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?
Dear Gretl Team,
We can use the option "--preserve" with the "open" command to preserve
matrices and scalars. I would like to ask you if it is possible to include
strings too (so the "preserve" option will preserve matrices, scalars, and
Thanks for your help, Artur! I appreciate this a lot.
> Some while ago their was already a thread on standadizing IRFs. Please have
> a look on this in the archive.
I saw this thread
from early 2013 that addresses a similar question. The approach is
comparable to what I had in mind, but I am still confused why there is
a difference between the response of my shocked variable to a shock in
itself in period 1 (period 0 in the graphs) and the SE I calculate
manually as 1 SD / SQRT(no. of observations) from the summary
The former is 0.0155, the latter is 0.4826 / SQRT(194) = 0.0347 (all
figures rounded for convenience). Any advice would be appreciated.
Dear Gretl community,
I'm not a good "if-else" user so I need a little help. What's wrong with
the following code?
series E_hp = E - hpfilt(E, 1600)
if E > E_hp
series E_reg1 = E
series PAUreg1 = PAU
series PUSreg1 = PUS
series E_reg1 = NA
series PAUreg1 = NA
series PUSreg1 = NA
When I execute it I get the messages: "error evaluating 'if'" "Error
executing script: halting".
I want to find the optimal lag length of an ARDL model allowing for
variable-specific lag lengths.
For instance, I've got K variables and want to select the optimal lag
structure by searching across the (pmax-1)^K ARDL models, spanned by
p=0,1,..., pmax and p_k=0,1,..., pmax, k=1,.., K using some criteria (e.g.
I am looking for a clever trick to estimate all of these possible models
but only have a complicated "loop-in-loop-in-loop" structure in mind. Does
anybody have a clever idea how to realize this task efficiently?
Btw, it seems that the latest Eviews 9 version has this feature included:
I have two questions related to the impulse response functions of VEC
(1) How many draws are conducted when bootstrapping the confidence
intervals and how can their value be modified?
(2) I want to calculate the percentage responses to a 1 percent change in a
specific shock variable (which comes first in the Cholesky ordering). Since
all variables enter the model in natural logs, I divided the default
impulse responses by one standard error (SE) of the logged shock variable
to achieve this. Looking at the summary statistics and calculating one SE
as <one standard deviation> / <square root of no. of observations> gives me
something different from the value of the logged shock variable in period
1, however. Since I presume this is the contemporaneous/instantaneous
impact (corresponding to period 0 in the graphs), I would expect both
values to be the same, since the variable should respond by exactly one SE
when itself is shocked by one SE. What am I doing wrong?
Thank you for your help.
Dear all! To reproduce,
open denmark.gdt series un = randgen(u,0,1) coint2 2 LRM LRY IBO IDE ;null; un --seasonals --rc
When I try do to this via GUI with LRM LRY IBO IDE in "Variables to test"; un R in "Exogenous variables" lag order 2; checked "Include seasonal dummies"; and "Restricted constant" I get "Syntax error"
Looks as if the GUI calls
coint2 2 LRM LRY IBO IDE ;; un --seasonals --rc
I use 1.10 on debian (outdated by a month or so)
when i write in gretl the scripts
"open greene22_2discrete Z5list X=dummify(Z5) --drop-first"
then I run the program and get the results,
"gretl version 1.9.92Current session: 2015-03-14 16:31
? open greene22_2
Read datafile C:\Program Files\gretl\data\greene\greene22_2.gdtperiodicity: 1, maxobs: 601observations range: 1 to 601
Listing 10 variables: 0) const 1) Y 2) Z1 3) Z2 4) Z3 5) Z4 6) Z5 7) Z6 8) Z7 9) Z8
? discrete Z5? list X=dummify(Z5) --drop-first> list X=dummify(Z5) --drop-The symbol 'drop' is undefined
Error executing script: halting> list X=dummify(Z5) --drop-first"
why did i encounter the error?