how to match observations with 'join' and gdt files
by Sven Schreiber
Hi,
I ran into a problem when using 'join' with a native gdt file (with time
series data). (Background: support for native gdt files was recently
added to the join command, on my request I am afraid.)
The sample and/or workfile ranges did not coincide, stopping the data
import. With a text file one would have to use the --tkey option or
something like that, as explained in the join chapter of the guide. But
I could not find an explanation of how to do that with a native file.
thanks,
sven
7 years, 6 months
Off-topic: Gretl is candidate for Project Of The Month, January
by Hélio Guilherme
Hi,
SourceForge newsletter features Gretl as candidate for next January. See
below (removed content to save space ;)
*Top Downloaded Projects and Call for Your POTM Vote*
The *vote
<http://newsletter.sourceforge.net/c.html?ufl=0&rtr=on&s=x8pb08,2ea1b,10s8...>*
for January 2016 Community Choice SourceForge Project of the Month is now
available, and will run until Dec. 15, midnight UTC. Here are the
candidates:
(...)
*gretl
<http://newsletter.sourceforge.net/c.html?ufl=0&rtr=on&s=x8pb08,2ea1b,10s8...>*:
gretl is a cross-platform software package for econometric analysis,
written in the C programming language. Download gretl now
<http://newsletter.sourceforge.net/c.html?ufl=0&rtr=on&s=x8pb08,2ea1b,10s8...>
.
7 years, 6 months
(NBER) recession shading in gretl/gnuplot
by Sven Schreiber
Hi,
here's a little detail thingy about the built-in NBER recession shading.
It's not really a bug (I think), but perhaps a little bit misleading.
Gretl uses the dates of the NBER peaks and troughs (I'm talking about
monthly data now) to determine the beginning and end of the shading. For
example, one NBER peak is 2001M3 (March), and so gretl's shading starts
immediately after February, covering all of the March interval in the
plot. Therefore, the observed March value of any plotted variable is a
bit "later" (= to the right), because the point is centered within the
March interval. So the peak value will always be "inside" the recession.
It seems that that's not the conventional way of presenting the
recessions. If you look at a time series plot on the FRED webpage for
example, the March value will be shown right at the beginning of the
shading. Also, FRED offers an indicator series for the NBER recessions
which explicitly says "starting with the period after the peak". It's a
matter of convention, but I think the FRED shading makes more sense than
the current gretl shading.
So: I suggest that either the shading should start in the middle of the
period (middle of March in this example). But given that that may not be
feasible with gnuplot, I would suggest to adopt the FRED convention and
start the shading right after the peak dates.
thanks,
sven
7 years, 6 months
Re: [Gretl-users] Gretl-users Digest, Vol 106, Issue 7
by Habib Nawaz
Hi
I am not getting the details of the discussion and the gretl commands , work-files etc etc for the discussion. could you please help me how I may be able to get all these materials. Habib Nawaz Khan,PhD Scholar (Statistics/Econometrics),UTP, Malaysia,Cell # 0061126434405
From: "gretl-users-request(a)lists.wfu.edu" <gretl-users-request(a)lists.wfu.edu>
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Subject: Gretl-users Digest, Vol 106, Issue 7
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Today's Topics:
1. Re: (NBER) recession shading in gretl/gnuplot (Allin Cottrell)
2. Re: (NBER) recession shading in gretl/gnuplot (Summers, Peter)
3. Re: (NBER) recession shading in gretl/gnuplot
(Riccardo (Jack) Lucchetti)
----------------------------------------------------------------------
Message: 1
Date: Tue, 17 Nov 2015 09:26:19 -0500 (EST)
From: Allin Cottrell <cottrell(a)wfu.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] (NBER) recession shading in gretl/gnuplot
Message-ID:
<alpine.LNX.2.20.3.1511170911320.842(a)localhost.localdomain>
Content-Type: text/plain; charset=US-ASCII; format=flowed
On Wed, 11 Nov 2015, Sven Schreiber wrote:
> here's a little detail thingy about the built-in NBER recession shading. It's
> not really a bug (I think), but perhaps a little bit misleading.
>
> Gretl uses the dates of the NBER peaks and troughs (I'm talking about monthly
> data now) to determine the beginning and end of the shading. For example, one
> NBER peak is 2001M3 (March), and so gretl's shading starts immediately after
> February, covering all of the March interval in the plot. Therefore, the
> observed March value of any plotted variable is a bit "later" (= to the
> right), because the point is centered within the March interval. So the peak
> value will always be "inside" the recession.
>
> It seems that that's not the conventional way of presenting the recessions.
