Dear Allin
Thank you for your answer.
Could you please remove the restriction for the exponential moving average
filter to allow up to T/2 observations for the mean calculation?
It would be helpful if all the fillters you find under "variable" like the
exponential moving average have their own short explanation in the Gretl's
guide.
I am using the Roberts formula but I get a different result from Gretl
with alpha = 0.1
Value one-step forecast
Y(T) Y^ (T-1)
T = 0 351.2917
T = 1 362 352.363 = 0.1(362) + 0.9(351.2917) --> Gretl:
354.2625
T = 2 381
Would it be possible to include a solver function like in Excel in order to
do minimizing calculations to find the optimal alpha?
Thank you in advance
Raul Gimeno
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Today's Topics:
1. Re: Help please cannot get latex to work (Allin Cottrell)
2. Re: exponential moving average (Allin Cottrell)
----------------------------------------------------------------------
Message: 1
Date: Wed, 23 Sep 2015 08:58:25 -0400 (EDT)
From: Allin Cottrell < <mailto:cottrell@wfu.edu> cottrell(a)wfu.edu>
To: Gretl list < <mailto:gretl-users@lists.wfu.edu>
gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Help please cannot get latex to work
Message-ID:
<
<mailto:alpine.LNX.2.20.3.1509230853170.30212@localhost.localdomain>
alpine.LNX.2.20.3.1509230853170.30212(a)localhost.localdomain>
Content-Type: text/plain; charset=US-ASCII; format=flowed
On Tue, 22 Sep 2015, Cameron Heimerdinger wrote:
> I have been trying to get the drop down to work for almost an hour now
> and no luck I am attaching a picture what I am looking at. Any help to
> get this to work is much appreciated!
I've looked into this, and I'm afraid LaTeXit.app is not going to work for
this purpose. The author of the program says, "LaTeXiT is 'simply'
a graphical interface above a LaTeX engine" (See
<http://www.chachatelier.fr/latexit/> http://www.chachatelier.fr/latexit/ ).
What gretl needs is the path to the "LaTeX engine" itself, which should
probably be a binary named "pdflatex". Where exactly that is on your system,
I don't know, but you should be able to find out by doing
locate pdflatex
in a Terminal window.
Allin Cottrell
------------------------------
Message: 2
Date: Wed, 23 Sep 2015 11:19:12 -0400 (EDT)
From: Allin Cottrell < <mailto:cottrell@wfu.edu> cottrell(a)wfu.edu>
To: Gretl list < <mailto:gretl-users@lists.wfu.edu>
gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] exponential moving average
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On Wed, 23 Sep 2015, Raul Gimeno wrote:
> By using the filter exponential moving average, you can choose the
> first EMA value based on the mean of the first n observations. The
> number is limited to 6. Why this limitation ? Sometimes I see people
> taking the first value being the mean of half of the time series.
The general limitation is not 6 but T/4. I suppose we could increase it to
T/2 if that's commonly used.
> Where do I see any information about the way it is calculated in the
> Gretl documentation ?
In the Help for the movavg() function. Also see
<https://en.wikipedia.org/wiki/Moving_average>
https://en.wikipedia.org/wiki/Moving_average ; we compute the Roberts
version.
> I have a time series with mean = 351.2917 and the first observation is
> y1 = 362
>
> Gretl gives me correctly the first forecast being S0 = 351.2917 for
> y1 which equals the mean of the whole time series.
>
> The second forecast is given by Gretl as being 354.2625 with alpha =
> 0.1.
>
> According to me you should get: S1 = 0.1(351.2917) + 0.9(362) =
> 352.3625
S_t = a*y_t + (1-a)*S_{t-1}
Using Roberts the second value of S should be 0.1 times the second y
observation + 0.9 times the initial value of S.
> How to find the optimal alpha minimizing the MSE ?
You could use a line search in a loop, or one of gretl's numerical tools
such as BFGSmax.
Allin Cottrell
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When I try and open the LaTeX equation from the drop down menu it comes up
with an error of couldn't open /user/cameron/.gretl/window.dvi . Anyone
able to help me fix this?
Sincerely,
Cameron Heimerdinger
Masters Student, Agricultural, Environment and Resource Economics
Admin Assistant, Colorado State Forest Service
(970) 817-3943
crh2010(a)rams.colostate.edu

