Need informations
by Leonardo Grattini
Hello,
my name is Leonardo. I need your help: i have a macbook pro. The version that i
have is Mac OS X 10.6.4.
I'd like to install Gretl, when i download the .dmg application and i try to
open it, that produces an error with the apple x11.
I tried to download the apple x11 from internet, but when i'm going to install
the application it says that i have just installed the recent apple x11 on
my Mac.
Anybody can help me?
Thank you all.
Bye.
Leonardo
14 years, 4 months
Re: [Gretl-users] Gretl-users Digest, Vol 42, Issue 8
by Matteo Chinazzi
I got it at Bertinoro's summer school.
Unfortunately, I do not have with me the link they gave us to download the
gig.gfn file.
In my usb pen I was able to find just the gig.gfn, maybe the gig.pdf was in
the website but here I do not have the URL.
Do you have an alternative link from where I can get the document?
Thanks a lot,
Matteo
On Tue, Jul 6, 2010 at 6:00 PM, <gretl-users-request(a)lists.wfu.edu> wrote:
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> Today's Topics:
>
> 1. Re: Using Gretl API for C++ Program (Allin Cottrell)
> 2. garchTFit estimation failed (Matteo Chinazzi)
> 3. Re: garchTFit estimation failed (Riccardo (Jack) Lucchetti)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Mon, 5 Jul 2010 14:46:03 -0400 (EDT)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> Subject: Re: [Gretl-users] Using Gretl API for C++ Program
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Message-ID: <Pine.A41.4.58.1007051401270.1093994(a)f1n11.sp2net.wfu.edu>
> Content-Type: TEXT/PLAIN; charset=US-ASCII
>
>
> On Sun, 4 Jul 2010, Joel Bycraft wrote:
>
> > I am approaching the library in this way as I need to run
> > estimation on a window of data, and then increment forward
> > throughout a time series period, with a moving window. So, for
> > each period t, I need to estmate the residuals from the previous
> > X days, based on a regression from the same previous x days. On
> > day t+1 is another regression, etc.
> >
> > If you have a preferred way for me to do this, certainly let me
> > know...
>
> You can do something like this:
>
> open data9-7
> series uhat
> # the first five-year window
> smpl 1975:1 1979:4
> loop 10
> ols 1 0 2 --quiet
> uhat = $uhat
> print uhat # or do something else with it
> # advance the window by one quarter
> smpl +1 +1
> endloop
>
> > I have it all working with OLS at the moment, I can get
> > residuals and it matches gretl. The only thing missing is the
> > coefficients of the constant and independent variable...
>
> [ trouble with gretl_model_get_matrix() ]
>
> I just tested here with the following code (assuming that Z and
> the DATAINFO pointer pdinfo and present and correct):
>
> <code-fragment>
> MODEL *model = gretl_model_new();
> int list[] = {3, 1, 0, 2};
> gretl_matrix *b;
>
> *model = lsq(list, &Z, pdinfo, OLS, OPT_NONE);
>
> if (model->errcode) {
> pprintf(prn, "Got error %d estimating model\n",
> model->errcode);
> } else {
> b = gretl_model_get_matrix(model, M_COEFF, &err);
> if (err) {
> pprintf(prn, "Got error %d grabbing coeffs\n", err);
> } else {
> gretl_matrix_print_to_prn(b, "coeffs", prn);
> gretl_matrix_free(b);
> }
> }
> gretl_model_free(model);
> </code-fragment>
>
> The grabbing of a matrix via gretl_model_get_matrix() worked fine.
>
> Allin Cottrell
>
>
> ------------------------------
>
> Message: 2
> Date: Tue, 6 Jul 2010 11:38:44 +0200
> From: Matteo Chinazzi <matteo.chinazzi(a)gmail.com>
> Subject: [Gretl-users] garchTFit estimation failed
> To: gretl-users(a)lists.wfu.edu
> Message-ID:
> <AANLkTimoLCZS5J93cWtLklhiFV3fgmKNV6p-IIbpcP5U(a)mail.gmail.com>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Dear list members,
>
> do you have any idea about this error message using garchTFit method?
>
> Model: GARCH(1,1) [Bollerslev] (Student's t)
> Sample size: 661 observations, VCV method: Robust
>
> *************************************************
> * ESTIMATION FAILED (Sorry!) *
> * Error code = 33 *
> *************************************************
>
> Is there any documentation for the package gig.gfn?
>
> Best regards,
> Matteo Chinazzi
> *PhD student @ Sant'Anna School of Advanced Studies - Pisa (Italy)*
> -------------- next part --------------
> An HTML attachment was scrubbed...
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> http://lists.wfu.edu/pipermail/gretl-users/attachments/20100706/35e8e5ae/...
>
> ------------------------------
>
> Message: 3
> Date: Tue, 6 Jul 2010 11:51:01 +0200 (CEST)
> From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
> Subject: Re: [Gretl-users] garchTFit estimation failed
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Message-ID: <alpine.DEB.2.00.1007061149530.3220(a)ec-4.econ.univpm.it>
> Content-Type: text/plain; charset="iso-8859-1"
>
> On Tue, 6 Jul 2010, Matteo Chinazzi wrote:
>
> > Dear list members,
> >
> > do you have any idea about this error message using garchTFit method?
