test to test this hypothesis? Isn't something like this already bulit in in gretl?
thanks for any comments!
Daniel
14 years
Impulse-response error (via the GUI)
by Henrique Andrade
Dear Gretl community,
I'm trying to obtain the impulse-response for an estimated VAR via the GUI
(in the estimated VAR model window, Analysis -> Impulse responses) but
nothing happens. If I choose to obtain the responses in the graphical format
(in the estimated VAR model window, Graphs -> Impulse responses (combined))
it works with no problems. Is this a bug?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years
A potential bug about function packages
by yinung＠Gmail
Dear Allin
I recently uploaded a newer version of the function package,
summary_ts(), ver. 1.1. When I connected to the packages server,
summary_ts was marked as "up to date." However, I found that on one of
my local machines, this package was ver. 1.0. So I re-updated from the
package server. After that, on this local machine, the summary_ts()
was marked as "up to date." The problem is that it remains ver. 1.0
actually.
Is this a potential bug?
Thanks
Yi-Nung Yang
14 years
Saving ADF Residuals
by Henrique Andrade
Dear Gretl Community,
Is it possible to save the residuals of the Augmented Dickey-Fuller (ADF)
test regressions? I would like to save them to check if they follow a white
noise process.
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years
c++ hétéroscedacity
by denis joubert
hello,
I compiled libgretl under cygwin, and now i would like to reproduce the same
heteroscedacity function as the gui does.
I found in the api hsk function but doesn't understand how to use it.
Is there someone which have example to do so ?
thanks
14 years
editing data values
by Summers, Peter
Hi all,
A student of mine has come across what seems to be a bug in the "edit values" option from the "data" menu. The problem is to set the initial value of a saved residual vector (from an AR(1) model) equal to 0. It seems like we should be able to set that directly by using "edit values", but the "apply" button is disabled and the change isn't saved once the "spreadsheet" window is closed. Adding "u1 = misszero(uhat1)" works fine, as does modifying it directly from the console via "uhat1[1] = 0". I'm using the latest snapshot (downloaded this morning).
TIA,
PS
===============================
Dr. Peter Summers
Assistant Professor
Department of Economics
Texas Tech University
===============================
14 years
