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

by Daniela Tatiane Santos

Dear, I performed a least squares regression. I will plot the results obtained with Gretl(coefficients) in Excel. However, I do not know how to proceed. Should I use theadjusted figures provided by Gretl or can I use a range of values for the X axis? By using a range of value for the X axis (with the regression coefficients of Gretl), the figures obtained in Excel showed exact correlation (R = 1). Therefore, I think I'm not plotting the graph correctly. I would like to plot the coefficients of the regression in the Excel, but I don´t know how to do this. I don´t know if I could use any X values or if I might use values provided by Gretl. Does anybody know how to proceed? Thanks Daniela T. Santos

14 years, 11 months

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menu after applying restrictions (a suggestion)

by Javier García

The problem is that I have more than one restriction (and not very easy to implement). Besides, if I have for example X1, X2 and X3 and I want to introduce the restriction X1+X2+X3=1 then, how I can recover the coeffcient/s that doesn't appear in the restricted model??? I would have to obtain them "manually"... Best Javi

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Re: [Gretl-users] skewness and kurtosis

by Allin Cottrell

On Mon, 30 May 2011, Riccardo (Jack) Lucchetti wrote: > On Mon, 30 May 2011, Sven Schreiber wrote: > > > > Just to be clear: There are the new (not-yet-approved) functions > > skewness() and kurtosis(). The function package would bind these and > > other functions together, essentially adding another API to those > > functions. > > > > IMO functions and commands serve different purposes, there is no real > > competition between them and they are not substitutes. > > > > I don't have anything against additional function packages, but I would > > be against adding this to gretl (=its namespace) by default, it's just > > redundant. > > I agree. Besides, it's not quite clear to me how the proposed package is > meant to be used. [...] Sorry for the delayed response; my internet access is still intermittent. But here's my 2 cents worth (not intended to be definitive). I agree with Jack's earlier point about keeping the number of built-in functions down to a reasonable number. To that end, I think I'd prefer to have a built-in "moments" function that gives a matrix with mean, variance, skewness and (excess?) kurtosis, and not bother with separate skewness and kurtosis functions. Rationale: mean and standard deviation (and/or variance) are wanted so often that it makes sense to have specific functions for those purposes. But skewness and kurtosis will be wanted much less often, and when people want those they probably want the first two moments too, so why not just one function for the "fancy" stuff? Comments on some other comments: (1) the median: there's already a quantile() function. (2) summary --matrix: the summary command produces a lot of stuff that people probably don't need in matrix output, and if we included all those columns it would make it difficult to find what you really want -- as opposed to just the first four moments, which is easy to parse. Allin.

14 years, 11 months

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menu after applying restrictions (a suggestion)

by Javier García

Hi everybody: After applying OLS (or another method) to estimate an equation you have the possibility of introducing some lineal restrictions in the model, but in the output of the restricted method Gretl only gives the estimators and little more. It could be possible to have more information (Squared-R, information criteria,) and a menu similar to the one of the unrestricted model (with tests of heterocedasticity, normality,)? SUR models, for example, give more possibilities (although not all). Cheers Javi

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Plot in Excel

by Daniela Tatiane Santos

Dear, I performed a least squares regression. I will plot the results obtained with Gretl(coefficients) in Excel. However, I do not know how to proceed. Should I use theadjusted figures provided by Gretl or can I use a range of values for the X axis? By using a range of value for the X axis (with the regression coefficients of Gretl), the figures obtained in Excel showed exact correlation (R = 1). Therefore, I think I'm not plotting the graph correctly. Could anyone help me? Thanks Daniela T. Santos