> >
> > Model: GARCH(1,1) [Bollerslev] (Student's t)
> > Sample size: 661 observations, VCV method: Robust
> >
> > ?? *************************************************
> > ?? *?????????? ESTIMATION FAILED (Sorry!)?? *
> > ?? *?????????? Error code =?? 33????????????????? ? ?? *
> > ?? *************************************************
> >
> > Is there any documentation for the package gig.gfn?
>
> Where did you get gig from? There should be an accompanying pdf file.
>
>
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Universit? Politecnica delle Marche
>
> r.lucchetti(a)univpm.it
> http://www.econ.univpm.it/lucchetti
>
> ------------------------------
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
> End of Gretl-users Digest, Vol 42, Issue 8
> ******************************************
>
14 years, 5 months
garchTFit estimation failed
by Matteo Chinazzi
Dear list members,
do you have any idea about this error message using garchTFit method?
Model: GARCH(1,1) [Bollerslev] (Student's t)
Sample size: 661 observations, VCV method: Robust
*************************************************
* ESTIMATION FAILED (Sorry!) *
* Error code = 33 *
*************************************************
Is there any documentation for the package gig.gfn?
Best regards,
Matteo Chinazzi
*PhD student @ Sant'Anna School of Advanced Studies - Pisa (Italy)*
14 years, 5 months
Re: [Gretl-users] Using Gretl API for C++ Program
by Joel Bycraft
Thanks for this, extremely helpful. I am getting this to work with lsq first and then I'll tackle arma.
I am approaching the library in this way as I need to run estimation on a window of data, and then increment forward throughout a time series period, with a moving window. So, for each period t, I need to estmate the residuals from the previous X days, based on a regression from the same previous x days. On day t+1 is another regression, etc.
If you have a preferred way for me to do this, certainly let me know. Perhaps I should look into writing scripts and using issuing gretlcli commands, as it's a batch-like process.
I have it all working with OLS at the moment, I can get residuals and it matches gretl. The only thing missing is the coefficients of the constant and independent variable. Having a working OLS model, these are the additional pieces I added (same result using matrix):
gretl_vector *coeff=NULL; // same results using gretl_matrix
/ * model runs */
coeff = gretl_model_get_matrix(model, M_COEFF, errcode)
The function returns NULL, unfortunately, with a very large error code. Is a specific option required to get this matrix return? The scalar M_NCOEFF returns 2 as expected.
This is hopefully the last thing I need. Thanks!
Joel
--Forwarded Message Attachment--
From: cottrell(a)wfu.edu
To: gretl-users(a)lists.wfu.edu
Date: Sat, 3 Jul 2010 13:48:49 -0400
Subject: Re: [Gretl-users] Using Gretl API for C++ Program
On Wed, 30 Jun 2010, Joel Bycraft wrote:
> Is there documentation on the defintion of the 'list' integers?
Sorry this has taken a while.
For general information on how gretl "lists" work see the "Lists"
sub-section of the libgretl API docs (under the "Utilities"
heading). Note that I've done quite a bit of work on these docs
lately, though they're still very much incomplete and are unlikely
to be completed any time soon. http://gretl.sourceforge.net/API/
> I see the example for the OLS, however I am looking to use ARMA.
> It list: dependent variable, AR and MA orders, and any exogenous
> regressors. However, I don't see the specific integer values to
> use?
You should refer to the help entry for the "arima" command in
gretl to understand this. The specification of the arma list is
given in detail there. (In general, where the API docs are obscure
on a given function, and that function directly implements a gretl
command, that's what you'll have to do.)
Although there are other ways of doing this, for the present
you're probably best constructing the list argument for arma by
composing a string as per the help on arima, then calling
gretl_list_from_string to convert it to an actual "list".
For example:
<C-code>
const char *arma_spec = "1 2 ; 5";
int err = 0;
int *list = gretl_list_from_string(arma_spec, &err);
/* if err == 0, use the list ... */
free(list); /* once you're finished with it */
</C-code>
In this example the AR order is 1, the MA order is 2, and
the dependent variable is at position 5 in the "Z" data array.
To add seasonal terms, again look at the "arima" help.
> also the data array for arma() is const double, why is that
> different from say lsq()? How would I go about using this
> function properly?
The assumption in libgretl is that a two-dimensional data array Z
(of type double **) lives somewhere in the calling program. With
some libgretl functions it is sufficient to pass Z as an argument
result = some_gretl_func(..., Z, ...);
but with others you must pass its address:
result = some_other_func(..., &Z, ...);
The functions that require the address of Z are ones that may
resize the Z array under some conditions: lsq is one such (it may
add auxiliary series to the data array temporarily). The arma
function, on the other hand, never resizes Z so it doesn't require
the address.
Note that whenever you see "***pZ" as a libgretl function
parameter, the corresponding argument should be "&Z". (Well,of
course you can call "Z" anything you like in your own program.)
