command log doesn't fully track the kpss command
by artur tarassow
Dear gretl developers,
I just found that in current CVS (on windows) the command log doesn't track
the kpss command properly.
Typing
kpss x --trend --verbose
in the console, gives the following command log output:
kpss x
Best,
Artur
12 years, 6 months
upgrade gretl on debian squeeze
by Carlos Andrade
Hello list,
How to upgrade Gretl on Debian Squeeze?
I have gretl version 1.9.1.
--
Atenciosamente,
Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de
Produção
Universidade Federal de Campina Grande.
Centro de Humanidades
Unidade Acadêmica de Economia
12 years, 6 months
series transformation
by clarodina clarodina
Hi use the sum or data1+data1(-1) but the output is not the summation of
datapoints
Which sub chapter of the guide has the summation of series data
Tks
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1
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10
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21
12 years, 6 months
Re: [Gretl-users] AR-GARCH-t ML
by Daniel Bencik
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!
Daniel
12 years, 6 months
series transform
by clarodina clarodina
Have a series
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6
How to transform the series to
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Is a summing series
12 years, 6 months
Creating a series
by Bulent Erdemir
Hi,
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:
0
5
10
15
20
25
30
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 ?
Best regards,
Bulent Erdemir
12 years, 6 months