14 years, 11 months

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Time varying "latent" variable estimation via the Kalman filter

by Luke Hartigan

Hi all, I am interested in estimating an unobservable parameter via the Kalman Filter using Gretl. Basically, I need some help in how to formulate and estimate a time varying NAIRU model: Measurement equation: Inflation_t = B_1*Inflation_t-1 + B_2 * (Unemployment_rate_t - NAIRU_t) + e_t Transition equation: NAIRU_t = NAIRU_t-1 + n_t The part I am unsure of involves specifying the model in state-space form. I have consulted the manual and while it is very useful, I just need a little more guidance if possible. Thank you Luke

14 years, 11 months

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Re: [Gretl-users] frequency distribution

by Allin Cottrell

On Fri, 27 May 2011, Tomáš Houška wrote: > I would like to ask for a little help. I have two time series (hourly > observations) - data available here: > http://is.muni.cz/de/99107/prices.gretl > And I would like to get the basic information about the frequency of > each observation value ( => frequencies with an incremental value > (bin width) of 1 unit). > When I go through the GUI, I can see that, for example, for the time > series CZ, there is n=8760, so there is 8760 different values of > observations. But for some reason, I am not able to make 8760 bins to > see the required information. It doesn't seem to make much sense to use 8760 bins for 8760 observations. There are only 3033 distinct values in the CZ series. If you really want a frequency plot of all the distinct values, then first set CZ to be discrete, via the console: discrete CZ then use the frequency plot menu item. Allin Cottrell

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uzoechinabenedict@yahoo.com

by Benedict Uzoechina

----- Forwarded Message ----- From: "gretl-users-request(a)lists.wfu.edu" <gretl-users-request(a)lists.wfu.edu> To: uzoechinabenedict(a)yahoo.com Sent: Saturday, May 28, 2011 10:17 AM Subject: Welcome to the "Gretl-users" mailing list (Digest mode) Welcome to the Gretl-users(a)lists.wfu.edu mailing list! To post to this list, send your email to: gretl-users(a)lists.wfu.edu General information about the mailing list is at: http://lists.wfu.edu/mailman/listinfo/gretl-users If you ever want to unsubscribe or change your options (eg, switch to or from digest mode, change your password, etc.), visit your subscription page at: http://lists.wfu.edu/mailman/options/gretl-users/uzoechinabenedict%40yaho... You can also make such adjustments via email by sending a message to: Gretl-users-request(a)lists.wfu.edu with the word `help' in the subject or body (don't include the quotes), and you will get back a message with instructions. You must know your password to change your options (including changing the password, itself) or to unsubscribe. It is: benjamin Mailman will remind you of your lists.wfu.edu mailing list subscriptions by e-mail once a semester, although you can disable this action if you prefer. This reminder will include instructions on how to unsubscribe or change your account options. There is also a button on your options page that will email your current password to you.

14 years, 11 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 05/02/2011 and will not return until 06/02/2011. Hi All, I will be out of the office on business from May 31 until Jun21,returning to the office June 2. I will be on PTO away from Oakland, CA. Please, if you have an immediate concern regarding Cost Model or Construction Economics, please email or contact Bradley A Njus, 510 625 4595, or email me with your questions. I will return a response as soon as possible. My work cell phone is 510 435 6528. Best Regards, Ralph

14 years, 11 months

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frequency distribution

by Tomáš Houška

Hello, I would like to ask for a little help. I have two time series (hourly observations) - data available here: http://is.muni.cz/de/99107/prices.gretl And I would like to get the basic information about the frequency of each observation value ( => frequencies with an incremental value (bin width) of 1 unit). When I go through the GUI, I can see that, for example, for the time series CZ, there is n=8760, so there is 8760 different values of observations. But for some reason, I am not able to make 8760 bins to see the required information. When I choose "minimum value, left bin: 0, gretl automatically corrects it to -2.748 (even though the highest observed value in the data is 1). If I make it -3.0 and want to make a bin width of 1, gretl automatically corrects it to 1.198.... I can make bins of width 2, but that is too much of an aggregation. How can I make bins width 1 to see the frequency of each observation value in the data? Thank you! Tomas

14 years, 11 months

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Gretl-users May 2011