Function to get the powerset
by Henrique Andrade
Dear Gretl Community,
I really stuck trying to define a function that gives a power set of a
set. Suppose I have a set S:
S = {"A", "B", "C"}
The associated power set, P(S), is:
P(S) = {{ }, {"A"}, {"B"}, {"C"}, {"A", "B"}, {"A", "C"}, {"B", "C"},
{"A", "B", "C"}}
All that I can think by now (shame on me!) is this:
strings S = defarray("A", "B", "C")
scalar P_S_len = 2^nelem(S) # the size of the power set
strings P_S = array(P_S_len) # an array with 8 spaces.
Does anyone have any ideas?
Best,
Henrique Andrade
5 years, 6 months
VECM and IRF interpretation
by lasses skola
Hi! I have a question regarding VECM and IRF interpretation in Gretl.
According to the speed of adjustment coefficient in the VEC, the target
variable adjusts at a speed of 15,5% per year to equilibrium. But the IRF
says that the cumulative change in the target variable is only 2% from year
four trough the time horizon of the IRF, which is nine years. How can I
interpret this?
Best regards,
Lars
5 years, 11 months
Hausman Test
by 3jlema
Dear everyone,
I conducted a random effects panel model (90 observations, 15 cross-sectional units, 6 time-series length). The model has only one dichotomous predictor (coded 0 and 1). May i know why Hausman Test is not generated by Gretl?
The Breusch-Pagan test is significant (p<.001). I would appreciate any suggestion on the appropriate model for my data. That is, is it safe to use random effects or fixed effects? Again, why Hausman Test is not computed by gretl?
Thank you.Lema
6 years
Zivot Andrews Structural Test
by Giulio Carlo Venturi
Greetings everyone,
I am working on inflation time series with Gretl for my econometric thesis.
I have been searching the Internet for a week now trying to find a Gretl
package for Zivot Andrews structural break test without success.
Does anybody know where I might find it?
Thanks for your attention
Giulio Carlo Venturi (Università di Padova)
6 years
multivariate lrvar?
by Sven Schreiber
Hi everybody,
I'm wondering how to achieve something that would be the multivariate
generalization of the lrvar function (long-run variance of a series).
I know how I could do it "from scratch", so this is not a question of
how to construct it from the raw variables. Instead I want to avoid
reinventing the wheel and ideally also have something reasonably efficient.
Does the "ghosts" package for multivariate spectra contain something
useful? (jack?)
Or any other function package?
thanks,
sven
6 years
Issue with tramolin.gfn
by Rosu Stefana
Hello,
I came up upon an issue in gretl regarding the tramolin package.
I have tried to run the sample script from the package and I get the following error. The same error appears on all data sets I have tried.
Thanks you very much!
gretl version 2017dCurrent session: 2018-04-03 12:15
? include tramolin.gfn C:\Users\rosu000s\AppData\Roaming\gretl\functions\tramolin.gfntramolin 1.11, 2017-01-28 (Ignacio Diaz-Emparanza)? open data9-3.gdt
Read datafile C:\Program Files\gretl\data\data9-3.gdtperiodicity: 4, maxobs: 87observations range: 1972:2 to 1993:4
Listing 10 variables: 0) const 1) period 2) reskwh 3) nocust 4) price 5) cpi 6) incm 7) cdd 8) hdd 9) pop
? series price_c = tramolin(price)Data file is emptyData error
Error executing script: halting> series price_c = tramolin(price)
6 years
Multiplot script
by Cristián Arturo Ducoing Ruiz
Hello dear colleagues,
I'm working with historical GDP data (PHL CHL ARG AUS are the variables)
and I'm trying to generate a multiplot from Hansl
this is the script that I wrote:
? gnuplot PHL CHL ARG AUS --time-series --with-lines {set multiplot layout
2,2;}
but the output that I got is this:
Any clues? My idea is to obtain this graph from the script
thank you in advance!
Glad påsk/ Happy Eastern
--
Atte.
Cristián Arturo Ducoing Ruiz
6 years
Lead operartor/variables
by José Belbute
I need to use the Stock and Watson (1993) procedure to which I need leads
(and lags) of the first difference of all my variables
How can I compute the lead variables using gretl?
Thanks
José
6 years
