January 2019 - Gretl-users - gretlml.univpm.it

by klaus.hasenbach＠web.de

Hi, I am quite new with gretl. In November I used gretl to retrieve data from "dbnomics. world" sucessfuly. Great work done by the comunity!! But now I get the message: Fehlermeldung von dbn_get_json(): SSL peer certificate or SSH remote key was not OK *** error in function dbnomics_providers, line 4 > err = dbn_get_json("providers", verbose, &json) Any help? Thank you! Klaus

6 years, 11 months

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Re: [Gretl-users] Discrepancy between R and Gretl in Johansen cointegration

by Reynaldo Senra

6 years, 12 months

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Discrepancy between R and Gretl in Johansen cointegration

by Reynaldo Senra

7 years

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Create a dummy

by Periklis Gogas

I am working on oil prices "WTI" Is it possible to create within Gretl a dummy that takes the value 1 when WTI goes up and 0 when WTI goes down? For example within Excel for a column A that contains WTI it is something like IF(A2>A1,1,0). Thank you, PG *Periklis Gogas <http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>* Associate Professor of Economic Analysis and International Economics Department of Economics, Democritus University of Thrace Associate Editor - Journal of Economic Asymmetries <https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/> Euro Area Business Cycle Network - Fellow <http://www.eabcn.org/person/periklis-gogas> The Rimini Centre for Economic Analysis - Fellow <http://www.rcfea.org/component/option,com_frontpage/Itemid,1/> The Society for Economic Measurement - Member <http://sem.society.cmu.edu/home.html> Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow <http://icemr.ru/institute-for-nonlinear-dynamical-inference/>

7 years

2
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gretl 2019a released

by Allin Cottrell

gretl 2019a is now available. It's mostly a bug-fix release, but also brings SVM support to all platforms with no third-party dependencies. Allin

7 years

4
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Session objects not saved

by Marcelo Duarte

Dear professors, I'm using gretl2019a_git on windows 7 (64bit). I usually save sessions with models to keep track of all the regressions made. I have 1 session saved with 10 OLS regressions and everything is ok. I also have another session with 10 Fixed Effects regressions, which, when opening such session, gives me the following error: "10 session object(s) could not be rebuilt" I've also tried to save OLS and FE regressions in the same session and it rebuilds OLS' but not FE's. The same problem occurred with gretl2018d. Hope you can help me. Thanks, Marcelo

7 years

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[off-topic] and yet it is about Gretl

by Hélio Guilherme

Hi, This January the SourceForge's project of month is Gretl. They have an interview at https://sourceforge.net/blog/january-2019-staff-pick-project-month-gretl/ Congratulations, Allin and Jack and Sven, and ...., and Translators, and Users, and ... Cheers, Hélio

7 years

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Re: [Gretl-users] Gretl-users Digest, Vol 144, Issue 18

by Marcelo Duarte

Date: Wed, 23 Jan 2019 14:31:25 +0100 From: Sven Schreiber <svetosch(a)gmx.net> > Apart from waiting for a bugfix I can only advise a workaround: Restart > gretl and use the command log that gretl records automatically and save > that as a script. (In the Tools menu.) There you will see the data file > you loaded ('open') and you will see your FE estimation command > ('panel'). When you re-run that script you should get your results back. The workaround worked very well. Date: Wed, 23 Jan 2019 08:57:13 -0500 (EST) From: Allin Cottrell <cottrell(a)wfu.edu> > Problem found: it's due to the weird way that the Windows C library > writes nans (Not a Number). A fix will be forthcoming shortly. Thank you both very much. Marcelo

7 years

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ISSUE: Figure's style changes when altering its size

by Artur T.

Dear all, since some time I observe that a figures' style changes when using the 'Bigger' or 'Smaller' buttons below the figure when calling it using the "--output=display" option. This affects line-colours as well as line-width. This happens on linux (and I think also Windows). Note, that I observe this behaviour at least since half a year. Today I've used current git and gnuplot 5.2 patchlevel 2. <hansl> open AWM18.gdt -q list L = YER PCD plot L options time-series with-lines literal set linetype 1 lc rgb "black" lw 3.5 literal set linetype 2 lc rgb "orange" lw 2.5 literal set key top right end plot --output=display </hansl> Best, Artur

7 years

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Maximum likelihood forecasting

by Olasehinde Timmy

Dear Professors, I will like to know how to compute a dynamic forecast from maximum likelihood estimation. For example, If I estimated a ad-hoc GARCH model as follows series e=inf - beta1-beta2*inf(-1) series h=var(e) series h=alpha+theta*e(-1)^n So how would I forecast dynamically variable "inf" and "h". I would appreciate if you can share a loop code for this. Thanks Timmy J.O

7 years

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Gretl-users January 2019