Ralph M Rodriguez/PO/KAIPERM is out of the office.
by Ralph.M.Rodriguez＠kp.org
I will be out of the office starting 09/22/2010 and will not return until
09/27/2010.
Hi All, I will be out of the office from Sep 22 through Sep 23, returning
to the office Sep 27, 2010. I will be checking mail in the evening daily.
`Please, if you have an immediate question regarding Cost Model or
Construction Economics, please email or contact Brad A Njus, 510 625 4595,
with your questions.
Thanks,
Ralph
14 years
Re: [Gretl-users] Gretl-users Digest, Vol 44, Issue 25
by Mike Pfeiff
I figured out what was causing the discrepancy. I was incorrectly
assuming that the ARIMA feature was seasonally differencing both the
dependent and independent variables. I was able to reconcile when I
manually seasonally differenced the dependent variables outside of the
ARIMA feature.
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Today's Topics:
1. Re: ARIMA v. OLS seasonal difference (Allin Cottrell)
----------------------------------------------------------------------
Message: 1
Date: Fri, 17 Sep 2010 16:38:28 -0400 (EDT)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] ARIMA v. OLS seasonal difference
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <Pine.A41.4.58.1009171627150.573836(a)f1n11.sp2net.wfu.edu>
Content-Type: TEXT/PLAIN; charset=US-ASCII
On Wed, 15 Sep 2010, Allin Cottrell wrote:
> On Wed, 15 Sep 2010, Mike Pfeiff wrote:
>
> > Is there any obvious reason why using the ARIMA feature (without any
AR
> > or MA terms) with a seasonal difference=1 would yield different
> > coefficients that using OLS and manually seasonally differencing the
> > independent and dependent variables?
>
> No. Can you post an example script that shows differences in
> results? We have some test cases on file where we get identical
> results via the two methods, but maybe we're overlooking
> something...
Sorry, what I said there was not correct. The test cases I had in
mind, where we got identical results, were in fact comparisons of
(a) ARIMA estimation and (b) plain ARMA estimation, with the data
manually differenced first.
As for "ARIMA" with no AR or MA terms versus OLS on differenced
data, you would expect the results to be close but not necessarily
identical, because the calculation method is quite different
(using the Kalman filter and BFGS for ARIMA). Or I should say "was
quite different", because I've now changed this in CVS: if we
detect that an ARIMA model has no ARMA content (and no missing
values) we now just apply OLS (= MLE), there being no point in
using heavy artillery when a pea-shooter will do the job.
Allin Cottrell
------------------------------
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14 years
Gretl on a Mac
by Data Analytics Corp.
Hi,
I have a student who wants to load Gretl on his Mac. He emailed me that
when he tries to open Gretl he gets an error message saying he needs
Mac's X11. What is this?
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
_____________________________________________________
--
________________________
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
ARIMA v. OLS seasonal difference
by Mike Pfeiff
Is there any obvious reason why using the ARIMA feature (without any AR
or MA terms) with a seasonal difference=1 would yield different
coefficients that using OLS and manually seasonally differencing the
independent and dependent variables?
I am using monthly data. I like the ability to difference the data
within ARIMA because it automatically un-differences the data when
producing forecast and residual results.
Any assistance anyone could provide would be appreciated.
14 years
I need help with ARMA/ARIMA help with GRETL.
by Anand Munsif
Hi,
I am new to Gretl and I would like to know if anyone is familiar with ARMA / ARIMA forecasting. I can get the data right upto the last value but my version of Gretl does not forecast.
Please help.
14 years
ARDL
by sahana shreeya
Hello, does GRETL can perform ARDL test, how to go about it
14 years
Re: [Gretl-users] Using Gretl API for C++ Program
by Joel Bycraft
Just as a follow-up, I determined there are more issues regarding compatibility with C++, which is why I could not get a pointer returned on gretl_model_get_matrix. It's not as simple as just using extern "C" {} when compiling the headers as I first thought. It's only regarding specific gretl features, though.
I'll experiment with some compilers when I have more time. Obviously, anyone attempting to use gretl libraries directly from a c++ program should be parallel testing against the app to ensure you are getting the expected results on a case-by-case basis. Overall though I have had decent success adapting it, thanks again.
Joel
14 years
Edit Values Option on the Series Window
by Henrique Andrade
Dear Gretl Team,
I would like to make a feature request: when we double-click on a series it
would be nice if we have an option to edit values on the series window (an
new icon?). What do you think? Is this a great coding effort?
Best regards,
--
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
14 years
ARIMA question
by Anton Bletsov
Hello,
I am relatively inexperienced with Gretl, and I had a problem while
attempting to develop a time series model with ARIMA. In particular, once I
gave the parameters and chose the variables for my ARIMA, (dependent + 9
independents, 15 observations; AR order = 1, Difference=1; MA order =1), I
got the following error message: "BFGS: initial value of objective function
is not finite".
Is there something I can do to resolve this problem?
Thank you in advance.
14 years
