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?
I tried to access the LR-test test statistics and p-value for (G)ARCH terms
after estimating a GARCH like this:
dY = diff(Y)
garch 1 1 ; dY const --stdresid
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?
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
] ERROR: magic number invalid restore file (the file may be corrupted) - no
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...
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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
Associate Professor and Chair
Dept. of International Business, CYCU, Taiwan
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:
list ttt = LRM IBO
loop foreach i ttt
sprintf astr "%11s", "$i"
But for a loop over different lists, it does not work as I want it to.
list ttt1 = LRM IBO
list ttt2 = IDE LRY
loop foreach i ttt$j
sprintf astr "%11s", "$i"
I can't find the problem. Does anyone know a solution?
Dear gretl mailing list
some while ago, Peter Summers posted his translated code from
Stock/Watson's 2007 paper (originally written in Gauss)
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):
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.
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 !