Dear gretl developers,
I just found that in current CVS (on windows) the command log doesn't track
the kpss command properly.
kpss x --trend --verbose
in the console, gives the following command log output:
Unfortunately there's an encoding problem with the Polish
translation in the gretl 1.9.8 release. This is fixed in the
current snapshots for MS Windows and OS X, and in addition
there's a new source package at
These are marked as version "1.9.8cvs" but besides the version
string the only difference from the 1.9.8 release is the fixed
Department of Economics
Wake Forest University, NC
How to upgrade Gretl on Debian Squeeze?
I have gretl version 1.9.1.
Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de
Universidade Federal de Campina Grande.
Centro de Humanidades
Unidade Acadêmica de Economia
These data are daily ranges of EUR USD futures continuous contract. I decided not to delve into long memory models as Im just an MA student and long memory is not much covered during econometrics classes, that"s the only reason. I know there are options for going ARFIMA instead of HAR, FIVECM instead of VECM of highs and lows, but these are either hard to estimate or brand new stuff and Im not at that level yet. Thanks for the suggestion though!
I'd like to create a series of which an observation will refer to (or will
be calculated using) the previous observation of the same series.
For example, I want to end up with a series like below:
Is it possible to create this series with a command similar to:
series s = s(-1) + 5
(Of course, this series can be generated by a formula like obs * 5 but this
is not what I meant.)
In such a command, one observation will be calculated by a function which
receives the previous observation.
The command above wouldn't compile with error "The symbol 's' is undefined"
because at the time of the declaration there's no variable as s.
Could you recommend a solution ?