December 2015 - Gretl-users - gretlml.univpm.it

by Giulia Taveggia

Dear all, I handle a panel dataset consisting of 1577 companies, 5 years and 20 variables. I would like to know how restrict the dataset excluding missing values (ex. If one company have a missing value for one year it should be excluded by all other years). After doing this operation, I would like to compute the mean, the median and the sum for each variable. Could you please write down the right script for these actions? Thank you very much, Best Regards Giulia Giulia Taveggia Researcher, Country Analysis and Forecasts Unit CSIL Centre for Industrial Studies Corso Monforte 15 - 20122 Milano - Italy Tel +39 02780497- Fax +39 02 780703

10 years, 2 months

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Help regarding time series

by Marc O'Callaghan

Greetings to all, Being a very inexperienced Gretl user, I ran into an issue which must have a simple solution, however I could find it nowhere. My question is the following : In a time series which comprises daily entries over 10 years, how may I select a certain period of each year, i.e. only March-April for instance ? Up to now I have had to resort to a most inefficient solution, although it seems to work, whereby a given variable time (containing only the dates of the entries under a format 20040101, which Gretl doesn't recognise as a date) was used to open a new variable month=int((time-10000*int(time/10000))/100) This works, in that I now have a variable returning the number of each month. I then proceeded to restrict based on the criterion month >= 2 && month <= 4 However the result of this is that I have a series which is not chronological any more. If I convert it back to a time series, it logically gives me a roughly two-year-long period with daily entries. Which means I should proceed to isolate the trimester of each year manually. This is very inefficient and time-consuming. As this is surely not an over-the-top functionality, I assume there must be a simpler and more efficient way of selecting a given period within each year, repetitively over several years. Can someone kindly help me out ? Hoping my explanations were clear, and thanking all in advance, Best, Marc O'Callaghan

10 years, 2 months

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gretl and ADA compliance

by Richard Lee Rogers

Greetings. We need to know if gretl is compliant with the standards of the Americans with Disabilities Act (ADA). Thanks. R. Richard Lee Rogers Department of Criminal Justice and Forensic Sciences Youngstown State University Phone: 330-941-3543

10 years, 2 months

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freq command problem

by Ioannis A. Venetis, Assoc. Prof.

Hello all, The FREQ command (menu driven or console or in script) "does not work" with either cross-section or time series data. I use gretl 2015e-git build 2015-12-14 (windows 7) It does not bin the data. It counts every single observation. Also, it ignores - at least - the options --nbins, --min --binwidth Below an example from a simple script file gretl version 2015e-git Current session: 2015-12-16 11:10 ? nulldata 500 periodicity: 1, maxobs: 500 observations range: 1 to 500 ? setobs 1 1 --cross-section Full data range: 1 - 500 (n = 500) ? xt = normal() Generated series xt (ID 2) ? freq xt Frequency distribution for xt, obs 1-500 frequency rel. cum. -3.0579 1 0.20% 0.20% -2.92753 1 0.20% 0.40% -2.52678 1 0.20% 0.60% -2.41767 1 0.20% 0.80% -2.39102 1 0.20% 1.00% -2.14408 1 0.20% 1.20% -2.14142 1 0.20% 1.40% -2.13868 1 0.20% 1.60% -2.12529 1 0.20% 1.80% -2.08038 1 0.20% 2.00% -2.04517 1 0.20% 2.20% -2.00888 1 0.20% 2.40% -2.00069 1 0.20% 2.60% -1.899 1 0.20% 2.80% -1.89824 1 0.20% 3.00% -1.89617 1 0.20% 3.20% -1.84248 1 0.20% 3.40% -1.81697 1 0.20% 3.60% -1.8133 1 0.20% 3.80% -1.80632 1 0.20% 4.00% -1.79576 1 0.20% 4.20% -1.77199 1 0.20% 4.40% -1.73471 1 0.20% 4.60% -1.72761 1 0.20% 4.80% -1.72554 1 0.20% 5.00% .... .... Yiannis

10 years, 2 months

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help

by Paolo Pocaterra

Hello to everybody, I’m Paolo Pocaterra and I’m a new user of this list. I’m in trouble with the Monte Carlo simulation in gretl and I hope someone of you can help me. I need someone who is able to clarify and explain the aim and mostly the code on grelt of the Monte Carlo simulations. Actually, I’m trying to generate 1000 Monte Carlo simulations using a sample size of 50 (T=50). Considering the following model yt = b1yt−1 + ut, ut iid ∼ N(0,1) xt = b2xt−1 + et, et iid ∼ N(0,1) where t = 0,…,T; b1=1 and b2=1, y0 = 0 e x0 = 0. and I have to estimate yt = alpha+ xt + vt where vt is the usual error term. Thanks in advance, Paolo Pocaterra.

