Re: [Gretl-users] Gretl-users Digest, Vol 67, Issue 6
by Francisco López Herrera
In that case rank=0, so there is not evidence against the (null) hypotesis of no cointegration...flh(Parameswara das)
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>Para: gretl-users(a)lists.wfu.edu
>Enviado: Sábado, 4 de agosto, 2012 11:00:02
>Asunto: Gretl-users Digest, Vol 67, Issue 6
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>Today's Topics:
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> 1. johansen test + rank (Alessia Via)
> 2. Access elements of a list (Logan Kelly)
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>----------------------------------------------------------------------
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>Message: 1
>Date: Sat, 04 Aug 2012 10:43:44 +0200
>From: Alessia Via <alessia.via(a)unical.it>
>Subject: [Gretl-users] johansen test + rank
>To: Gretl list <gretl-users(a)lists.wfu.edu>
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>Hello all!
>
>If I have the following output:
>Rank Eingenvalue Trace test p-value Test Lmax p-value
> 0 0,19847 24,401 [0,1899] 16,593 [0,1996]
> 1 0,082638 7,8086 [0,4933] 6,4690 [0,5613]
> 2 0,017703 1,3396 [0,2471] 1,3396 [0,2471]
>
>do I have to consider Rank=1 as my right rank order (or rank =2, since
>this is the "lowest")? How can I properly interpret it?
>It's the first time I'm dealing with time series.....:|
>Thanks
>
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>Message: 2
>Date: Sat, 4 Aug 2012 13:19:23 +0000
>From: Logan Kelly <logan.kelly(a)uwrf.edu>
>Subject: [Gretl-users] Access elements of a list
>To: "gretl-users(a)lists.wfu.edu" <gretl-users(a)lists.wfu.edu>
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>Is it possible to access elements of a list. I need the variable name-as a string-of the i_th element of a list. Something like
>
>string variable_name = varnam(ylist[i])
>
>Thanks,
>
>Logan Kelly
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12 years, 4 months
johansen test + rank
by Alessia Via
Hello all!
If I have the following output:
Rank Eingenvalue Trace test p-value Test Lmax p-value
0 0,19847 24,401 [0,1899] 16,593 [0,1996]
1 0,082638 7,8086 [0,4933] 6,4690 [0,5613]
2 0,017703 1,3396 [0,2471] 1,3396 [0,2471]
do I have to consider Rank=1 as my right rank order (or rank =2, since
this is the "lowest")? How can I properly interpret it?
It's the first time I'm dealing with time series.....:|
Thanks
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This message was sent using IMP, the Internet Messaging Program.
**** Riservatezza / Confidentiality ****
In ottemperanza al D.Lgs. n. 196 del 30/6/2003 in materia di protezione dei dati personali, le informazioni contenute in questo messaggio sono strettamente riservate ed esclusivamente indirizzate al destinatario indicato (oppure alla persona responsabile di rimetterlo al destinatario). Vogliate tener presente che qualsiasi uso, riproduzione o divulgazione di questo messaggio e' vietato. Nel caso in cui aveste ricevuto questo messaggio per errore, vogliate cortesemente avvertire il mittente e distruggere il presente messaggio.
12 years, 4 months
Output to LaTeX
by Logan Kelly
Is there an easy way to output the tables printed by the var function to a LaTeX ready code fragment? I am using the function
var max_lag_length y_variables --lagselect --robust -quiet
I would like to format the table of information criterion this produces as a LaTeX table. Is this possible?
Thanks,
Logan Kelly
12 years, 4 months
IRF confidence bands bootstrapping methodology
by Logan Kelly
Is there any documentation available on the particulars of the IRF confidence bands bootstrapping methodology employed by the built in var function?
Thanks,
Logan Kelly
12 years, 4 months
Re: [Gretl-users] Script command to plot an IRF like the one accessible through the GUI
by Allin Cottrell
On Thu, 2 Aug 2012, Logan Kelly wrote:
> Thanks. This helps, but I am having two problems. One, I would
> like to replicate the shaded confidence band. Two, the lower bound
> on the confidence bend keep plotting on the right y axis. Any
> suggestions? Can I call a GNUPLOT script from a GRETL script?
You can force a single y-axis with the --single-yaxis to gretl's
"gnuplot" command (see the online help). But yes, from within gretl
you can write out and call a gnuplot script. For a sophisticated
example, see the confidence interval plots produced by Jack
Lucchetti's SVAR package, in the file SVAR_plots.inp at
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/SVAR/
Allin Cottrell
> On Wed, 1 Aug 2012, Logan Kelly wrote:
>
>> I am new to GRETL, so forgive me if this is a recurring question.
>> I would like to plot an impulse response function with confidence
>> bands like what is easily done through the GUI. Can someone share
>> an example script fragment that can do this?
>
> Well, getting a rough-and-ready approximation to what the GUI does
> is fairly easy. For example:
>
> <hansl>
> open data9-7
> var 4 UNEMP INCOME PRIME
> matrix Resp = irf(1, 3, 0.10)
> string title = "Response of UNEMP to PRIME with 90% interval"
> gnuplot 1 2 3 --time-series --with-lines --matrix=Resp \
> --output=display \
> { set style line 3 lc rgb "#0000ff"; \
> set title "@title" ; set nokey; }
> </hansl>
>
> Allin Cottrell
12 years, 4 months
Script command to plot an IRF like the one accessible through the GUI
by Logan Kelly
Hello,
I am new to GRETL, so forgive me if this is a recurring question. I would like to plot an impulse response function with confidence bands like what is easily done through the GUI. Can someone share an example script fragment that can do this?
Thanks,
Logan
--
Logan J. Kelly, Ph.D.
Assistant Professor, Department of Economics, University of Wisconsin-River Falls
Director, UWRF Center for Economic Research, http://www.uwrf.edu/cer
Section Editor, Global Business and Economics Review, http://www.inderscience.com/gber
23 D South Hall
College of Business and Economics
University of Wisconsin - River Falls
410 S. Third Street
River Falls, WI 54022-5001
12 years, 4 months
