Maximum Arma order
by Sanzad Siddique
Hi,
Is there any limitation on maximum allowable order for estimating arma
model parameters. I am trying from GUI and its not allowing order value
more than 10.
Thanks,
Sanzad
13 years
Possible bug using |= with bundles
by Logan Kelly
Hello,
I am using GRETL 1.9.9 on a Win 7 64bit machine. I found a quirk that may be a bug. I found that
bundle BundleOfMatrixs
matrix BundleOfMatrixs["test"] = {}
matrix test = {1,2,3,4}
BundleOfMatrixs["test"] |= test
yields the following error message
'|=' : only defined for matrices
Error executing script: halting
> BundleOfMatrixs["test"] |= test
but that
bundle BundleOfMatrixs
matrix BundleOfMatrixs["test"] = {}
matrix test = {1,2,3,4}
BundleOfMatrixs["test"] = BundleOfMatrixs["test"]|test
works just fine.
Thanks.
Logan Kelly
13 years
i am looking forword to hear from u
by redwan ahmed
Dear sir
i have 2 years of data and i pooled them. then i run heteroskedasticity-corrected estimator found in gretl. however, i am not sure whether this estimator is the same of feasible GLS i have red about in gretl guidelines and stated i woolderege book (2003). please, help me on this matter.
best regards
redwan
13 years
mac installation problem
by Summers, Peter
Hi folks,
I have a student who's having trouble installing gretl on her MacBook Pro, running Mountain Lion. After she'd followed the steps on the gretl site, I had her uninstall & reinstall gretl as per the recent thread on this topic. Gretl shows up in her applications, but it looks like only the cli version is working. I had a brief look at her directory structure and couldn't find anything relating to the gui version. That may reflect my ignorance of Macs more than anything else though. She's tried the ./gretl command from the terminal window but nothing happened. Any thoughts?
Thanks in advance!
PS
Dr. Peter M. Summers
Phillips School of Business
High Point University
Drawer 40
833 Montlieu Ave
High Point, NC 27262
336-841-9650
13 years
Compiling on Ubuntu: libgretl?
by Matthieu Stigler
Hi
I am trying to compile gretl on Ubuntu 11.04, and get a problem, probably a
stupid one...
Even if installation (./configure without options, then make, then
checkinstall) is sucessfull, I then get while trying to launch gretl:
$ gretl
/usr/local/bin/gretl_x11: error while loading shared libraries:
libgretl-1.0.so.4: cannot open shared object file: No such file or directory
It is clear indeed that this is not installed... :
$ dpkg -l |grep libgretl
$
I am not sure actually how this should have been installed? (ifyes, how can
I verify it went well?) Is it supposed to be installed in the process with
gretl sources, or should I have downloaded different sources?
Thanks!
Matthieu
13 years
"iterative" garch
by Dániel Kehl
Dear gretl-users,
I have the following script:
"
matrix ctest = {}
loop i = 0..150
eleje = 1 + 25*$i
vege = 250 + 25*$i
smpl eleje vege
garch 1 1 ; r_DJ r_DJ(-1)
c = $coeff
uev = c[3]/(1-c[4]-c[5])
iter = $i + 1
matrix identif = eleje ~ vege ~ uev
matrix ctest = ctest | identif
endloop
print ctest
"
I want to "push a time window" through my observations, fit a model and store some values.
The problem is I get errors like:
loop: i = 21
? eleje = 1 + 25*21
? vege = 250 + 25*21
? smpl eleje vege
Full data range: 1970/12/31 - 2010/07/27 (n = 10324)
Current sample: 1973/01/04 - 1973/12/19 (n = 250)
? garch 1 1 ; r_DJ r_DJ(-1)
Matrix is not positive definite
It does not matter what model or time series I use, the iteration gets stuck somewhere.
In this case in loop 21, sometimes sooner, sometimes later.
I tried to use different window sizes etc, without any luck.
Please let me know if you have any suggestions.
Thank you:
Daniel
13 years
PCA and Varimax
by Paulo Grahl
Hello,
Is anyone aware of an implementation of a VARIMAX rotation for the PCA
results in Gretl?
Thanks!
Paulo
--
Paulo Gustavo Grahl, CFA
------------------------------------------
pgrahl(a)gmail.com
pgrahl(a)fgvmail.br
www.linkedin.com/in/pgrahl
------------------------------------------
13 years
TRAMO/SEATS
by Miviam
Ignacio
Thank you very much. I had not answered before because I live in Cuba y I
have not access to the internet, so I had to wait until a friend found the
function for me.
As I can see this function (Tramolin) works only for Outlier
detection/correction and missing data interpolation, and it is not exactly a
script. Is any script which makes the same process that produces the
interaction with the gretl windows for Tramo/Seats? I mean, I would like to
obtain the seasonal factors, the trend-cycle and the irregular factors,
parting from a script that would be part of one script larger which is
intended to forecast and make conjuncture analysis.
Thanks again for your time and patience
Eduardo
Message: 4
Date: Wed, 26 Sep 2012 13:57:52 +0200
From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.es>
Subject: Re: [Gretl-users] TRAMO/SEATS
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <5062EDC0.5070305(a)ehu.es>
Content-Type: text/plain; charset="iso-8859-1"
On 26/09/12 01:09, Miviam wrote:
>
> Hi everyone
>
> I'm very new with the Gretl and I pretend to make a routine where it
> is included a conjuncture analysis with signal extractions through
> TRAMO/SEATS (no X12-ARIMA or X13). Is there any program already
> written for that?
>
> Thanks
>
> Regards
>
> Eduardo
>
>
You may search in the manual for the function 'deseas' or have a look at my
function pakage 'tramolin' which may be a little outdated but it is a good
example on how to interact via the shell with an external program (you may
find it in /File/Function files/On server).
13 years
