scrip step by step using the menus...
by Klazar_GG
Hello,
I'm trying to learn more about the scripts in Gretl. I am as a
beginner familiar with the menus command but it seems to me the
scripts are powerful tool. Is it possible somehow (just for study
reason) to use menus and to see directly their representation in
script form / script window. For example menu command for model-ols is
pretty straightforward (OLS in script), but there some other more
complicated features which are not so clear. I think this can help to
motivate user to use script.
Thanks in advance.
Stanislav Klazar
http://isis.vse.cz/lide/clovek.pl?id=51827
Dept. of Public Finance
University of Economics, Prague
11 years, 2 months
Gamma distribution...
by Mariusz Doszyń
Dear Gretl Users,
I was just wondering if there is a nice and easy way to obtain in
*hansl*pvalue for nonparametric test of compatibility with gamma
distribution. I
know that this test is applicable with *freq* command but it is possible to
use test statistics in hansl (as a scalars)? Thanks in advance!
Regards,
Mariusz
--
Mariusz Doszyń
11 years, 2 months
'modeltab show' bug
by artur tarassow
Hey all,
if one adds a model specification to modeltab which includes a variable
with many characters, no estimation results are shown for this variable in
the modeltab-table.
Please see this hansl example for which no results are shown for the
variable "thisisaverylongname":
<hansl>
open sw_ch12
series thisisaverylongname = GDP_JP
ols LHUR PUNEW thisisaverylongname
modeltab add
modeltab show
<\hansl>
Best,
Artur
11 years, 2 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, 2 months
Gretl runtime error
by Manny B
Allin,
I noticed that sometimes Gretl (snapshot version running under Windows xp) crashes for no particular reason regardless of the data set used and estimated model. For example, now crashed under GARCH. The error message is the following:
Runtime errorThis application has requested to terminate it in an unusual way.
I am not sure that this is possible, but I noticed that this happens when Gretl is opened and is not in use for some period of time.
Cheers,
Manny
11 years, 2 months
Accessing Breusch-Pagan test stats after RE
by artur tarassow
Hi,
I could not find any possibility to access the Breusch-Pagan test results
(on the variance of the unit-specific error) after estimating a
random-effects model.
Wouldn't it make sense to activate the "modtest --breusch-pagan" command
for RE-estimation in this case?
Artur
11 years, 2 months
PCA a question
by Pindar
Hi,
I have a question concerning the calculation of the PCAs:
I wonder where the constant factor comes from that distinguishes the R
PCAs from gretl PCAs.
<hansl>
matrix Z = {sqrt(2),sqrt(3/2);-sqrt(0.5),0;-sqrt(0.5),-sqrt(3/2)}
matrix Sig = mcov(Z)
matrix F = princomp(Z,2,1)
matrix V={}
eval eigengen(Sig,&V)
eval Z*V # the PCAs R computes with princomp
(and which I expected)
eval princomp(Z,2,1) # the PCAs gretl gives
eval Z*V/sqrt(3/2) # factor? 3=dataset obs, 2=#of vars ? ,
seems like a standardization right?
<hansl>
Cheers
Leon
11 years, 2 months
Bootstrapped LR-test testing for over-identifying cointegration restrictions
by artur tarassow
Hey gretl users and developers,
I just wanted to ask whether anybody here in the list has written a
function to run a bootstrapped version of the LR-test to test imposed
over-identifying restrictions on the cointegrating vectors.
As a reference I took the book "Garratt et al. (2006): Global and
Macroeconometric Modelling".
I was thinking that one could include this into the SVAR-bundle, as most of
the necessary stuff is already written down there. But I am just asking
here first, as it might be that somebody has already done so.
Best,
Artur
11 years, 2 months
Simple Data Problem - Person-Year
by Daniel Hanson
Hi,
I'm brand new to using Gretl, but have lots of experience with Stata, SAS,
and R. I'm trying to use Gretl to do something pretty easy, but can't seem
to make it do what I want.
Basically, I have a person-year data file such that each observation
consists of a person in a given year. I'd like to be able to plot summary
statistics by year or person for a person-year data set.
In other words, if my data file was:
Person,Year,Height,Weight
1,1990,60,150
2,1990,62,160
1,1991,61,170
2,1991,63,180
I'd like to plot Year on the X-axis and Height on the Y-axis, but plot the
yearly average as a line (I.e., point A=(1990,61); point B=(1991,62)).
With more extensive data, I'd like to add in lines for standard deviation,
etc.
Thanks in advance.
11 years, 2 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, 2 months
