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
14 years
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)
--
14 years, 5 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.
14 years, 10 months
daily data 19th century
by Annaert Jan
I have a monthly Gretl data set from 1838:01 through 2008:12. I also have daily data for some series starting in 1838. I understand it is not possible to expand a monthly dataset into a daily. So I decided to create a daily dataset which I could eventually compact. However, I don't seem to be able to create from scratch a daily dataset starting somewhere in the 19th century. Is there a neat solution to this? Thanks.
Jan Annaert
14 years, 12 months
P values at Logit output
by Yuce Bey
Dear Allin,
Thanks so much for the great GRETL which really eases econometric analysis.
Whenever I use logit analysis with Gretl, I am confused of the slopes in the
default output. Is it possible to change the default to p values from slopes?
Best regards.
Yuce
15 years
Gretl won't start
by Yuniarto Hadiwibowo
Hello all,
I just downloaded gretl CVS today. After I uninstalled the old version and
installed the new CVS, I could not start gretl. The error message is "Failed to
open file 'C:\Program Files\gretl\ui\gretlmain.xml': No such file or directory."
I always install gretl in drive D: because my drive C: is already full. No
problems happened before.
I am using Windows XP.
Thank you.
Regards,
Yuniarto Hadiwibowo
15 years
AR(p,q) model
by Adrian Fath
Hello,
I'm running an AR(p,q) estimation and have two questions:
1) is the regression recursive or rolling (I cannot say by just looking
at the output)???
2) is there a way to let AIC decide how many lags to use???
Thanks,
Adrian
15 years
gretl on Windows 7?
by Allin Cottrell
I have a colleague who's running gretl 1.9.1 on Windows 7 and he's
seeing something odd. I wonder if it's specific to his desktop
settings or if others are seeing the same.
The oddity is that when he pulls down a menu, the selected menu
item becomes pretty much illegible: the text is white and the
background is slightly off-white. If he deselects "Emulate
Windows look" under Preferences the problem goes away, but then
gretl looks a bit clunky with the default, unthemed appearance.
Any Windows 7 users have a comment?
Allin Cottrell
15 years
Script Help (print command)
by Henrique Andrade
Dear Gretl Community,
Please take a look at this script:
<script>
Eval = fcstats(pib , pib_f)
scalar ME = Eval[1,1]
scalar MSE = Eval[2,1]
scalar MAE = Eval[3,1]
scalar MPE = Eval[4,1]
scalar MAPE = Eval[5,1]
scalar UTheil = Eval[6,1]
</script>
I'm trying to print the following information:
Mean Error (ME) = 0.02
Mean Squared Error (MSE) = 0.001
Mean Absolute Error (MAE) = 0.03
Mean Percentage Error (MPE) = 0.5
Mean Absolute Percentage Error (MAPE) = 0.66
Theil's U = 1.75
Using the following command:
<script>
print "Mean Error = " ME
.
.
.
print "Theil's U = " UTheil
</script>
But it is not working. Any hints?
Best,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge1 Mean Error (ME)
2 Mean Squared Error (MSE)
3 Mean Absolute Error (MAE)
4 Mean Percentage Error (MPE)
5 Mean Absolute Percentage Error (MAPE)
6 Theil's U
15 years
gnuplot command
by Summers, Peter
Hi all,
I'm having a couple of issues with the gnuplot command in a script. If I write "gnuplot y x," gretl writes the .plt file in my working directory (c:\program files\gretl), as described in the command reference. If I add a file name, say "gnuplot y x --output=ch2.pdf", the file is written ok but to a different directory (one I was working in on Friday). Using "output=display" doesn't produce anything. Actually it looks like a graph window may get created & then immediately closed - it's hard to tell if it's that or the script output window opening. In any event there's no message in the script output (not that I'd expect one for a successfully created graph).
The specific script I'm running is Lee Adkins's POEch2.inp. I've also replicated the directory switch in the console.
TIA,
PS
===============================
Dr. Peter Summers
Assistant Professor
Department of Economics
Texas Tech University
===============================
15 years
