Saving the results of an arch model
by Elisabetta M.
Hello everyone!
I am currently working on an ARCH model. I already carried out my ARCH 1
model and got the coefficients in my script output. However, I can't find a
way to make Gretl show me (and save) the data on the volatility predicted
by the model, that should come under the form of a time-series. I need to
get these data and save them as a new variable in my dataset. Has anyone
got any tip on how to do it? I looked for it in the users' guide, gretl
function/command reference but wasn't very lucky, I only found something of
the sort on GARCH models ($h), that unfortunately doesn't work with ARCH.
Thank you for your time and your help!
Elisabetta
6 years, 2 months
Change in the diff command in gretl 2018d
by Javier Sansa
The last release of gretl has changed the way the diff command works. Up to
version 2018c whenever a series and its first difference were defined,
extending the sample and defining for a second time the series and ist
first difference produced two new series that filled the new sample.
This is no more the case in the new gretl version. As it can be seen in the
attached script, invoking the diff command after extending the sample and
defining the series for a second time, does not result in a new series in
differences but in the old (shorter) one.
If instead of invoking the diff command an instruction such as
d_x = x- x(-1)
is used, the result is a differenced series that fills the whole sample.
The attached file shows the different results from the two approaches
sketched above.
My question is, is this a feature or a bug?
Best regards,
Javier Sansa
6 years, 2 months
Dynamic forecast
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
6 years, 2 months
Requirment Engineering on Gretl
by HunterEgo
Hello again, I am newbie on this but I really need your opinion on the pdf
I created on Gretl, made it in one day. Your opinion is needed for my
presentation! I linked my file below gretl.pdf
I appreciate every comment on it, i got few days to improve it!
Thanks,
-Ioannis
6 years, 2 months
Putting Gretl on the TIBOE index
by Artur T.
Dear all,
Evgeny Pogrebnyak (I think he's also following this mailing list)
suggested to request consideration of Gretl for the TIOBE-Index.
Some background: "The TIOBE Programming Community index is an indicator
of the popularity of programming languages. The index is updated once a
month."
URL: https://www.tiobe.com/tiobe-index/
The criteria for becoming a member are:
"If a language meets the criteria of being listed (i.e. it is Turing
complete and has an own Wikipedia entry that indicates that it concerns
a programming language) and it is sufficiently popular (more than 5,000
hits for +"<language> programming" for Google), then please write an
e-mail to tpci(a)tiobe.com."
- We have a Wikipedia entry: https://en.wikipedia.org/wiki/Gretl
- We have 77.800 search entries for "Gretl programming" on google
I think this could be another channel fostering Gretl's popularity. What
do you think?
Ah, just another question: In case we would like to request membership,
would be want to put "Gretl" or "Hansl" there? I would be in favour of
Gretl I have to admit even though Hansl is our scripting language.
Best,
Artur
6 years, 2 months
Student Project on Gretl
by HunterEgo
Hello, im a student at Aristotle University of Thessaloniki, Greece,
department of Computer Science.
We were assigned a Software Engineering project for a presentation. I chose
Gretl because I found it really interesting although I do not have the
proper knowledge in economics. However the conference in Athens and the
active community made me pick this for my presentation.
We are allowed to have communication with the rest of the community.
We are using the IEEE Software Requirments Specification Template and I am
facing a problem over the Features of Gretl and giving a proper graph/code
example of each one.
I would really appreciate if you could suggest me something.
The basic idea is "Feature #x : Description(so I can present it properly) ,
Graph example/Code example as screenshot(preferably)".
Of course I found the Features on the Gretl website but firstly I cannot
describe each one properly and secondly I am not totally sure if that's the
answer for the System Features part of the Template I am filling.
Thank you for your time and sorry for my English,
-Ioannis
6 years, 2 months
Re: [Gretl-users] Some apocryphal commentary
by Alecos Papadopoulos
So there is the "official Gretl version". Then there is the "current
snapshot". Both can be installed with a few mouse clicks, accommodating
non-technical persons like me.
