warning: gdt-reading bug
by Allin Cottrell
We've just noticed that a bug was introduced into our code for reading
native gretl .gdt data files in August of this year. The bug should be
triggered only rarely, but we thought it wise to issue a warning.
Description of bug: If a gdt file contains "subnormal" values (that
is, floating point values that are too close to zero to be represented
with the usual precision), then when such a file is read on Linux, the
first subnormal value to be found on a given row (observation) will be
incorrectly copied into the remaining columns (series) on that row.
Example: A gdt file containing 10 series has a subnormal for series
number 5 on row 25. Then when the file is read on Linux, that
subnormal will replace the correct values for series 6 to 10 for
observation 25.
Comment: This won't affect the reading of "primary" data (actual
micro- or macroeconomic measurements), which will never contain
subnormal values (we're talking about absolute values less than 10 to
the minus 307). And the bug is not triggered on MS Windows. However,
subnormal values may be produced by some data transformations (such as
squaring very small numbers, or computing the normal CDF of very big
negative values).
Fix: This is now fixed in the git source for gretl and also the
current snapshots. And we will put out a new release soon, gretl
2015d.
Diagnostic: If you think a dataset may suffer from this problem,
you can run the script checkdata.inp, from
http://ricardo.ecn.wfu.edu/pub/gretl/checkdata.inp
First load the dataset in question. Then open checkdata.inp and run
it. An affected dataset may produce something like this:
<script-output>
Total number of values examined: 164122
Check for subnormal floating-point values
-----------------------------------------
Total number found: 138
Longest (row) sequence: 138
(occurs at obs 210, starting series ID 461)
Number of sequences (of length >= 2): 1
</script-output>
The symptom of a problem is that we find a consecutive sequence of
subnormal values on one or more rows of the dataset. This could occur
for "natural" reasons but it may indicate corruption. Isolated
subnormals don't indicate the bug. And again, most datasets should
contain no subnormal values.
Allin Cottrell
9 years, 3 months
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?
9 years, 7 months
Holt-Winters package
by Raul Gimeno
Hello
I've been using the Holt-Winters package but I cannot replicate my
Excel-calculation results with this package.
The starting value from the package for the trend is 245 mine is 166.396. By
running a regression on the full sample I get completely different results
for these starting values, although the same methodology as described in the
help description has been used.
For replication purposes I send my excel spreadsheet and I would be glad to
understand how these starting values have been effectively calculated.
Thank you for your help
Raul Gimeno
**
9 years, 7 months
OpenBLAS warning
by oleg_komashko＠ukr.net
Dear all, The warning after current GIT:
gretl is built using OpenMP, but is linked against
OpenBLAS parallelized via pthreads. This combination
of threading mechanisms is not recommended. Ideally,
OpenBLAS should also use OpenMP.
Configure options used (as always) ./configure --enable-openmp --enable-build-doc --enable-build-addons --with-odbc
Oleh
10 years
Happy New Year!
by oleg_komashko＠ukr.net
Dear all, Happy New Year!
P.S. In my opinion it's absolutely senseless, but that's it's advantage: it could unite people through all over the World!
10 years
open data
by Raul Gimeno
Dear all
When I use a script with the following command line
open "C:\Data\cps4.gdt"
it works fine.
If I save the same file under C:\username\Raul\cps4.gdt it doesn't work with
the command line
open "C:\ username\Raul \cps4.gdt"
Since I work with OneDrive which is located within C:\ username\Raul \ I
cannot open my file.
Is there any restriction with gretl?
Happy New Year!
Raul
-----Ursprüngliche Nachricht-----
Von: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] Im Auftrag von
gretl-users-request(a)lists.wfu.edu
Gesendet: Donnerstag, 31. Dezember 2015 18:00
An: gretl-users(a)lists.wfu.edu
Betreff: Gretl-users Digest, Vol 107, Issue 28
Send Gretl-users mailing list submissions to
gretl-users(a)lists.wfu.edu
To subscribe or unsubscribe via the World Wide Web, visit
http://lists.wfu.edu/mailman/listinfo/gretl-users
or, via email, send a message with subject or body 'help' to
gretl-users-request(a)lists.wfu.edu
You can reach the person managing the list at
gretl-users-owner(a)lists.wfu.edu
When replying, please edit your Subject line so it is more specific than
"Re: Contents of Gretl-users digest..."
