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
12 years, 9 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)
--
13 years, 2 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.
13 years, 6 months
About gnuplot of the gretl in Traditional Chinese version
by yinung＠Gmail
Dear Allin
I found that if I use a shorter subsample, for example, running the
following script
open djclose
smpl 1988/01/04 1989/12/29
gf1 <- gnuplot djclose --time-series --output=display --with-lines
gf1.show
By examining the gnuplot command, it seems ok as after editing the gnuplot
command:
set xtics (....)
After the "set xtics" command, there are some Chinese characters which look
correct. However, these Chinese characters are not appropriately shown in
the graph windows. I realize that this might be caused by the translation of
the GNUPLOT.
Do you have any suggestions?
Best wishes
Yi-Nung Yang
13 years, 9 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
13 years, 10 months
Re: [Gretl-users] Using Gretl API for C++ Program
by Joel Bycraft
I have pkgconfig installed, I had to update the env variable but I did get the flags. So xcode uses this compile line
/Developer/usr/bin/g++-4.0 -arch i386
-L/Users/MacBook/Code/testing/build/Debug -F/Users/MacBook/Code/testing/build/Debug -F/Developer/Library/Frameworks -filelist /Users/MacBook/Code/testing/build/testing.build/Debug/testing.build/Objects-normal/i386/testing.LinkFileList -L/opt/local/lib -L/usr/local/lib -lgretl-1.0 -lxml2 -lpthread -lz -liconv -lm -framework TALib -o /Users/MacBook/Code/testing/build/Debug/testing
Undefined symbols:
"libgretl_init()", referenced from:
_main in main.o
"libgretl_cleanup()", referenced from:
_main in main.o
ld: symbol(s) not found
collect2: ld returned 1 exit status
specifically I added -L/opt/local/lib -L/usr/local/lib -lgretl-1.0 -lxml2 -lpthread -lz -liconv -lm based on the result from pkgconfig. And I have confirmed libgretl-1.0.0.dylib is in /usr/local/lib
Thanks again!
Joel
> Date: Fri, 18 Jun 2010 14:37:38 -0400
> From: cottrell(a)wfu.edu
> To: gretl-users(a)lists.wfu.edu
> Subject: Re: [Gretl-users] Using Gretl API for C++ Program
>
>
> On Fri, 18 Jun 2010, Joel Bycraft wrote:
>
> > Hi, I have done the install for the Gretl 1.9.0 and I'm now
> > trying to compile and run the sample client program in xcode
> > 3.1.3 IDE, in order to learn how I can use gretl commands and
> > retirn datasets from OLS and ADF tests. I'm on Mac Osx 10.5.8
> > Leopard.
> >
> > I have set header and library search paths at
> > /usr/local/include/gretl and /usr/local/lib, and my cpp build
> > does recognize the libgretl.h fine. However I am receiving
> > errors that all the functions referenced in the sample client
> > are not found:
> >
> > i.e. "gretl_model_new()" referenced from _main in main.o.
> >
> > ... Can someone describe the full set of additional linker flags
> > i should have to properly build the sample client, or other
> > library locations I should be referencing?
>
> If pkg-config is installed and /usr/local/lib/pkconfig is in
> PKG_CONFIG_PATH, then
>
> pkg-config --libs gretl
>
> will give the required linker line. But in your case it should
> probably read
>
> -L/usr/local/lib -lgretl-1.0 -lxml2
>
> The essential part is "-lgretl-1.0" which says to link against
> libgretl-1.0.
>
> > Thanks, this is a great package of tools, I am glad I found it!
>
> Have fun with it!
>
> Allin Cottrell
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
_________________________________________________________________
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13 years, 10 months
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
13 years, 10 months
Periodogram
by Javier García
Hi, Allin;
Yes, with the spectrum there is no problem, the problem appears when you
select the periodogram (/Variable/Spectrum/ sample periodogram)!
Cheers
Javi
13 years, 10 months
periodogram
by Javier García
Hi, everybody;
I have just installed the last version of Gretl (1.9.1) and I have realized
that when Gretl makes the periodogram there is no possibility to choose the
bandwidth (and this was possible in the previous version). Is there any
reason to remove it?
Thanks in advance!!!
Cheers
Javi
13 years, 10 months
Re. Panel models tests
by Allin Cottrell
Hello all,
I'm just now replying to a message from back in January -- sorry
for the delay.
I wasn't paying sufficient attention at the time, but on searching
the gretl-users archive for Sven's wisdom on panel unit-root tests
I came across a report of an unfixed bug, from Bruno Thiago Tomio.
That is, Sven had put into a loop the following construction:
matrix tstats = tstats | $test
where $test is an accessor which produces a scalar result. And
after the loop Sven had
tbar = meanc(tstats)
to get the mean of tstats.
Bruno replied, 'I get "Data error" when trying to run tbar =
meanc(tstats)'. I just tried Sven's script and got the same error,
which really should not happen. A work-around is to force the
scalar $test into matrix format, as in
matrix tstats = tstats | {$test}
But now, in gretl CVS and snapshots, Sven's original formulation
will work OK.
Allin Cottrell
13 years, 10 months
