My name is Luiz Cesar. I´m a new user of Gretl, I have some doubts, that i guess you can help me.
I edited the gnuplot bellow, where can i add the labels?
Thank you very much!!!
# set term pngcairo font "verdana,8"
set encoding utf8
set style line 1 lc rgb "#ff0000"
set style line 2 lc rgb "#0000ff"
set style line 3 lc rgb "#00cc00"
set style line 4 lc rgb "#bf25b2"
set style line 5 lc rgb "#8faab3"
set style line 6 lc rgb "#ffa500"
set style line 8 lc rgb "#dddddd"
set style increment user
set title "CustosOperacion"
set xrange [0:2]
set yrange [3.35038e+007:1.93989e+009]
set ytics nomirror
set border 2
set boxwidth 0.3 relative
'-' using 1:3:2:5:4 w candlesticks lt 2 lw 2 notitle, \
'-' using 1:2:2:2:2 w candlesticks lt -1 notitle, \
'-' using 1:2 w points pt 1 notitle, \
'-' using 1:2 w points lt 0 pt 7 ps 0.25 notitle
1 1.04111e+008 2.09326e+008 4.76164e+008 7.31231e+008
# auxdata 3 2
Thank you all, AR(7) turned out to be the best specification in the end. Trying to fit a short memory model on long memory volatility is a pain.
Allin, do you still want my dataset?
All the best,
How to do a yes no calculation on matrix?
Matrix m has 2 columns class A and class B and 200 rows exam scores 0 - 100
Each row is 1 student
Want to sum the the number of students in class A with scores between 40
Dear Clarodina, please take a look at the script attached. I think now it
solves your problem :-)
2012/3/25 clarodina clarodina <clarodina(a)gmail.com>
> Hi Henrique,
> Tks for replying
> The data file structure is csv of text file below
> The actual file has 6000 rows and 100 columns
> The first column is date and second to 100 columns are name d1 to d100
> Some columns have blank with no data
Want to do is to use a rolling 10 rows data points or 20 rows data or other
> custom number of rows data points to compute the corr between the d1 - d100
> Compute a ROLLING 20 rows data points of corr(d1,d2) on the 6000 rows of
> d1 d2 data points
> Get the output of corr(d1,d2) and determine the number of corr(d1,d2)
> output between 0.2 to 0.6 values
> Sum the number of corr(d1,d2) output between 0.2 to 0.6 values and divide
> from the total number of observations or datapoints use on the computation
> of corr
> The process is for d1 and d2 columns but would want to extend the
> computation to (d1,d3) (d1,d4) (d1,d5) (d2,d3) (d2,d4) (d2,d5)
> The file has some blank rows with no data and gretl may not accept the
> file and some script would require to ignore the blank rows
The script has 20 iterations
The australia.gdt has 77 obs
Using 20 data points for calculation should have > 20 iterations to current
smpl 1986:2 : 1991:1 (n = 20)
but the script has to Current sample: 1977:1 - 1981:4 (n = 20)
want to have the script to use the 20 data points for calculation loop full
sven, currently smpl 1 20 corr smpl+1+1 and corr smpl+1+1 corr on the raw
data for 20 data points
is quite laborious want to is to loop the corr on 20 points and write
the output of corr to a series save on gretl for more other calculation
that why ask what is the accessor to retrive the output of corr and to
write to the series and save
did a loop on a number of data points for corr but how to store them on a
series or matrix
anyone has a sample script
On Fri, Mar 23, 2012 at 10:00 AM, <gretl-users-request(a)lists.wfu.edu> wrote:
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> Today's Topics:
> 1. Re: AR-GARCH-t MLE (Rodrigo Alfaro Arancibia)
> 2. Re: saving data (Sven Schreiber)
> Message: 1
> Date: Fri, 23 Mar 2012 11:54:46 -0300
> From: Rodrigo Alfaro Arancibia <ralfaro(a)fen.uchile.cl>
> Subject: Re: [Gretl-users] AR-GARCH-t MLE
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Content-Type: text/plain; charset=ISO-8859-1
> 2012/3/23 Allin Cottrell <cottrell(a)wfu.edu>:
> > On Fri, 23 Mar 2012, Riccardo (Jack) Lucchetti wrote:
> >> On Fri, 23 Mar 2012, Daniel Bencik wrote:
> >>> However, Im gettin into a problem (again!). The estimation does not
> >>> converge. For some simpler specifications ( I mean simpler than
> >>> ARMA(7,5)-GARCH(1,1)-t ) I was able to help the algo to converge by
> >>> different parameter starting values. However, with this complicated
> >>> even when I set the initial values equal to "true" values found by
> >>> the algo still does not converge.
> >> With all due respect:
> >> 1) Unless you have over one billion observations, then estimating an
> >> ARMA(7,5) model is asking for trouble
> >> 2) I wouldn't put my life in the hands of Eviews' optimising algorithms.
> > To expand on Jack's point 2) a little: it's possible that
> > Eviews' algorithm is more effective in finding the MLE in this
> > case, but it's also possible that Eviews is using a relatively
> > sloppy criterion for reporting a claimed MLE. Before
> > concluding that Eviews is giving you "true" values, you should
> > look at the gradients at "convergence".
> > In gretl, use the --verbose switch with the mle command to see
> > what's happening in detail. You might -- or might not -- see
> > that gretl is finding a log-likelihood comparable to Eviews'
> > maximum, but is not reporting convergence based on the
> > gradient criterion. If you find that Eviews is in fact
> > reaching a proper solution with a greater log-likelihood than
> > gretl is able to find, that would be worth reporting back to
> > us.
> > Allin Cottrell
> Daniel, are you sure about 'true-values' in EViews?
> I mean, did the algorithm converge? In other words,
> did it say 'convergence achieved'? If that is the case,
> you could evaluate your LL with zero iteration and
> see the value of gradients (Allin's suggestion).
> Message: 2
> Date: Fri, 23 Mar 2012 16:05:48 +0100
> From: Sven Schreiber <svetosch(a)gmx.net>
> Subject: Re: [Gretl-users] saving data
> To: gretl-users(a)lists.wfu.edu
> Message-ID: <4F6C914C.9080409(a)gmx.net>
> Content-Type: text/plain; charset=ISO-8859-1
> On 03/23/2012 03:01 PM, Allin Cottrell wrote:
> > On Fri, 23 Mar 2012, clarodina clarodina wrote:
> >> Hi, is there a accessor for correlation?
> > There's the corr() function.
> hey, don't give the secret away :-)
> Gretl-users mailing list
> End of Gretl-users Digest, Vol 62, Issue 20