Thank you very much Allin. I'll try it
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>
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
They will increase over time only if the forecast is dynamic. The most
natural way to ensure that is to forecast out of sample.
# out-of-sample observations to reserve
scalar os = 8
smpl ; -os
arma 1 1 1 ; QNC
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>
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
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.
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
suppose we have trivial code:
matrix foo = zeros(2,2)
The obvious result is:
foo (2 x 2)
But is it possible to get only the numbers (without foo (2 x 2))?