using saved scalar from 'inlist' for restriction
by Artur Tarassow
Dear gretl community,
I've got a defined list and want save the position of a variable in this
list as a number (in a scalar named 'a') using the command 'inlist';
which works fine so far.
In a next step I want to use this scalar for the following restriction,
which doesn't work:
<hansl>
open denmark
list ttt = LRY IBO
scalar a = inlist(ttt,IBO)
ols LRM const ttt
restrict
b[a]=1
end restrict
<hansl>
Is there a way to store the position of IBO and use it for this
restrict-command?
Best,
Artur
12 years, 10 months
Add observations inside a function
by Henrique Andrade
Dear Gretl Community,
Is there a way to circumvent the fact that we can not use the command
"dataset" inside a function? Please take a look in the following code:
<hansl>
function series TESTE (series Y, int tamanho)
dataset addobs tamanho
string nome = argname(Y)
print nome
gnuplot @nome Y_hat_$P_1_$Q --time-series --with-lines --output=display
end function
dataset clear
open fedstl.bin
data exbzus usphci
TESTE(exbzus,48)
</hansl>
Best regards,
Henrique Andrade*
*
12 years, 10 months
Var with Panel Data
by Alessandro Noè Bossi
Dear Gretl users,
Do anyone know how to run a VAR analysis with Panel Data. I have a panel of 8 countries with 5 variables for 20 observations each.
Thank you very much in advance.
Regards,
Alessandro Bossi
12 years, 10 months
Re: [Gretl-users] Exporting Date Variables from Excel to Gretl
by Beatrice Benavidez
Hi Gretl-users,
I'm having trouble exporting date variables from Excel to Gretl. For
example - in date form, 9 September 2011 is 09/10/11 but in general form,
it is 40491. When I export my xlsx file to Gretl, the date variable becomes
40491 in Gretl0.
How do I export the date variables from Excel to Gretl to look like
09/10/11 or its equivalent Gretl format as opposed to 40491?
Thank you all.
12 years, 10 months
VAR impulse responses: period 1
by lien Bockstael
Dear Gretl-users,
I have a question about the impulse responses of a vector autoregression model, generated with Gretl:
The impulse responses start at period 1. Is period 1 the period AFTER the shock or is it the same period of the shock (the contemporaneous period of the shock)?
This is perhaps a rather obvious question, but I would like to be sure as I'm analyzing impulse responses for my dissertation.
I'm looking forward to your answer!
Thanks in advance,
Lien
12 years, 11 months
Compaction does not work as expected. Problem with the data ?
by Bulent Erdemir
Hi,
I try to compact the attached daily data to monthly data using
end-of-period option. It works, however, missing one monthly observation
for 2009:11 after compaction. I'd like to know why. Couldn't find a clue in
the docs.The daily data for that month ends in 11/26/2009. Can that be a
reason ?
Best regards,
Bulent Erdemir
12 years, 11 months
Problem with batch use of Gretl
by AGUSTÍN ALONSO RODRÍGUEZ
Dear Gretl' users:
I am trying to use the batch mode in Gretl, but the redirection to a file, is not working. That is, the instruction:
gretlcli - b scriptfile
really works because for a moment the screen shows the results. But when I type:
>h:/tmp/name_of_file
the place where I intend to write the results, nothing is writing in it.
To be precise, here is my example.
gretlcli -b pisos.inp >h:/tmp/pisos.txt
With pisos.inp:
open h:/curso11-12B/econometriaII/familyHouses.txt
ols price const sqft bedrms baths
series res = $uhat
corrgm res
The familyHouses.txt is the Ramanathan data:
price sqft bedrms baths
199.9 1065 3 1.75
228 1254 3 2
235 1300 3 2
285 1577 4 2.5
239 1600 3 2
293 1750 4 2
285 1800 4 2.75
365 1870 4 2
295 1935 4 2.5
290 1948 4 2
385 2254 4 3
505 2600 3 2.5
425 2800 4 3
415 3000 4 3
My working directory is: h:/curso11-12B/econometriaII
Gretl works because, I repeat, on the screen, for a second, the results show up. But nothing is written in h:/tmp/pisos.txt
I have repeated the experiment many times, but without success. Is this a bug in Gretl?
Thanking you for your attention and help, I am sincerely yours
Agustin Alonso-Rodriguez
Prof. of Econometrics
12 years, 11 months
help with adding new variable
by mastro2387＠tiscali.it
Dear all,
i have a problem with adding new variable in my dataset.
I
have this variable just in annual data when my dataset is quarterly
based and when I click on 'add new variable' i can just insert
quarterly data: how can I insert these annaul data in my dataset?
