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:
I can send a working paper version if you do not have access to the above.
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)
Current gretl CVS and the Windows snapshot at
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:
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.
loop foreach i xlist
$i_3 = $i^3
loop foreach i xlist
$i_3 = (xlist.$i)^3
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.
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?
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
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
- 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
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.
I have problem compiling my own program under cygwin.
Building libgretl under cygwin seems to work like a charm. But it does
not create shared libraries (even with --enable-shared).
i use for example the quantreg function in my software and when runs
it crash and say :
No such file or directory
get_gretl_charset: using UTF-8
Couldn't load plugin function
error message: Failed to load plugin: quantreg.so
(the model->errcode and message is printed with gretl functions handling errors)
I tried to force static linking in my software or with
--disable-shared and --enable-static...
but i found no way.
dear gretl-users, do i have any clue ?
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.
Hope the following script may (partially) help you. It prints out the t-th period value for each unit.
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Je crée ma boîte mail www.laposte.net
I have a panel data set and want to print the realization of a variable for
the ith individual at the
the tth period without altering the sample via smpl. If this works it should
be possible to do
such operations not only for one individual and period but in a loop for
several individuals and periods.
Unfortunately up until now I didn't find the way to do it.
Thanks for your help
Dear Gretl Community,
I'm trying to use a loop index inside a script but I don't know how.
to "Gretl User’s Guide" the syntax looks like this:
But I just need the points where "i" is equal to 6, 12 and 24. Something
How can I do that?
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul