Examples of Gretl scripts
by Carlos Andrade

Dear All,
Where to get examples of Gretl scripts for different types of analysis?
--
Atenciosamente,
Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de
Produção
Universidade Federal de Campina Grande.
Centro de Humanidades
Unidade Acadêmica de Economia
11 years, 1 month

dummify with list and script output window
by Pindar

Hi,
I noticed that between command and function is a major difference:
dummify dList -> works with a list
dummify(dList, NA) -> only one series accepted
In terms of the script output window I think what would be a
nice-to-have is the option that as soon as output is added the window
goes to the front.
This is not always intended and could be annoying, but sometimes
(especially if one likes the eval command) this would come in handy.
Cheers
Leon
11 years, 3 months

gretlcli & PHP
by Ryan Dagey

Hello:
We had a version of gretl running in our PHP application but it stopped
working after a fresh install (and an upgrade most likely). We've worked
out some issues with the command reference and can get everything to work
using gretlcli from a shell, but the same commands run from within PHP fail.
We cannot figure out what the error is. In the PHP output, all we see is
this:
gretl is process 10625, '/usr/bin/gretlcli'
gretldir is maybe '/usr/share/gretl/'?
There should be a results file created per the code, which works when
running in the shell. However when running from PHP, the results file is
never created. I believe there is some problem with the environment. We
had to setup a HOME environment variable for the apache user because we kept
getting permission denied errors from gretl trying to access "/root/.gretl"
and "/root/gretl".
I have not been able to find any good examples on this should work, nor why
it's not working now when the prior version worked successfully. I've tried
creating an environment variable for gretldir, thinking that might be the
problem from the error log, but it does not help. We have no idea what
gretl is looking for in terms of the environment that is present from a
shell but not the apache user, which is obviously limited.
Any thoughts on getting gretlcli working from within PHP?
--
Ryan Dagey
11 years, 3 months

Two or more scatter plots in one graph
by savos schmagges

Dear
gretl-community,
Is it
possible to plot two or even more scatter plots in one graph?
For example I have:
series x1=normal()
series x2=normal()
series y1=x1+normal()
series y2=-x2+normal()
#Then I
want to plot y1 against x1 and y2 against x2
Is this
possible? I am wondering because I found no way to achieve this as in Excel it
is quite easy to do this by just adding a second line (see attached Excel graph). In R there is the possibilty to "overplot" to scatters, but what is with gretl?
Thank you
so much in advance for any of your proposals!
Best
regards
Elmar
11 years, 3 months

gretl crashes using panel estimation
by artur tarassow

Hey,
I am estimating random-effects models with some interaction-dummies. Under
certain specifications gretl crashes. I obtain the following output
starting gretl from a terminal under UBUNTU (current cvs; the same happens
under Windows using cvs from 12.Jan 2013):
---------------- output ----------------
cholbeta: test[20] = 7.10543e-16
gretl_matrix_QR_rank: rcond = 1.17211e-16
drop redundant variable 188 (DSize2_PT)
drop redundant variable 189 (DSize3_PT)
Variable 170 'Dsize2' is time-invariant
Variable 171 'Dsize3' is time-invariant
Variable 172 'D_AT' is time-invariant
Variable 174 'D_ES' is time-invariant
Variable 175 'D_FR' is time-invariant
Variable 176 'D_IT' is time-invariant
Variable 177 'D_PT' is time-invariant
Variable 3 'sector' is time-invariant
Variable 178 'DSize2_AT' is time-invariant
Variable 179 'DSize3_AT' is time-invariant
Variable 180 'DSize2_DE' is time-invariant
Variable 181 'DSize3_DE' is time-invariant
Variable 182 'DSize2_ES' is time-invariant
Variable 183 'DSize3_ES' is time-invariant
Variable 184 'DSize2_FR' is time-invariant
Variable 185 'DSize3_FR' is time-invariant
Variable 186 'DSize2_IT' is time-invariant
Variable 187 'DSize3_IT' is time-invariant
Speicherzugriffsfehler (Speicherabzug geschrieben)
---------------- output ----------------
Best,
Artur
11 years, 3 months

Residuals
by Manny B

Hi guys,
I have a little request. When estimating VAR/VEC models there is a possibility to list/plot residuals. But, currently is not possible:1) to see the time period next to listed residuals2) to see data when pointing on residuals graph.
This two possibilities will really help when searching for large residuals. Is it possible to implement them?
Thank you,
Manny
P.s. I know that this is possible when residuals are saved...but mentioned ways are much faster! What do you think?
11 years, 3 months

Missing Function Reference
by Henrique Andrade

Dear Allin,
Since yesterday's snapshots the Function Reference is gone.
Best regards,
Henrique Andrade*
*
11 years, 3 months

Corr(\alpha_{i},X_{it}) in FE panel models?
by Clive Nicholas

Gretl 1.9.9, Kubuntu Linux 12.10
It's just occurred to me that -gretl- neither gives any information in the
result window nor under the Tests and Analysis menus on the correlation
between the unit-specfic errors (\alpha_{i}) and the X_{it} variables in FE
panel models; reading the relevant sections in Chapter 17 turned up
nothing. Is anybody able to say why this is, or have I missed something?
Also, no information is given on the standard deviations of these FE error
components which are used to compute \rho (which is shown): any reason as
to why?
Thanks!
--
Clive Nicholas (clivenicholas.posterous.com)
[Please DO NOT mail me personally here, but at <clivenicholas(a)hotmail.com>.
Please respond to contributions I make in a list thread here. Thanks!]
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson
11 years, 3 months

Residuals - part 2
by Manny B

Allin,
when estimating GARCH or OLS I noticed that under option "Display actual, fitted, residual", Gretl automatically denotes (with *) residuals in excess of 2.5 standard errors. Is it possible to implement the same in VAR/VECM?
Thnx.
Manny
11 years, 3 months

Problem With Roots Accessor
by Henrique Andrade

Dear Allin,
I think there's something "strange" with the special
accessor $["roots"]. Please take a look at the following
Hansl code:
<hansl>
# Gretl doesn't save the "r" matrix
open data9-7
loop i = 1..2
arima $i 1 2 ; QNC
matrix r = $["roots"] # overwrites "r"
print r
endloop
# Gretl saves the "r" matrix
open data9-7
arima 1 1 2 ; QNC
matrix r = $["roots"]
print r
arima 2 1 2 ; QNC
matrix r = $["roots"] # overwrites "r"
print r
</hansl>
I think this is a little bit weird because I can use the
same ideia with another kind of accessor:
<hansl>
open data9-7
loop i = 1..2
arima $i 1 2 ; QNC
matrix c = $coeff
print c
endloop
open data9-7
loop i = 1..2
arima $i 1 2 ; QNC
matrix t = $test
print t
endloop
open data9-7
loop i = 1..2
arima $i 1 2 ; QNC
matrix p = $pvalue
print p
endloop
</hansl>
Thanks in advance,
Henrique Andrade*
*
11 years, 3 months