Just out of interest, do you have a specific reason to do ARMA
modeling "the hard way", using libgretl yourself, rather than
using gretl?
Allin Cottrell
http://www.econ.univpm.it/lucchetti
_________________________________________________________________
Game on: Challenge friends to great games on Messenger
http://go.microsoft.com/?linkid=9734387
14 years, 5 months
pergm and fractint
by Allin Cottrell
Following some recent discussion here, I have now factored testing
for fractional integration out of the "pergm" command and provided
better and more visible access via a new command, "fractint".
The fractint command uses the Local Whittle Estimator by default
but has an option to use GPH. It supports the $test and $pvalue
accessors, and has a --quiet option.
The GUI menu items have been reorganized correspondingly. This is
in CVS and snapshots. Thanks to Javier G for spotting some
breakage, and to Sven S for suggesting that we clean up the
previous muddle!
Allin Cottrell
14 years, 5 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
14 years, 5 months
About GJR-garchm and gig
by yinung＠Gmail
Dear all
I wrote a gretl package named GJR-garchm (GJR GARCH in mean). It works ok
since gretl 1.8.6.
However, with gretl 1.9.1, after executing "GJR-garchm" download from the
server, I got two warnings:
Warning: pow: Numerical result out of range
Warning: pow: Numerical result out of range
Is there anything wrong? Or what does the message mean?
By the way, as I can recall, gig (garch in gretl, a packages for estimating
models of GARCH family) works great since ver. 1.8.6. But it is no working
anymore in gretl 1.9.1. Does anyone have a clue?
Yi-Nung
14 years, 5 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
_________________________________________________________________
Turn down-time into play-time with Messenger games
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14 years, 5 months
about "make pdfdocs"
by yinung＠Gmail
Dear all,
When I build gretl under ubuntu, after updating cvs and ./configure
--enable-build-doc,
I tried to build the PDF documentation by the following command
make pdfdocs
However, it responded a missing `appendix.sty' file so that I cannot make it
(part of the messages attached below)
Did I do anything wrong?
Thanks for anyone who can help.
Yi-Nung
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
...
Document Class: book 2005/09/16 v1.4f Standard LaTeX document class
(/usr/share/texmf-texlive/tex/latex/base/bk10.clo))
(/usr/share/texmf-texlive/tex/latex/ltxmisc/url.sty)
(/usr/share/texmf-texlive/tex/latex/tools/verbatim.sty)
(/usr/share/texmf-texlive/tex/latex/fancyvrb/fancyvrb.sty
Style option: `fancyvrb' v2.6, with DG/SPQR fixes <1998/07/17> (tvz)
(/usr/share/texmf-texlive/tex/latex/graphics/keyval.sty)
No file fancyvrb.cfg.
)
! LaTeX Error: File `appendix.sty' not found.
Type X to quit or <RETURN> to proceed,
or enter new name. (Default extension: sty)
Enter file name:
>>>>>>>>>>>>>>>> results of my "./configure --enable-build-doc"
>>>>>>>>>>>>>>>>>
Configuration:
Installation path: /usr/local
Use readline library: yes
Use gnuplot for graphs: yes
Use LaTeX for typesetting output: yes
Gnu Multiple Precision support: yes
MPFR support: yes
openMP support: no
Build with GTK version: 2.0
Use GTK printing apparatus: yes
Use installed gtksourceview: no
Build with gnome support: no
Build gretl documentation: yes
Use Lucida fonts: no
Build message catalogs: yes
Gnome installation prefix: NA
X-12-ARIMA support: yes
TRAMO/SEATS support: yes
libR support: yes
ODBC support: no
Experimental audio support: no
LAPACK libraries:
-L/usr/lib -llapack -lblas -lgfortran
Now type 'make' to build gretl.
You can also do 'make pdfdocs' to build the PDF documentation.
14 years, 5 months
Re: [Gretl-users] Access 2007 database connection?
by Pindar
Hey,
thanks for the hint. I had to specify the dsn as user-dsn and not as file-dsn!!!
Now it’s working.
Have a nice weekend
Pindar
Von: Hélio Guilherme [mailto:helioxentric@gmail.com]
Gesendet: Freitag, 2. Juli 2010 13:39
An: Pindar
Betreff: Re: [Gretl-users] Access 2007 database connection?
Hi,
I am not an expert, nor I have Access 2007. However, the error message you present, makes me wonder if you have the ODBC driver properly set up to access the database (database name and authentication credentials). That error happened when Gretl tried to open the database, but the driver did not succeeded.
Good luck,
Helio
On Fri, Jul 2, 2010 at 11:34 AM, Pindar <pindar(a)zedat.fu-berlin.de> wrote:
Hi there,
I've got an Access 2007 database and my first tries to establish a
connection were disappointing, failing in the
'open' stage : Error in SQLConnect [Microsoft][ODBC Driver Manager].
I'm new to that stuff and have no idea how to fix the problem. Both the
database and GRETL are in on my Windows 7 PC.
I would appreciate your help!!!
Best
Pindar
14 years, 5 months
