removing nan and inf from a matrix
by Logan Kelly
Hello,
I need to take the log difference of a matrix, i.e. log(M[2 rows(M):,]/M[1:rows(M)-1,]). Unfortunately, M has elements equal to zero. I need to replace the nan's and inf's with 0's. This almost works
M = isnan(M) ? 0 : M
but does not remove inf's. Any sugestions?
8 years, 6 months
Console command - choice of ordering for Cholesky decomposition for VAR IRF
by Felipe L. Bhering
Dear list,
1. My question is about choice of ordering for Cholesky decomposition for
VAR Impulse response function in Var/VEC.
in Gretl 1.9 version this started working for Gui - enable choice of
ordering for Cholesky decomposition for VAR impulse response plots
I wanted to know how to change order of cholesky decomposition via console
command.
simple example, making a shock in a var
#####################
matrix shock = irf(1,1)
gnuplot 1 {set title "Response of variable 1 to a 1 s.d. shock in
variable 1";} --time-series --with-lines --matrix=shock
--output=display
#####################
where this command changes?
2. Another thing is that my gretl just stopped recognizing the \ char at
the end of the line. It has happened before to you?
Thanks,
Felipe
11 years, 2 months
opening a session on ubuntu
by cociuba mihai
Hello,
I've opened the same session file on ubuntu 13.04 and windows xp
(virtualised on Ubuntu) and while on windows the session file is opened
almost instantly on ubuntu it takes almost 2 minutes and the CPU is at
100%. is this a normal behavior?
Mihai
ps: if necessary I can attached the session file
11 years, 3 months
VARs-how to deal with inverted AR roots outside unit circle
by huugh＠centrum.cz
Hi,
any tips on how to deal with inverted AR roots of VAR lying outside the unit circle in the multivariate VAR (specifically, it is the application of Toda-Yamamoto procedure, i.e. the VAR is estimated with I(1) variables in levels)?
I tried to vary the number of lags (both add and remove) but to no avail. I was hoping I could resolve the problem with higher number of lags, however I have run out of available degrees of freedom in the model before the AR roots problem was solved.
It does not seem there is a structural break in the series.
Any tips?
Vladimir
11 years, 3 months
importing panel data from excel
by cociuba mihai
Hello,
while trying to import an unbalanced panel database from excel where I have
different time periods the following problem appears:
if the missing data are in the first/middle of colums/rows gretl imports
correctly the matrix and the missing data, but if the missing column is the
last one then the following error message appears (see terminal output).
Also because the real dataset has around 400 variables and now I define
them manually using
series v1 = M[,1]
series v2 = M[,2]
series v3 = M[,3]
I there any possibility of importing the variables names directly from
excel?
Thanks
Mihai
11 years, 3 months
non-normal data
by Umberto Triacca
I am interested in finding out a way for generating correlated, non-normal
bivariate data with a given covariance matrix.
Thanks
Umberto
___________________________
*We all live in a yellow submarine*.
______________
Umberto Triacca
Associate Professor of Econometrics
University of L'Aquila
Department of Information Engineering, Computer Science and Mathematics
via Vetoio, 1 (Coppito 1)
I-67100 L’Aquila, Italy
Tel. +39-06-4456100 home
http://www.ec.univaq.it/triacca
11 years, 3 months
Panel data
by Hamza Bennani
Hi guys!
Concerning panel data analysis, if I add data for multiple individuals
in a stacked time series for a regression of the type :
Y(i,t)=A(i,t)X(i,t) + e. I obtain only one coefficient X at the end but
how can i manage to obtain a coefficient Xi for every individual (in a
random coefficient effect model).
Thank you,
Hamza
11 years, 3 months
set horizon / bundle question
by Logan Kelly
The following code yields a weird error. I think I may be doing something silly. I am using WIN 8 64 bit with Gretl 1.9.12CVS 8/9/2013 (could be a bit old).
bundle bARG
bARG["hrzn"] = 20
#Set forecast horzion
scalar intHRZ = inbundle(bARG, "hrzn") ? bARG["hrzn"] : 5*$pd
set horizon intHRZ
Here is the error:
'inthrz': not a scalar
Error executing script: halting
> set horizon intHRZ
11 years, 3 months
Fwd: importing panel data from excel
by cociuba mihai
Hello,
I'm trying to import some real data from excel and unfortunately at the
fourth sheet Gretl shows "Data error", when I'm starting Gretl from the
terminal the error is "error in xlsx_set_obs_string: no markers allocated
xlsx_read_row: returning 2".
I attached the script, the excel file and the terminal output.
Any opinions?
Mihai
11 years, 3 months