Thanks for help,
Mirko
Invita i tuoi amici e Tiscali ti premia! Il consiglio di un amico vale più di uno spot in TV.Per ogni nuovo abbonato 30 € di premio per te e per lui! Un amico al mese e parli e navighisempre gratis: http://freelosophy.tiscali.it/
12 years, 11 months
Panel Data, repeated observation for one variable.
by Beatrice Benavidez
I am working on analysing advertising data for a digital advertising agency
using Gretl.
The context of my current problem – I am analysing several campaigns over
several months so this is panel data to find the impact of different days
of the week on advertising conversion (users seeing an ad on the internet
then clicking on that ad to then make a purchase from the website). I would
like to analyse the panel using time fixed-effects models to see how the
impact of Monday’s advertising differs to that of Tuesday’s.
My problem is that – I have several Monday, …, Sunday observations for each
campaign as the advertising campaigns run over several months as shown
below:
Date
Day of Week
Y
X1
X2
X3
Campaign 1
02/01/2012
Monday
.
.
.
.
Campaign 2
02/01/2012
Monday
.
.
.
.
Campaign 3
02/01/2012
Monday
.
.
.
.
Campaign 1
03/01/2012
Tuesday
.
.
.
.
Campaign 2
03/01/2012
Tuesday
.
.
.
.
Campaign 3
03/01/2012
Tuesday
.
.
.
.
Campaign 1
04/01/2012
Wednesday
.
.
.
.
Campaign 2
04/01/2012
Wednesday
.
.
.
.
Campaign 3
04/01/2012
Wednesday
.
.
.
.
Campaign 1
05/01/2012
Thursday
.
.
.
.
Campaign 2
05/01/2012
Thursday
.
.
.
.
Campaign 3
05/01/2012
Thursday
.
.
.
.
Campaign 1
06/01/2012
Friday
.
.
.
.
Campaign 2
06/01/2012
Friday
.
.
.
.
Campaign 3
06/01/2012
Friday
.
.
.
.
Campaign 1
07/01/2012
Saturday
.
.
.
.
Campaign 2
07/01/2012
Saturday
.
.
.
.
Campaign 3
07/01/2012
Saturday
.
.
.
.
Campaign 1
01/01/2012
Sunday
.
.
.
.
Campaign 2
01/01/2012
Sunday
.
.
.
.
Campaign 3
01/01/2012
Sunday
.
.
.
.
Campaign 1
02/01/2012
Monday
.
.
.
.
Campaign 2
02/01/2012
Monday
.
.
.
.
Campaign 3
02/01/2012
Monday
.
.
.
.
Campaign 1
03/01/2012
Tuesday
.
.
.
.
Campaign 2
03/01/2012
Tuesday
.
.
.
.
Campaign 3
03/01/2012
Tuesday
.
.
.
.
Campaign 1
04/01/2012
Wednesday
.
.
.
.
Campaign 2
04/01/2012
Wednesday
.
.
.
.
Campaign 3
04/01/2012
Wednesday
.
.
.
.
Campaign 1
04/01/2012
Thursday
.
.
.
.
Campaign 2
04/01/2012
Thursday
.
.
.
.
Campaign 3
05/01/2012
Thursday
.
.
.
.
Campaign 1
05/01/2012
Friday
.
.
.
.
Campaign 2
05/01/2012
Friday
.
.
.
.
Campaign 3
06/01/2012
Friday
.
.
.
.
Campaign 1
07/01/2012
Saturday
.
.
.
.
Campaign 2
07/01/2012
Saturday
.
.
.
.
Campaign 3
07/01/2012
Saturday
.
.
.
.
Campaign 1
08/01/2012
Sunday
.
.
.
.
Campaign 2
08/01/2012
Sunday
.
.
.
.
Campaign 3
08/01/2012
Sunday
.
.
.
.
When I put the dataset into Gretl and run a panel data regression, it does
not give me 6 (7-1) time dummy variables that are Tuesday, …, Sunday but it
gives it to me as 89 (90-1) time dummies that are 02/01/2012, …,
30/03/2012. I don’t know whether this is the case in Stata.
I really would like to know a way to get time dummies for days of the week
as opposed to the date. I want to find a way of getting these days of the
week dummies, without having to average out all the say Mondays’ Y, X1, …,
Xn over the several months to get one average Monday’s Y, X1, …, Xn. Could
a Monday index variable for all Y, X1, …, Xn for each campaign’s Mondays
which takes into account all the Mondays’ be created?
12 years, 11 months
