March 2018 - Gretl-users - gretlml.univpm.it

Rgretl update: utilities for gretl users

by oleg_komashko＠ukr.net

Dear all, Rgretl 0.2.1 is on crane In my subjective opinion the following is the most interesting for gretl users: # (i) saving data # save_gdt(), save_bin() # EXAMPLE # Saving Penn World Table 9.0 as .gdtb ### with 0.2.1 <R> library(Rgretl) # v. 0.2.1 if (!require(pwt9)) { install.packages("pwt9") library(pwt9) } data("pwt9.0") save_gdt("pwt9.0.gdtb",pwt9.0) <R> pwt9.0.gdtb will be created in current R working directory # (ii) setting up free RStudio server # everybody can have Rgretl gretl working # version on mobile devises, e.g. Android tablets (iii) find_sample("mle") outputs names of all sample scrips (gretl GUI -> Script files-> practice files... which contains mle command Oleh P.S. Comments, bug reports, etc are welcome

7 years

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minus zero

by Ioannis A. Venetis

I am not sure if this question has been placed before. I run the following <hansl> set verbose off set seed 1059999 scalar n = 5 scalar k = 5 matrix A = mrandgen(i,-4,4,n,k) scalar a = -15 print A eval a*A B=a*A print B </hansl> which evaluates a -0 in a*A[4,2] position or prints zero in B[4,2] position. Can this be avoided? Yiannis

7 years, 1 month

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Function of the AIC in VAR lag selection (Marvin Berndt)

by Marvin Berndt

7 years, 1 month

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Re: [Gretl-users] Function of the AIC in VAR lag selection

by Ioannis A. Venetis

Well, ok It's -2*(lnL/T)+(2/T)*( p * n^2 + 2 + 2 ) = 15.741186 lnL = -66.70593 p = number of lags n = number of variables (equations) +2 (two constants) +2 (two error variances) mind T=10 Best Yiannis

7 years, 1 month

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Re: [Gretl-users] Function of the AIC in VAR lag selection (Marvin Berndt) (Marvin Berndt)

by Ioannis A. Venetis

Dear Marvin, You must use the VAR residuals covariance matix. From what I see in your Excel icons, the covariance matrix you employ is (named Omega there) the covaiance matrix of your data series. Best,

7 years, 1 month

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Re: [Gretl-users] Gretl-users Digest, Vol 133, Issue 32

by Stefano Fachin

my first reaction was "yes", second "not really", for the reason Jack was hinting at. I feel that mentioning Gretl in oour own work may work better (especially if we publish in good journals!) best, Stefano > Does this mean you're supporting the upload of a list/table of your > research using gretl, Sven and Stefano? > > Best, > Artur > > -- _________________________________________________________________________ Stefano Fachin Professore Ordinario di Statistica Economica Dip. di Scienze Statistiche Università di Roma "La Sapienza" P.le A. Moro 5 - 00185 Roma - Italia Tel. +39-06-49910834 fax +39-06-49910072 web http://stefanofachin.site.uniroma1.it/

7 years, 1 month

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List of research using gretl

by Artur Tarassow

Hi all, I think we need (even) more advertisement for the great 'Gretl' project! What do you think about compiling a handy list of research articles for which we guys used gretl. This may be a simple way to promote gretl and to show that this software is also used for serious research and not only teaching or so. The table/list would be linked to the gretl homepage. I thought about a simple table or list comprising: Author, Title, Year, Journal/Working Paper, Method(s) applied using gretl, URL. I would be happy to manage and update that list if you find this idea compelling. Best, Artur

7 years, 1 month

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Re: [Gretl-users] GARCH models (Javier García)

by Javier García

Thanks a lot for your responses, Jack and Sven. They have helped me a lot. CheersJavi

7 years, 1 month

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Gretl-users March 2018