I'm trying to open an Excel spreadsheet but Gretl shows me an error
message. I don't understand what is going wrong once I've worked with this
data before with no issues (please find attached the "teste.xlsx" file).
I'm using the following Hansl code:
open teste.xlsx --sheet="Gretl" --rowoffset=8
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I'm trying to generate a matrix of "dates" that I can use on the x-axis of graphs of forecasts. I want the format to be "yyyy.q" or "yyyy.mm" for quarterly or monthly data, respectively. Things work fine for quarterly data, but something weird happens with monthly data.
I create a string with the desired format, then make the corresponding matrix entry using string substitution. So for example the string "2009.04" should just become the "number" 2009.04. However, the string substitution results in the second "decimal" being truncated, so I get 2009.0 instead of 2009.04, or 2009.1 instead of 2009.12.
The attached script illustrates the problem.
Thanks in advance for any advice!
I bumped into a trivial documentation bug in 1.9.9CVS, italian version.
I know it's old, but I'm lazy at updating programs.
The explanation of iminr and imaxr is the essentially the same, namely
"Returns the column indices of the maxima of the rows of X" and "Returns
a vector containing the column indices of the maxima of the rows of X"
whereas obviously one deals with the maxima and the other with the minimums.
... it's nice to find something wrong with Gretl occasionally, just to
avoid drifting into personality cult :-). Thanks a lot Allin and Jack.
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
I am a bit confused about the following. I estimated following two
models which give exactly the same results. The first one uses the
VECM command and the second one the VAR command. For both I compute
the IRF(1,1) but they look different, which should not be the case,
or? Or do I miss something here ...
list Y = LRM LRY IBO
scalar lag = 4
scalar rnk = 1
vecm lag rnk Y --crt
matrix sigma_vecm = $sigma
matrix oirf11_vecm = irf(1,1,0)
# The same using the var command
matrix ECM = $ec
list eclist = null
loop i=1..cols(ECM) -q
series ECM$i = ECM[,i]
eclist += ECM$i
list EXO = eclist #const #|| exo2 || eclist
scalar varlag = lag-1
var varlag diff(Y) ; EXO
matrix sigma_var = $sigma
matrix oirf11_var = irf(1,1,0)
print sigma_vecm sigma_var
OIRF = oirf11_vecm ~ oirf11_var
gnuplot 1 2 --with-lines --time-series --matrix=OIRF --output=display
it's unclear to me whether (and if so, how) it's possible to restrict
simultaneous-equations system sequentially. What I mean is something
toberestricted <- system
estimate toberestricted method=ols # unrestricted
b[1,1] = 0 # for example
estimate toberestricted method=sur # one restriction applied
b[2,1] = 0 # again, an example
estimate toberestricted method=sur
What I would like is that the last estimation command takes into account
both previously defined restrictions, but that the test just evaluates
the last restriction, relative to the system with the previously imposed
(There is a similar mechanism in the VECM context when restricting the
cointegration relations; in the GUI there is a tickbox for deciding
whether to test all restrictions, or just the last ones.)
Dear Gretl users,
I'm trying to introduce an interaction in the next script.
ols SPEC const Var1 Var2 COV1 COV2 COV3 COV4 COV5 COV6 COV7
I like to introduce the interaction between Var1 and Var2. What is the
Var1 is a two-levels factor and Var2 is a continuous predictor. SPEC is the
response variable and COV1...7 are control covariates.
Thank you very much.
(And I'm sorry, my English is bad)
in the past the following worked, but it does do so in the recent version
smpl 1972:1 1978:3
string first = "1972:1"
string last = "1978:3"
scalar Tdiff = 2
smpl @first @last-Tdiff
What would be a simple alternative here?
Can anyone help?
I have downloaded and opened friends (to some? location).
I have downloaded and created a dmg file but when I double click - nothing very much happens.
Any suggestions how I can get this going?
The Open University is incorporated by Royal Charter (RC 000391), an exempt charity in England & Wales and a charity registered in Scotland (SC 038302).
Dear gretl users,
I was wondering whether it is possible to restrict the coefficients of the
estimated structural VAR EX-POST (the estimation).
In practice, I am trying to do a counterfactual analysis and I want to
compare IRFs, by restricting one variable to not respond to an underlying
shock at ALL horizons.
Thanks in advance,