Re: [Gretl-users] confidence intervals
by Miviam
Thank you very much Allin. I'll try it
Message: 2
Date: Tue, 4 Dec 2012 18:10:32 -0500 (EST)
From: Allin Cottrell <cottrell(a)wfu.edu>
Subject: Re: [Gretl-users] confidence intervals
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID: <alpine.LFD.2.02.1212041808080.1505@myrtle>
Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed
On Tue, 4 Dec 2012, Miviam wrote:
> I'm trying to write an script to save the confidence intervals after a
> forecast for an ARIMA model but the confidence intervals all have the
> same size. I read that someone experimented the same problem some time
> ago. How can I get the correct values? which are supposed to increase over
time.
They will increase over time only if the forecast is dynamic. The most
natural way to ensure that is to forecast out of sample.
<hansl>
open data9-7
# out-of-sample observations to reserve
scalar os = 8
smpl ; -os
arma 1 1 1 ; QNC
fcast --out-of-sample
matrix yhat = $fcast
matrix se = $fcerr
matrix ci = (yhat - 1.96*se) ~ (yhat + 1.96*se) matrix results = yhat ~ se ~
ci colnames(results, "yhat s.e. low high") print results </hansl>
Allin Cottrell
12 years, 5 months
printf behaviour and strings
by artur tarassow
I observed the following behaviour using current cvs on windows:
string foo = "cpi"
matrix m1_cpi = I(2)
printf "%.3f\n", m1_@foo
results in the message "The symbol 'm1_' is undefined". Is this intended or
a bug?
Best,
Artur
12 years, 5 months
confidence intervals
by Miviam
Hi everyone
I'm trying to write an script to save the confidence intervals after a
forecast for an ARIMA model but the confidence intervals all have the same
size. I read that someone experimented the same problem some time ago. How
can I get the correct values? which are supposed to increase over time.
Thanks
12 years, 5 months
cdf intervals
by Rezart Hoxhaj
Dears
My problem is the following. I have data on income in both values and
income intervals. Using a log likelihood for both sub
samples, I want to get parameters of the joint sample. My problem is how to
define the income intervals in Gretl, and apply them to a
cumulative density function, normally distributed ( not standard cdf). I
want to express the income intervals as a difference between cumulative density
functions at each point. Any idea how to do that?? Hope I’m clear.
It is clear that I’m a beginner in Gratl.
Thanks in advance
Rezi
12 years, 5 months
Matrix printing
by Marcin Błażejowski
Hi,
suppose we have trivial code:
---
matrix foo = zeros(2,2)
print foo
---
The obvious result is:
---
foo (2 x 2)
0 0
0 0
---
But is it possible to get only the numbers (without foo (2 x 2))?
Regards,
Marcin
12 years, 5 months