Today's Topics:
1. Information (Habib Nawaz)
----------------------------------------------------------------------
Message: 1
Date: Thu, 31 Dec 2015 16:47:16 +0000 (UTC)
From: Habib Nawaz <habib_nawaz73(a)yahoo.com>
To: "Gretl-users(a)lists.wfu.edu" <Gretl-users(a)lists.wfu.edu>
Subject: [Gretl-users] Information
Message-ID:
<774267318.5192232.1451580436331.JavaMail.yahoo(a)mail.yahoo.com>
Content-Type: text/plain; charset="utf-8"
Hi Gretl users!
How can I see the posts what have been posted on this blog.?Habib Nawaz
Khan,PhD Scholar (Statistics/Econometrics),UTP, Malaysia,Cell #
0061126434405
10 years
Information
by Habib Nawaz
Hi Gretl users!
How can I see the posts what have been posted on this blog. Habib Nawaz Khan,PhD Scholar (Statistics/Econometrics),UTP, Malaysia,Cell # 0061126434405
10 years
Goldfeld-Quandt heteroscedasticity test
by Raul Gimeno
Dear all
Is there a possibility to perform this test manually?
Step 1: Rank the observations according to the values to Xi, beginning with
the lowest value
Step 2: Omit c central observations
Step 3: Fit separate OLS regressions to the first (n-c)/2 observations and
the last (n-c)/2 observations
Would it be possible to complement gretl menu with this test?
Thank you very much
Raul Gimeno
10 years
panel model residuals
by Allin Cottrell
A "bug report" has been filed on sourceforge relating to what gretl
offers as residuals via its $uhat accessor for the fixed- and
random-effects panel-data models. You can find this at
http://sourceforge.net/p/gretl/bugs/199/
In my opinion this is not really a bug report, but it can be
interpreted as a request for clarification on how gretl's $uhat is
calculated for panel-data models (and implicitly, how one might
calculate alternative measures using gretl). In that regard it may
be of interest to others, and merits a reply.
Let's take the fixed-effects model first. It may be represented as
y_{it} = a_i + X_{it}\beta + e_{it}
Gretl takes the "fitted value" ($yhat) to be a_i + X_{it}\beta, and
the residual ($uhat) to be y_{it} minus this fitted value. This
makes sense, IMO, because the fixed effects (the a_i terms) are
taken as parameters to be estimated. However, it can be argued that
the fixed effects are not really "explanatory" and if one defines
the residual as the observed y value minus its "explained" component
one might prefer to see just y_{it} - X_{it}\beta. In gretl you can
get this after fixed-effects estimation as follows:
series ue_fe = $uhat + $ahat - $coeff[1]
where $ahat gives the unit-specific intercept (as it would be
calculated if one included all N unit dummies and omitted a common
y-intercept), and $coeff[1] gives the "global" y-intercept.
For anyone used to Stata, gretl's fixed-effects $uhat corresponds to
what you get from Stata's "predict, e" after xtreg, while the second
variant corresponds to Stata's "predict, ue".
Now let's consider the random-effects model. This can be represented
as
y_{it} = \mu + X_{it}\beta + u_i + e_{it}
In this case gretl considers the "error term" to be u_i + e_{it}
(since u_i is conceived as a random drawing) and the $uhat series is
the estimate of this, namely (taking "hats" as implicit, please)
y_{it} - \mu - X_{it}\beta
which corresponds to Stata's "predict, ue". What if you want an
estimate of just e_{it} (or just u_i) in this case? That's more
difficult, since random-effects estimation in itself does not
require estimation of the u_i in their own right. All that's needed
is an estimate of the variance of u, and even that is derived
indirectly (and may sometimes be negative, requiring adjustment to
zero). Stata offers "predict, e" and "predict, u" but it's not clear
how they are calculating these. I'd be interested to know, but I'm
pretty sure the calculations are going to be debatable.