Hi,
I need to run fcast command on Vintage Data.
I explain myself.
For the dependent variable, every month there is a new observation and the
previous last is changed by revision.
So i need to run a recursive prevision using fcast command, but every time
gretl make an estimate ex 01:1991-02:1991-03:1991 the dataset is changing.
Where i can find the fcast command code? Maybe i can try to change it.
Is there some extension for this?
Someone can help me to do this?
Thank you

Hello
By using the filter exponential moving average, you can choose the first EMA
value based on the mean of the first n observations. The number is limited
to 6. Why this limitation ? Sometimes I see people taking the first value
being the mean of half of the time series.
Where do I see any information about the way it is calculated in the Gretl
documentation ?
I have a time series with mean = 351.2917 and the first observation is y1 =
362
Gretl gives me correctly the first forecast being S0 = 351.2917 for y1 which
equals the mean of the whole time series.
The second forecast is given by Gretl as being 354.2625 with alpha = 0.1.
According to me you should get: S1 = 0.1(351.2917) + 0.9(362) = 352.3625
How to find the optimal alpha minimizing the MSE ?
Thank you for your help
Raul

I have been trying to get the drop down to work for almost an hour now and
no luck I am attaching a picture what I am looking at. Any help to get this
to work is much appreciated!
Sincerely,
Cameron Heimerdinger
Masters Student, Agricultural, Environment and Resource Economics
Admin Assistant, Colorado State Forest Service
(970) 817-3943
crh2010(a)rams.colostate.edu

I have been trying to get the drop down to work for almost an hour now and
no luck. I currently have the path set up as /Applications/Tex/latexit.app
. Its the correct path but nothing is working with it. Any ideas? Any help
to get this to work is much appreciated!
Sincerely,
Cameron Heimerdinger
Masters Student, Agricultural, Environment and Resource Economics
Admin Assistant, Colorado State Forest Service
(970) 817-3943
crh2010(a)rams.colostate.edu

Hello!
I've just uploaded a video which shows you all the steps of downloading,
building and installing the latest version of -gretl- on my YouTube page.
Watch it at:
https://youtu.be/P58r2u4zFrc
Warning: it's nearly 45 minutes long, but let me know what you think! :)
--
Clive Nicholas
"My colleagues in the social sciences talk a great deal about methodology.
I prefer to call it style." -- Freeman J. Dyson

I have already download the extras manually such as the ts_install and x13as_install but the problem still there, I mean the packages are not loaded
Sent from my BlackBerry® wireless handheld from Glo Mobile.

Em 22 de setembro de 2015, Obasa escreveu:
I have already download the extras manually such as the ts_install and
> x13as_install but the problem still there, I mean the packages are not
> loaded
>
Dear Obasa,
Again, please send e-mails to Gretl's list (gretl-users(a)lists.wfu.edu) and
not only to me. Here in Gretl community we love to help each other so we
need to make most of things public and available to the others. This is
very important to help other people, ok?
Now let's try to solve your problem ;-)
I thought you are talking about Gretl functions, I'm sorry. Now I know what
you are talking about. Try this:
(1) Install the packages you want (Tramo, X13Arima-Seats, etc.). Check if
you downloaded the right version for your Windows system (download it from
here: http://gretl.sourceforge.net/win32/);
(2) Open Gretl and, in the main window go to Tools -> Preferences ->
General...
(3) Inside the window "gretl: options" go to the tab named Programs
(4) Look for "Path to x12arima" and check if the address is correct (here
in my PC I have: "C:\Program Files\x13as\x13as.exe"). If it is not correct
click on "Browse..." buttom and localize the place where you installed x12
arima (take a look at the PNG file attached to this message)
(5) Repeat Step 4 with the "path to tramo" (here in my PC I have:
"C:\Program Files (x86)\tramo\tramo.exe") (take a look at the PNG file
attached to this message)
Best,
Henrique Andrade