> If you look at a time series plot on the FRED webpage for example, the March
> value will be shown right at the beginning of the shading. Also, FRED offers
> an indicator series for the NBER recessions which explicitly says "starting
> with the period after the peak". It's a matter of convention, but I think the
> FRED shading makes more sense than the current gretl shading.
>
> So: I suggest that either the shading should start in the middle of the
> period (middle of March in this example). But given that that may not be
> feasible with gnuplot, I would suggest to adopt the FRED convention and start
> the shading right after the peak dates.
Right now the documentation for a "plotbars" file says:
# Format: each non-comment line must contain two space-
# separated dates in the format YYYY:MM. These represent
# the start and end of "episodes" of some sort.
I take your point, but if we're to abide by this description, maybe
the appropriate fix would be to modify the example NBER file: make the
"start" of each NBER recession the month after the peak rather than
the peak itself. In this case no changes to the plotting code would be
required.
The alternative would be to leave the NBER file as it is and reword
the description, replacing "start" (of an episode) with something like
"period immediately preceding, as in NBER business cycle peaks". This
would have to be accompanied by a change to the plotting code.
Preferences/thoughts?
Allin
------------------------------
Message: 2
Date: Tue, 17 Nov 2015 14:55:38 +0000
From: "Summers, Peter" <psummers(a)highpoint.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] (NBER) recession shading in gretl/gnuplot
Message-ID: <6A97640E2DDBB94BBE02DE6E658B320C389102(a)TOL.highpoint.edu>
Content-Type: text/plain; charset="us-ascii"
> -----Original Message-----
...
> >
> > So: I suggest that either the shading should start in the middle of
> > the period (middle of March in this example). But given that that may
> > not be feasible with gnuplot, I would suggest to adopt the FRED
> > convention and start the shading right after the peak dates.
>
> Right now the documentation for a "plotbars" file says:
>
> # Format: each non-comment line must contain two space- # separated
> dates in the format YYYY:MM. These represent # the start and end of
> "episodes" of some sort.
>
> I take your point, but if we're to abide by this description, maybe the
> appropriate fix would be to modify the example NBER file: make the "start"
> of each NBER recession the month after the peak rather than the peak itself.
> In this case no changes to the plotting code would be required.
>
> The alternative would be to leave the NBER file as it is and reword the
> description, replacing "start" (of an episode) with something like "period
> immediately preceding, as in NBER business cycle peaks". This would have to
> be accompanied by a change to the plotting code.
>
> Preferences/thoughts?
>
> Allin
>
I'd prefer the first option -- change the example file to be consistent with FRED.
PS
------------------------------
Message: 3
Date: Tue, 17 Nov 2015 17:36:43 +0100 (CET)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] (NBER) recession shading in gretl/gnuplot
Message-ID: <alpine.DEB.2.20.1511171736250.15715(a)ec-4.econ.univpm.it>
Content-Type: text/plain; charset="iso-8859-15"; Format="flowed"
On Tue, 17 Nov 2015, Summers, Peter wrote:
>> Preferences/thoughts?
>>
>> Allin
>>
> I'd prefer the first option -- change the example file to be consistent with FRED.
Makes sense to me.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universit? Politecnica delle Marche
(formerly known as Universit? di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
------------------------------
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End of Gretl-users Digest, Vol 106, Issue 7
*******************************************
7 years, 6 months
ARMA with ARCH errors
by simonesmeraldi2＠gmail.com
how can I estimate an ARMA with ARCH errors ?
thank you all
Inviata da Windows Mail
7 years, 6 months
forecast error calculation with "--rolling" and 1-step forecasts
by Sven Schreiber
Hi,
I have a question about the case where I want to use the "fcast" command
with the "--rolling" option (which others might call sequential instead
of rolling, but that's not the point here) to do a sequence of
1-step-ahead forecasts.
The doc says: "For static linear models standard errors ... incorporate
... parameter uncertainty". Given that a 1-step forecast is also
static, it therefore should be possible to do that. However, I get an
error about incompatible options when I combine "--rolling" and
"--static". And the doc also says that with the --rolling option
"forecasts are always dynamic if this is applicable".
So does that mean that taking parameter uncertainty into account for a
sequence of forecasts has to be done manually with an explicit loop?
thanks,
sven
7 years, 6 months
Garch-in-mean with AR lags
by Giulia Marchesi
Hello all,
I want to use the GARCH-in-mean procedure with AR(2) but I have some problems in changing the script.
Thanks!
G. M.
7 years, 6 months
X-12-ARIMA 64bits
by Carlos Andrade
Hello Gretl users,
I installed the 1.9.92 version of Gretl Linux x86_64 in Debian 8 AMD64.
Where do I find the x86_64 version of X-12-ARIMA for Gretl 1.9.92?
Thanks.
--
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
7 years, 6 months