Allin Cottrell
10 years
-gretli installation problems on Linux Mint
by Clive Nicholas
I've just migrated to Linux Mint 17.3 MATE 64-bit from Kubuntu 15.10 in the
last few hours (please don't ask why) and have attempted to install -gretl-
from git. Installing R and TeX was successful, but not -gretl-. Here's the
output:
clive@climate ~ $ git clone git://git.code.sf.net/p/gretl/git gretl-git
Cloning into 'gretl-git'...
remote: Counting objects: 138600, done.
remote: Compressing objects: 100% (31321/31321), done.
remote: Total 138600 (delta 111286), reused 133438 (delta 106823)
Receiving objects: 100% (138600/138600), 164.79 MiB | 578.00 KiB/s, done.
Resolving deltas: 100% (111286/111286), done.
Checking connectivity... done.
clive@climate ~ $ cd gretl-git
clive@climate ~/gretl-git $ ./configure --enable-quiet-build
--enable-openmp --enable-build-doc
configuring for gretl 2015e-git (library version 15.0.0)
checking for gcc... gcc
checking whether the C compiler works... yes
checking for C compiler default output file name... a.out
checking for suffix of executables...
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C compiler... yes
checking whether gcc accepts -g... yes
checking for gcc option to accept ISO C89... none needed
checking how to run the C preprocessor... gcc -E
checking for grep that handles long lines and -e... /bin/grep
checking for egrep... /bin/grep -E
checking for ANSI C header files... yes
checking for sys/types.h... yes
checking for sys/stat.h... yes
checking for stdlib.h... yes
checking for string.h... yes
checking for memory.h... yes
checking for strings.h... yes
checking for inttypes.h... yes
checking for stdint.h... yes
checking for unistd.h... yes
checking libintl.h usability... yes
checking libintl.h presence... yes
checking for libintl.h... yes
checking whether make sets $(MAKE)... yes
checking for a BSD-compatible install... /usr/bin/install -c
checking for a thread-safe mkdir -p... /bin/mkdir -p
checking for a sed that does not truncate output... /bin/sed
checking whether NLS is requested... yes
checking for msgfmt... /usr/bin/msgfmt
checking for gmsgfmt... /usr/bin/msgfmt
checking for xgettext... /usr/bin/xgettext
checking for msgmerge... /usr/bin/msgmerge
checking build system type... x86_64-pc-linux-gnu
checking host system type... x86_64-pc-linux-gnu
checking for ld used by gcc... /usr/bin/ld
checking if the linker (/usr/bin/ld) is GNU ld... yes
checking for shared library run path origin... done
checking for CFPreferencesCopyAppValue... no
checking for CFLocaleCopyCurrent... no
checking for GNU gettext in libc... yes
checking whether to use NLS... yes
checking where the gettext function comes from... libc
2015e-git
checking for gcc... (cached) gcc
checking whether we are using the GNU C compiler... (cached) yes
checking whether gcc accepts -g... (cached) yes
checking for gcc option to accept ISO C89... (cached) none needed
checking how to print strings... printf
checking for a sed that does not truncate output... (cached) /bin/sed
checking for fgrep... /bin/grep -F
checking for ld used by gcc... /usr/bin/ld
checking if the linker (/usr/bin/ld) is GNU ld... yes
checking for BSD- or MS-compatible name lister (nm)... /usr/bin/nm -B
checking the name lister (/usr/bin/nm -B) interface... BSD nm
checking whether ln -s works... yes
checking the maximum length of command line arguments... 1572864
checking how to convert x86_64-pc-linux-gnu file names to
x86_64-pc-linux-gnu format... func_convert_file_noop
checking how to convert x86_64-pc-linux-gnu file names to toolchain
format... func_convert_file_noop
checking for /usr/bin/ld option to reload object files... -r
checking for objdump... objdump
checking how to recognize dependent libraries... pass_all
checking for dlltool... no
checking how to associate runtime and link libraries... printf %s\n
checking for ar... ar
checking for archiver @FILE support... @
checking for strip... strip
checking for ranlib... ranlib
checking for gawk... gawk
checking command to parse /usr/bin/nm -B output from gcc object... ok
checking for sysroot... no
checking for a working dd... /bin/dd
checking how to truncate binary pipes... /bin/dd bs=4096 count=1
checking for mt... mt
checking if mt is a manifest tool... no
checking for dlfcn.h... yes
checking for objdir... .libs
checking if gcc supports -fno-rtti -fno-exceptions... no
checking for gcc option to produce PIC... -fPIC -DPIC
checking if gcc PIC flag -fPIC -DPIC works... yes
checking if gcc static flag -static works... yes