10 years, 2 months

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perron (1989)

by Augusta Pelinski

*how to test Peron (1989) the gretl for the series break?* -- *Augusta Pelinski Raiher* *(Docente do curso de Economia e do Programa de Pós-Graduação em Ciências Sociais na Universidade Estadual de Ponta Grossa)*

10 years, 2 months

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Re: [Gretl-users] gretl freezes

by Dr. Logan Kelly

I have run into this problem too. Especially, in a long script, it is easy to drop an end if or endloop. But I can also see that you might do something like this purposely. So as a comprise, could a comand like endscript be added? That way if I have an erroneously unbalenced loop or if or whatever, getl will know that I am a dope and issue an error? The reason I suggest this is that when I have made this error, gretl will normally execute the script without an error message on the first run, but throw what seems to be a random error the next run. So it takes a bit of head scratching to figure my goof up. Logan Sent from my T-Mobile 4G LTE Device -------- Original message -------- From: Jan Tille <Jan.Tille(a)absolut-research.de> Date: 2015/12/12 3:22 PM (GMT-06:00) To: r.lucchetti(a)univpm.it, Gretl list <gretl-users(a)lists.wfu.edu> Subject: Re: [Gretl-users] gretl freezes Jack, Sven, apologies for bothering you and the list with my blindness. Nonetheless, thank you very much for granting support. Jan -----Ursprüngliche Nachricht----- Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Riccardo (Jack) Lucchetti Gesendet: Samstag, 12. Dezember 2015 21:27 An: Gretl list <gretl-users(a)lists.wfu.edu> Betreff: Re: [Gretl-users] gretl freezes On Sat, 12 Dec 2015, Sven Schreiber wrote: > Am 12.12.2015 um 21:06 schrieb Riccardo (Jack) Lucchetti: > >> Sorry, Jab, but it looks as if there's an "endloop" missing (I could >> only count 3). That would explain why nothing runs: you'd still be >> inside the outermorst loop. >> >> what happens if you open a console and issue an "endloop" command? >> > > Well spotted -- but shouldn't gretl notice that it's pointless to wait > for more commands at the end of the file and throw an error? > > (I'm aware that end-of-file itself is not sufficient, due to > run/include and so on. But still.) Good point. In fact, there's a number of things we could do better (eg, optimize a few things for speed) if we had a means to determine if a certain piece of hansl code was meant to be run "on its own", so to speak. In fact, this is what happens if you run a hansl file via "gretlcli -b". Adding a warning like "warning: unterminated loop" is probably a good idea. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

10 years, 2 months

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gretl freezes

by Jan Tille

Dear list members, I encounter a problem when I try to run a script that contains several (i.e. 4) loops. The structure is quite simple like loop i=1..cols(matrix_x) do some stuff loop k=1..cols(matrix_y) do some other stuff loop t=start..end loop j=1..5 estimate model endloop endloop do some further stuff endloop endloop If necessary, I am happy to provide more details on the script. Whenever I try to run that script, the script output prints the code and stops without an error message. After this occured, not even the simplest operation like scalar s = 1+1 runs correctly. The only thing that happens is that the script output occurs, which shows the code but does not come up with the results. The strange thing is, the loop structures works without a problem when I use the three "inner" loops. loop k=1..cols(matrix_y) do some other stuff loop t=start..end loop j=1..5 estimate model endloop endloop do some further stuff endloop The fourth loop is only intended to setup a different matrix in each loop and at the end concatenates some vectors to the created matrix. I use Gretl 1.9.92 win32. CPU: Intel Core i7, 2.8 GHz RAM 8 GB Windows (8.1 pro) is 64-bit Does anyone have a clue what went wrong? Thanks in advance, Jan

10 years, 2 months

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eigensym() issue?

by Ioannis A. Venetis, Assoc. Prof.

Hello all, It seems that running the following code crashes gretl in my computer. For some reason more than 128 "series" less than 146 does not work in the eigensym() command. I am not sure if it is my computer or a "bug" ... or just me (i have a feeling i am doing something terribly wrong..) I run gretl on MS_windows (x86_64), 2015-10-19 version 2015d Please find the code below (thanks for your time!!). Note: when i change 129 to <=128 or to >=146 then it does not crash. nulldata 600 setobs 1 1 --special-time-series list xlist = null loop i=1..129 --quiet series x$i = normal() xlist += x$i endloop scalar cT = $nobs scalar cK = nelem(xlist) matrix mX = {xlist} mXdm = (mX .- meanc(mX))/cT matrix XtX = (mXdm'mXdm) matrix Ve0 = {} #ascending eigenvectors matrix Va0 = eigensym( XtX , &Ve0 ) **************************************** Ioannis A. Venetis, Associate Professor Director of Postgraduate Studies University of Patras, School of Business Administration, Department of Economics University Campus, Rio, 26504, Greece Tel: 0030 2610 969964 https://sites.google.com/site/ioannisavenetis/ ****************************************

10 years, 2 months

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Re: [Gretl-users] eigensym() issue?

by Ioannis A. Venetis, Assoc. Prof.

Thank you for your answers!!! My computer: ------------------------------------------- Windows 7 Professional Service Pack 1 Dell, Optiplex 390 Intel(R) core(TM) i3-2120 CPU @ 3.30GHz 3.30 GHz 8.00 GB RAM ------------------------------------------ Now i run the code in gretl 2015e-git gretl crashes when the number of series is 129, 131 133 135, 137,145 "Oddly", i have a dataset of 131 series to replicate a paper on "Principal components estimation and identification of static factors" (Bai & Ng, 2013) Below I give the code again. (thanks ...) nulldata 600 setobs 1 1 --special-time-series list xlist = null loop i=1..129 --quiet series x$i = normal() xlist += x$i endloop scalar cT = $nobs scalar cK = nelem(xlist) matrix mX = {xlist} mXdm = (mX .- meanc(mX))/cT matrix XtX = (mXdm'mXdm) matrix Ve0 = {} #ascending eigenvectors scalar temp = rcond(XtX) matrix Va0 = eigensym( XtX , &Ve0 )

10 years, 2 months

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Gretl-users December 2015