Problems running X-13-ARIMA-SEATS
by José Belbute
Dear
I've just downloaded and installed into my PC the X-13-ARIMA-SEATS program.
However, when I use the option x12arima in the command "arma" the gretl
returns:
"Failed to run x12arima. The system cannot find the specific file."
I must say that x12arma is correctly located at
Tools/Preferences/General/programs.
I would be grateful for help to solve this problem
José M. M. Belbute, Ph.D.
*Department of Economics | Centre for Advanced Studies in Management and
Economics (CEFAGE)*
10 years, 1 month
Re: [Gretl-users] System Weighted R-squared and MSE
by Allin Cottrell
On Tue, 18 Nov 2014, Juehui Shi wrote:
> I am wondering if gretl is able to calculate or display the system weighted
> r-squared value for SUR.
Not "out of the box". You'd have to calculate that yourself.
Allin Cottrell
10 years, 1 month
draw a specific fitted line
by Artur T.
Dear gretl users,
I trying to draw a specific fitted line into a scatter plot. However, I
can't figure out how the series called "fitted" in the example below
does appear as a straight line. The option --with-lines=fitted does not
solve the issue. Does anybody have a nice solution to this?
<hansl>
open denmark.gdt --quiet
series D = (diff(LRY)>0) # define dummy
series d_LRY = diff(LRY)
series DLRY = D*d_LRY # interaction term
series dM = diff(LRM)
ols dM 0 d_LRY DLRY # Threshold OLS
series fitted = $yhat
gnuplot dM fitted d_LRY --output=display \
{ set style line 1 lc rgb 'blue' pt 6 ; \
set style line 2 lc rgb 'red' pt 5 ; }
<\hansl>
Best,
Artur
10 years, 1 month
Re: [Gretl-users] GARCH variant forecasting
by Sven Schreiber
Am 08.11.2014 um 15:48 schrieb Karthik Raju:
> Hello Sven,
Please send these things to the gretl mailing list, not by private
email. (This now goes to gretl-users.)
>
> I want to do 'out of sample' forecasting using GARCH variants like TARCH
> or EGARCH. For example, after estimating a EGARCH model and saving the
> bundle contents I use the following script,
>
> series forecast = omega + alpha * (ok(uhat(-1)) ? uhat(-1)^2 :
> forecast(-1)) / forecast(-1) + beta * forecast(-1) + gamma *
> (ok(uhat(-1)) ? uhat(-1)^2 : forecast(-1))/(forecast(-1))
>
> But the forecasted values has higher magnitude of deviations from
> realized values.
I have also seen negative R2s with ARCH models which is even worse.
>
> Could you please suggest for a solution ?
>
Well, you have to find a better model. That's what research is about,
it's nothing gretl-specific.
good luck,
sven
10 years, 1 month
problems compiling gretl
by Artur T.
Dear all,
I am trying to install gretl cvs on the linux distribution "elementary
os" (has an ubuntu-base). Unfortunately, I obtain an error when running
the "make" (not yet "sudo make install") command. I attached a log-file
which I don't understand.
The full compilation command I used within the "/cvs/gretl" folder is
given by:
./configure --prefix=/opt --enable-openmp --enable-build-doc && make
Does anybody have a clue what's the error here?
Best,
Artur
10 years, 1 month
Multiplot with two lines per plot
by Cristián Arturo Ducoing Ruiz
Hello everyone,
I'm working in a paper (
https://www.researchgate.net/publication/264418342_Capital_Stock_in_Machi...)
with several times series and I want to save some space.
I have done this graph
Energy Capital ratio
Europe and Latin America 1870 -1970
The problem, i that I need to put en any little graph another variable
(Energy Intensity in this case), something similar to this simple plot
Do you have some ideas or I must do it with R?
I'm a really Gretl fan so i preffer to do with this great software!
Thank you everyone for this user list
--
Atte.
Cristián Arturo Ducoing Ruiz
10 years, 1 month
missing tests in IV/2sls regression
by Summers, Peter
Folks,
Using mroz.gdt in the PoE 4th ed. data sets, the following works as expected in the console or via script:
tsls l_wage educ exper sq_exper; exper sq_exper mothereduc fathereduc
However when I estimate the same model via the gui, the Hausman, Sargan and weak instruments tests don't appear (Windows 7, v. 1.10.0cvs, 64-bit version).
PS
[cid:logoimg]
10 years, 1 month
LaTeX export bug: underscore not escaped
by Andreï | Андрей Викторович
Dear developers,
Today I was using gretl for producing some beautiful tables with
coefficients after OLS estimaton when I came across the following little
problem: when a model name contains an underscore (like “mod_Chow <- ols
price Xlist”), then the LaTeX output begins with the following:
\begin{center}
mod_Chow: OLS, using observations 1--992 ($n$ = 959)\\
Of course it fails to render, and the menu item “LaTeX — View — Tabular”
does nothing. After I did “LaTeX — Save — Tabular” and changed “mod_Chow”
to “mod\_Chow”, everything was fine in the document.
