October 2011 - Gretl-users - gretlml.univpm.it

Re-run OLS regression with only statistically important and positive variables via scripting

by Nikos Tsitiridis

Goodmorning, I ran 120 regressions with a script and now I want to re-run them but only with the variables that were found to be *statistically important and positive*. Do you know of any scripting methods to do this automatically so that I won't have to edit 120 regressions by hand? Thank you for your time! Nikos

13 years, 7 months

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VAR estimation method for the Johansen test

by Simon Ouellette

Hi, I was just wondering what estimation method is used exactly in the Johansen_stage_1 function (the first step, VAR estimation, of the Johansen test) of lib/var.c. From looking at the code, it seems like it might be the 2-step Least Squares method -- but I'm not clear on where in the code the fitted values are plugged in, it's almost as if X is never changed between the first and second OLS. Also the comment refers to log-likelihood. So is it 2SLS, or is it some maximum likelihood method like FIML? (or something else) Thanks, Simon

13 years, 7 months

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Simulated annealing

by Giuseppe Vittucci

Hi, to estimate PSTR models: http://ideas.repec.org/p/uts/rpaper/165.html a concentrated SSR must be minimized and the authors suggest to choose the starting values by means of simulated annealing. Reading the manual, I discovered that gretl is already able to use simulated annealing to adjust the initialization in case of ML estimates in the restrict command via the option --jitter (btw: such option is not reported in the description of the command in the command reference). Is there a way to use such method in gretl for initializing a generic function to be minimized/maximized? Thanks Giuseppe

13 years, 7 months

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a rather naive question on time-consuming tasks ?

by artur bala

Hello, In comparing the following scripts, the matrix operations are much more time-consuming tasks. Is such a behaviour normal ? I was under the understanding that handling matrices is quicker than operations on series. :-[ cheers, artur nulldata 10000 series x = normal() series example = 0 loop for i = 1..$nobs --quiet example[i] = x[i] endloop matrix example2 = zeros($nobs,1) loop for i = 1..$nobs --quiet example2[i,1] = x[i] endloop -- Artur BALA development economist, consultant phone: +216 22 99 73 44 skype: artur.bala.tn email: artur.bala.tn(a)gmail.com *********************************

13 years, 7 months

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Ralph M Rodriguez/PO/KAIPERM is out of the office.

by Ralph.M.Rodriguez＠kp.org

I will be out of the office starting 10/05/2011 and will not return until 10/10/2011. Hi All, I will be out of the office on business from October 5 to Oct 7 returning to the office Oct 10, 2011. I will be cheking emails in the evening. But, if you have an immediate concern with Cost Model, email CM-Help(a)kp.org or call Bradley Njus at 510 625 4595. Thanks much, Ralph work cell 510 435 6528

13 years, 7 months

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X-12-ARIMA build 192

by Marcin Błażejowski

Hi, since there is new version of x-12-arima (0.3 build 192) I've build DEB and RPM packages for AMD64 architecture (with PSP = 24 patch). Files can be downloaded from: http://wrzosy.dyndns.info/~marcin/x12arima/ Allin, would you build i386 packages? And the last issue: in current version RPM package has version x12a-0.3-2 while DEP package x12a_0.3-3 which was probably the efect of lack of "-k" switch for alien. I think we could fix it. Regards, Marcin -- Marcin Błażejowski http://www.wrzosy.nsb.pl/~marcin/ GG# 203127

13 years, 7 months

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bug-hunting time

by Allin Cottrell

Hello all, We're planning to release gretl 1.9.6 before long -- probably a couple of weeks from now -- and in the meantime we'd much appreciate it if you could help us hunt down bugs, so that we can make the best possible release. If you have old gretl scripts to hand, please try running them and check that they still work. And if you have a record of results, please check that the current results agree with the old ones. Also -- since checking the gretl GUI for breakage is not so easy as checking scripts -- please see if you can find time to do things using the graphical interface and look out for anything wrong. Send your reports of bugs to this list, or use the bug-tracker at Sourceforge if you prefer: http://sourceforge.net/tracker/?group_id=36234&atid=416803 For now, however, please hold back on feature requests -- we're focused on finding bugs. Please bear in mind a couple of important points: 1) Your reports will be much more valuable if you're using gretl that you have build yourself from current CVS, or else the current snapshot for MS Windows http://gretl.sourceforge.net/win32/ or Mac OS X. http://gretl.sourceforge.net/osx.html Many bugs in the last release (gretl 1.9.5) have already been fixed. See http://gretl.sourceforge.net/ChangeLog.html . 2) Some older gretl scripts will not work because the scripts thenselves contain bugs. Current gretl catches (for example) the syntax error of writing scalar x = 2*(3 + 4)/y) which has an extraneous trailing ')'. This was fixed just today (2011-09-04). I was surprised at how many scripts in my collection exemplified this error. Thanks! Allin Cottrell

13 years, 7 months

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Dummy variable in cointegration analysis....

by mariusz doszyń

13 years, 7 months

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Segmentation fault with empty matrices in an if condition

by Giuseppe Vittucci

The simplest code to reproduce the error is: matrix A = { } if A print "Dooooh" endif Bye Giuseppe

13 years, 7 months

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on loop command

by artur bala

Hi, Is it possible to make a backward loop work ? I mean :loop i = 1..$nobs I'm going through a matrix hunting for a particular value that I know should be somewhere "at the bottom" of the matrix

13 years, 7 months

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Gretl-users October 2011