January 2012 - Gretl-users - gretlml.univpm.it

deleting own threads

by clarodina＠lycos.com

13 years, 10 months

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SETAR models in gretl

by Francisco López Herrera

Dear sirs, how can I get the SETAR models GUI?...With my best regards...flh(Parameswara das)

13 years, 10 months

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Correlogram Problem?

by Henrique Andrade

Dear Gretl Team, I think I found a small problem in Gretl correlogram. In the file attached, if you calculate the correlogram of the series "uhat1" (Variable -> Correlogram) you will see a confusing behavior. In the ACF plot there is not any red bar crossing the blue lines, but in result window we can see asterisks in the 7th and 8th lags. Is this a desirable result or is it an error? Best regards, Henrique Andrade* *

13 years, 10 months

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restricted SUR estimation

by Allin Cottrell

This is a follow-up to my posting of January 9, in response to Sung Jin Lim http://lists.wfu.edu/pipermail/gretl-users/2012-January/007212.html The script I posted showed essentially the same results from gretl and R (systemfit) for an SUR system, estimated (a) without restrictions and (b) with restrictions and iterated. However, I found that if I estimated the restricted system _without_ iteration, the results from gretl and R differed quite substantially. This turned out to be due to a difference in the initial OLS estimation: gretl initialized using unrestricted OLS, while systemfit initializes with restricted OLS by default (though it has an option to use unrestricted OLS). I looked a bit further into this and decided that gretl's use of unrestricted OLS in this context was not really consistent (in the ordinary, non-econometric, sense of the word), since when we do restricted 3SLS we initialize with restricted 2SLS. I've therefore modified gretl's "system" command to use restricted OLS when initializing for restricted SUR, but have added an option to the "estimate" command, namely --unrestrict-init, which gives you the old behavior. This is in CVS and snapshots. Allin Cottrell

13 years, 10 months

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gretl and X-12-ARIMA

by Grześ Andruszkiewicz

Hi, I am using Debian Testing (gretl 1.9.6 from official archives) and I installed X-12-ARIMA package from the main page: http://sourceforge.net/projects/gretl/files/x12a/x12a_0.3-3_i386.deb/down...: grzes:/home/ga/Downloads# dpkg -i x12a_0.3-3_i386.deb Selecting previously unselected package x12a. (Reading database ... 352205 files and directories currently installed.) Unpacking x12a (from x12a_0.3-3_i386.deb) ... Setting up x12a (0.3-3) ... I restarted gretl, however the command "X-12-ARIMA is still greyed out" - I tried data3-6.gdt example. What am I doing wrong and how can I fix it? Cheers, Grzegorz

13 years, 10 months

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Time-Varying Parameters

by Henrique Andrade

Dear Gretl Community, Last year I ask this list about the estimation of time-varying parameter models (TVP models) and Jack Lucchetti sent to me a working example. Now I'm trying to modify the original script (lines 78-80 in the attached script) in order to allow changes in only one parameter but I'm getting no success. Please take a look in my code: <original script> open sw_ch14.gdt --quiet genr INFL = 100*ldiff(PUNEW) list t_var_X = const INFL(-1) LHUR # time-varying list t_invar_X = LHUR(-1) # time-invariant list X = t_var_X t_invar_X </original script> <my script> open sw_ch14.gdt --quiet genr INFL = 100*ldiff(PUNEW) list t_var_X = LHUR # time-varying list X = t_var_X </my script> Could you please help me with this issue? Best regards, Henrique Andrade* *

13 years, 10 months

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Compact Daily Data

by Henrique Andrade

Dear Gretl Community, How can I compact daily data into weekly data? I'm trying the "dataset compact" command but I think it doesn't work in this context. I know this operation could be done by GUI, but I need to write a script :-( Best, Henrique Andrade* *

13 years, 10 months

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Regressograms

by AGUSTÍN ALONSO RODRÍGUEZ

Dear Sirs: I am teaching a course in econometrics using Gretl, and I would like to receive an example on how to calculate the regressogram in Gretl. Thanking you for your attention and help, I am Sincerely yours Agustin Alonso Real Centro Universitario "Escorial-María Cristina" San Lorenzo de El Escorial(Madrid) Spain

13 years, 10 months

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.gretl/x12arima/x.d11: No such file or directory

by Patrick Kallerman

Hello, After several months of happily using Gretl to run X-12 Seasonal Adjustment on my Mac, I've run into the following error with every attempt through the command prompt: .gretl/x12arima/x.d11: No such file or directory I use gretlcli in order to do batch processing with a file I created. Any ideas? I might just try re-installing... Thanks, Patrick.

13 years, 10 months

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Gretl on an OS X Server?

by Patrick Kallerman

Hello, While I normally run gretl locally, I also use a Mac Pro as a server with 3 users. However when I load a dataset using gretl on my server, options such as X-12 are unavailable. After poking around I've discovered your "Running gretl over a network" page, and believe I need to point gretl in the proper direction before it can find the add-ons. Is there a file similar to "gretlnet.txt" in the OS X version? I briefly looked around and didn't find one. Thanks, Patrick.

13 years, 10 months

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Gretl-users January 2012