Could you implement the TeX underscore escape for model names, please? Or,
maybe, enforce some restrictions on characters in model names (just to be
on the safe side)?
--
Yours sincerely, | С уважением,
Andreï V. Kostyrka. | Андрей Викторович Костырка.
http://kostyrka.ru, http://kostyrka.ru/blog
10 years, 2 months
222
by Sven Schreiber
Hi,
I don't know if the calculations are correct, but I just noticed that
http://www.gretlconference.org/ says that exactly 222 days are left -- a
fun fact worth sharing, I thought.
cheers,
sven
10 years, 2 months
Building -gretl- v1.9.92 in opensSUSE 13.1 x64
by Clive Nicholas
Hello!
I'd just thought I'd broadcast to the list Hélio Guilherme's excellent
step-by-step solution to building and installing the latest version of
-gretl- on an openSUSE Linux to system which I only just found via Google
this afternoon:
==========================================================================================
# Hélio Guilherme, 10/Apr/2014
# Step by Step on how to build official gretl package in OpenSuSE 13.1 x64
# This symbol (#) means a comment line
# we will use Gnome Terminal (bash) and the commands are shown after prompt
$
# You will need the root password when requested
# 1 - Open a Gnome Terminal or xterm (search with Terminal)
# You will see a shell prompt (username <at> machine_name:~>) in my case is
# helio <at> linux-techno:~> The part ~ changes to the current path and ~
means the home path, in my case is /home/helio/
# In this tutorial we represent $ as the prompt
#
# 2 - Download gretl's source code (latest official build is 1.9.92)
# From the http://gretl.sourceforge.net/ pages find the correct link
$ wget -O gretl-1.9.92.tar.xz
http://downloads.sourceforge.net/project/gretl/gretl/1.9.92/gretl-1.9.92....
# 3 - Extract the files from the package (around 7MB) (if you press the Tab
key after typing gr it will complete
file or directory name)
$ tar xf gretl-1.9.92.tar.xz
# 4 - The gretl-1.9.14 directory is created (in GUI is a Folder)
# Change into that directory
$ cd gretl-1.9.92
# 5 - The file README.packages should contain instructions on how to build
in different Linux Distributions.
# Unfortunately for OpenSuSE 13.1 and gretl 1.9.92, this file is not
updated. You can see the content of the
file with:
$ more README.packages
# 6 - Installing dependencies (even if they are already installed). It may
ask to install other required applications.
# You will be asked to enter the root password and to confirm the download
and install
$ sudo zypper install gcc make
$ sudo zypper install gmp-devel mpfr-devel fftw3-devel lapack-devel
gnuplot libxml2-devel curl-devel readline-devel
gtk3-devel gtksourceview-devel
# 7 - From this point we will configure, build and install gretl.
# We are going to make a system wide install for all users (a local
install, in user home is not considered in
this document).
# The configure script will check if all required software is available,
and prepare the build files. You
can add the option --help to see the diverse options it use. We will reduce
the output text when building
gretl, with --enable-quiet-build.
$ ./configure --enable-quiet-build
# 8 - Assuming that there were no missing dependencies, you will see a
report ending with "Now type 'make' to
build gretl."
# You will build gretl then:
$ make
# 9a - When the compilation (building) ends you can try to run gretl before
installing:
$ gui2/gretl_x11
# 9b - Then you may install gretl globally (again needing root password):
$ sudo make install
# 10 - In OpenSuSE we must issue ldconfig before using gretl.
$ sudo /sbin/ldconfig
# 11 You can now start gretl from GUI (in one of Applications, Science,
Education or Econometrics) or
Terminal with:
$ gretl &
==========================================================================================
Four things to add:
(1) I've edited the -wget- command to run the latest version, which worked
for me. I've also edited out all mentions of 1.9.14 to 1.9.92;
(2) I had to run
$ ./configure --enable-quiet-build --disable-json
instead as leaving JSON enabled was causing the configuration to spew out
junk output which appeared to be messing up the configuration process;
(3) don't be put off if step 9a throws an error before installing. It did
it to me and I still completed the process. It does, I hasten to add, work
*after* -gretl- is installed;
(4) The & in step 11 isn't necessary.
I ran -gretl- both from the command window and from the Kickoff menu and
I'm pleased to report that it runs beautifully.
I'd like to thank Hélio very much for this excellent guide and hope it's of
use to others. :)
--
Clive Nicholas
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson
10 years, 2 months