And then, there is the Gig ("Gretl in git"). If I understand correctly
the Gig is something like the vision of the prophet that will soon come
true but for the time being it mainly gives hope and psychological
comfort to the believers?
Namely, "This now is fixed in git" translates into "And I saw Tomorrow,
and Tomorrow was bright and beautiful and peaceful, and generating
random variables as you need and hope it will" ?
The really comforting thing is that this Tomorrow usually does come...
Alecos Papadopoulos PhD
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
web: alecospapadopoulos.wordpress.com/
On 11/1/2019 19:00, gretl-users-request(a)lists.wfu.edu wrote:
> Please check the date stamp of your Gretl snapshot for Windows. If
> something is changed in git it does not automatically mean that a new
> snapshot is already being offered. The only way to ensure that would be
> to compile the source code yourself. (Which is something I don't
> recommend just for this purposes, although I have successfully done it
> on Windows, following the detailed instructions from Allin.)
>
> cheers,
> sven
6 years, 2 months
Re: [Gretl-users] Problem with Add Random Variable menu command CONTD
by Alecos Papadopoulos
I downloaded 2019a-git (win 64).
The problem with the Add Random Variable menu command persists, as follows:
When trying to generate Uniform, Normal, Gamma, Binomial, Weibull, I
still get the message <<-- no numeric conversion performed!>>
When trying to generate Poisson I get the message <<you must give a name
for the variable>>, even though I have typed a simple name like "X1" or
"Z3" in the relevant box.
When trying to generate Student's, Chi-square or F distributions, the
command works.
The randgen function continues to work fine in script mode.
Alecos Papadopoulos PhD
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
web: alecospapadopoulos.wordpress.com/
On 10/1/2019 19:00, gretl-users-request(a)lists.wfu.edu wrote:
> Send Gretl-users mailing list submissions to
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>
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> than "Re: Contents of Gretl-users digest..."
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>
> Today's Topics:
>
> 1. Problem with Add Random Variable menu command
> (Alecos Papadopoulos)
> 2. Re: Problem with Add Random Variable menu command (Artur T.)
> 3. Re: Problem with Add Random Variable menu command
> (Riccardo (Jack) Lucchetti)
> 4. Re: Problem with Add Random Variable menu command (Sven Schreiber)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Wed, 9 Jan 2019 22:39:47 +0200
> From: Alecos Papadopoulos <papadopalex(a)aueb.gr>
> To: gretl-users(a)lists.wfu.edu
> Subject: [Gretl-users] Problem with Add Random Variable menu command
> Message-ID: <78362871-0aa5-924d-b269-f9417701067b(a)aueb.gr>
> Content-Type: text/plain; charset=iso-8859-7; format=flowed
>
> I have version 2018d Windows 64-bit.
>
> I try to generate random numbers using the "Random variable..." command
> in the Add menu and I get
>
> <<'U1' -- no numeric conversion performed!>>
>
> In script mode, the command
>
> series U1 = randgen(U1,0,1)
>
> works fine.
>
6 years, 2 months
Re: [Gretl-users] Problem with Add Random Variable menu command
by Artur T.
Hi,
> Am 09.01.19 um 21:39 schrieb Alecos Papadopoulos:
>> I have version 2018d Windows 64-bit.
>>
>> I try to generate random numbers using the "Random variable..."
>> command in the Add menu and I get
>>
>> <<'U1' -- no numeric conversion performed!>>
>>
>> In script mode, the command
>>
>> series U1 = randgen(U1,0,1)
>>
>> works fine.
>>
>
I can confirm this using current git (2019a) on ubuntu linux.
Artur
6 years, 2 months
Problem with Add Random Variable menu command
by Alecos Papadopoulos
I have version 2018d Windows 64-bit.
I try to generate random numbers using the "Random variable..." command
in the Add menu and I get
<<'U1' -- no numeric conversion performed!>>
In script mode, the command
series U1 = randgen(U1,0,1)
works fine.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
web: alecospapadopoulos.wordpress.com/
6 years, 2 months