checking if gcc supports -c -o file.o... yes
checking if gcc supports -c -o file.o... (cached) yes
checking whether the gcc linker (/usr/bin/ld -m elf_x86_64) supports shared
libraries... yes
checking whether -lc should be explicitly linked in... no
checking dynamic linker characteristics... GNU/Linux ld.so
checking how to hardcode library paths into programs... immediate
checking for shl_load... no
checking for shl_load in -ldld... no
checking for dlopen... no
checking for dlopen in -ldl... yes
checking whether a program can dlopen itself... yes
checking whether a statically linked program can dlopen itself... no
checking whether stripping libraries is possible... yes
checking if libtool supports shared libraries... yes
checking whether to build shared libraries... yes
checking whether to build static libraries... no
checking whether ln -s works... yes
checking for sin in -lm... yes
checking for fopen in -lc... yes
checking for ANSI C header files... (cached) yes
checking for sys/wait.h that is POSIX.1 compatible... yes
checking for stdint.h... (cached) yes
checking for unistd.h... (cached) yes
checking dirent.h usability... yes
checking dirent.h presence... yes
checking for dirent.h... yes
checking fnmatch.h usability... yes
checking fnmatch.h presence... yes
checking for fnmatch.h... yes
checking fenv.h usability... yes
checking fenv.h presence... yes
checking for fenv.h... yes
checking byteswap.h usability... yes
checking byteswap.h presence... yes
checking for byteswap.h... yes
checking sys/times.h usability... yes
checking sys/times.h presence... yes
checking for sys/times.h... yes
checking libproc.h usability... no
checking libproc.h presence... no
checking for libproc.h... no
checking sys/proc_info.h usability... no
checking sys/proc_info.h presence... no
checking for sys/proc_info.h... no
checking for an ANSI C-conforming const... yes
checking for long double with more range or precision than double... yes
checking for vasprintf... yes
checking for posix_memalign... yes
checking size of int... 4
checking return type of signal handlers... void
checking whether byte ordering is bigendian... no
checking whether to use SSE2... yes
checking whether to use AVX... yes
checking whether to use OpenMP... yes
checking immintrin.h usability... yes
checking immintrin.h presence... yes
checking for immintrin.h... yes
checking for mpicc... no
checking netdb.h usability... yes
checking netdb.h presence... yes
checking for netdb.h... yes
checking sys/socket.h usability... yes
checking sys/socket.h presence... yes
checking for sys/socket.h... yes
checking for struct sockaddr_in... yes
checking for struct in_addr... yes
checking readline/readline.h usability... yes
checking readline/readline.h presence... yes
checking for readline/readline.h... yes
checking for tgetent in -lncurses... yes
checking for readline in -lreadline... yes
checking for rl_completion_matches in -lreadline... yes
checking for xdg-mime... yes
checking for mmap... yes
checking for gzopen in -lz... yes
checking for GMP - version >= 4.0.1... no
*** Could not run GNU MP test program, checking why...
*** The test program failed to compile or link. See the file config.log for
the
*** exact error that occured. This usually means GNU MP was incorrectly
installed
*** or that you have moved GNU MP since it was installed.
checking for MPFR - version >= 2.2.0... no
*** Could not run MPFR test program, checking why...
*** The test program failed to compile or link. See the file config.log for
the
*** exact error that occured. This usually means MPFR was incorrectly
installed
*** or that you have moved MPFR since it was installed.
checking for libgfortran... checking for _gfortran_abort in -lgfortran...
yes
checking for LAPACK... yes
checking for dgejsv_ in -llapack... yes
checking for gnuplot... no
checking for gnuplot >= 4.6.0 with cairo support... no
* gretl needs gnuplot >= 4.6.0, with cairo support.
* The current version of gnuplot is available from www.gnuplot.info
clive@climate ~/gretl-git $ make -j3
make: *** No targets specified and no makefile found. Stop.
This ran beautifully (eventually) in Kubuntu 15, so why the choking on
gnuplot? I've never before had to physically download it from online before
firing up the commands to build, configure, make and install -gretl-,
either via CVS or git.
I can't use -(sudo) apt-get build-dep gretl- before the call to
-configure-, can I? I can't see any other solution. Thoughts?
--
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, 1 month
