May 2012 - Gretl-users - gretlml.univpm.it

by tamerlan kabaloty

Greetings. I have downloaded gretl program and have a problem. All functions work excepting graph tools. I cant use functions like draw the row, draw residuals etc. The error is about huge number of the data (i used only 89 numbers). Other functions works perfectly. I use Windows 7, and downloaded program from http://gretl.sourceforge.net/ How to kill this error? -- *С уважением,* *Тамерлан Кабалоев*

10 years, 2 months

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accessing the LR test for (G)ARCH terms after GARCH estimation

by artur tarassow

Hello, I tried to access the LR-test test statistics and p-value for (G)ARCH terms after estimating a GARCH like this: <hansl> open b-g.gdt dY = diff(Y) garch 1 1 ; dY const --stdresid <hansl> but I could not find any accessors. I was just thinking whether it makes sense to activate the 'modtest' option for this kind of models as well? Best, Artur

10 years, 2 months

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saving R files

by Leandro Zipitria

Dear Gretl community, I have atempted to save several databases used in gretl and then open them on R, and have always problems to open it. I attach gretl file, and R file. Does anyone have the same problem? Here is the R output (translated from spanish) ] ERROR: magic number invalid restore file (the file may be corrupted) - no data reloaded Regards, Leandro

10 years, 2 months

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help with SVAR

by mastro2387＠tiscali.it

Dear Users, I am new in Gretl list but I do not know if I am writing to the right place...anyway I need help with building a SVAR for my research...just tell me if you can help me please... Kind regards, 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/

10 years, 2 months

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About time series multiple graph in Gretl

by yinung＠Gmail

Dear all, As I can recall, a graph with two time series plotted as separate multiple graphs in gretl was positioned vertically (before ver. 1.9.3??). But I find that the two separate small graphs are now positioned horizontally. Is there any easy way to let the two separate graphs drawn vertically? Thanks Yi-Nung Yang Associate Professor and Chair Dept. of International Business, CYCU, Taiwan

10 years, 2 months

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(no subject)

by artur tarassow

Dear gretl mailing list, I want to generate strings containing the names of the variables within the respective list. For an individual list it works properly: <hansl> open denmark list ttt = LRM IBO loop foreach i ttt sprintf astr "%11s", "$i" print astr endloop <hansl> But for a loop over different lists, it does not work as I want it to. <hansl> list ttt1 = LRM IBO list ttt2 = IDE LRY loop j=1..2 loop foreach i ttt$j sprintf astr "%11s", "$i" print astr endloop endloop <hansl> I can't find the problem. Does anyone know a solution? Best, Artur

10 years, 2 months

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unobserved component model with stochastic volatility (UC-SV)

by Artur Tarassow

Dear gretl mailing list some while ago, Peter Summers posted his translated code from Stock/Watson's 2007 paper (originally written in Gauss) (URL: http://lists.wfu.edu/pipermail/gretl-users/2011-February/005897.html). I tried to replicate some work, among them Stock/Watson's paper, but unfortunately I do not get the same or at least similar results using Peter Summer's code. Even though, the input parameters are as in the original Gauss code. Did anybody of you try to replicate this or a another paper before? Unfortunately, I cannot find the issue... I attached the cvs-file with the original data and an the analysis as in the paper by Stock/Watson (2007): URL: http://www.google.com/url?sa=t&rct=j&q=stock%20watson%202007%20why%20has&...). Best, Artur

10 years, 2 months

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Need help for previous version of x-12 (Build 188)

by Qinwei Wang

Hi Everybody, Does anyone still keep the installation package of the previous version of X-12-ARIMA for Windows users (x12a_install.exe in Build 188)? I have some data adjusted by using the 188 version, and need to check the results compared with the current version (Build 192). Thanks in advance. Best wishes, Qinwei

10 years, 2 months

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on logit multinomial

by Nrz Mrva

Dear Sirs, I am starting to learn gretl. Can you help me: may I forecast logit multinomial model in gretl? Best regards, Nar

10 years, 2 months

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econometric advice (may be a little off topic)

by nadaud＠centre-cired.fr

Dear all, greetings from Paris ! I am doing some panel estimation and I have an issue regarding first-differencing estimations and dummies. I use first difference and gmm estimations for evaluating the impact of a reform dummy occurring through time in a panel of countries, and would simply like to know whether I should differentiate those dummies. The same problem arises when considering country fixed effects that disappear when introducing those variables. Is there any common way to deal with such situation? Any answer on what is typically done in the literature would be very helpful. Many thanks in advance for advice ! Sincerely Franck

10 years, 2 months

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Gretl-users May 2012