join: specify column separator explicitly?
by Sven Schreiber
Hi,
I'm using the 'join' command on a lot of source files with semicolon as
the field separator. This seems to work, but I was wondering whether it
would accelerate the whole thing if I could tell gretl about the
semicolon? I haven't found an option for this in the user guide chapter
on 'join'.
(It could also be that it is just slow because it's a lot of files...)
thanks
sven
4 years, 11 months
units/magnitudes in DB.NOMICS databases [slightly OT]
by Sven Schreiber
Hi,
this is not directly gretl-related I think, but who knows, maybe there
are some possible workarounds in the API:
Recently I (or actually, a student) have noticed that in some cases in
db.nomics the information about the multiplication factor (million,
billion...) for a series seems to be missing. We saw that for example in
the balance of payments statistics the units are just given as "US
dollars" or "local currency", but the numbers are far too small to be
only single dollars (as opposed to bn$ or something like that).
Of course it's not too difficult to match the magnitudes with some known
level or based on plausibility, but it requires manual intervention,
which is kind of beside the point for the whole db.nomics thing.
Does anybody have an idea how to solve that? Is gretl perhaps not
grabbing all the given information?
thanks
sven
4 years, 11 months
Export to Stata fails
by Sven Schreiber
Hi,
(with gretl snapshot Apr 4th) I tried to export the penngrow.gdt data
file to Stata format (dta). Opening it in Stata 14 works fine at first,
but the values are totally rubbish.
Going via csv works OK.
thanks
sven
4 years, 11 months
Re: Gretl-users Digest, Vol 148, Issue 8 (Ramsey model - no hope for the lazy)
by Alecos Papadopoulos
In fact Ramsey (1928) originally formulated the problem with zero
discount rate.
If sigma is the parameter of the CRRA utility function u(c) =
[c^(1-σ)-1]/(1-σ), I would suggest to try a Ramsey model with
Cobb-Douglas production function, and also for simplicity zero exogenous
efficiency growth, and the parameters of the model satisfying
(delta + rho) /σ = alpha * (n+δ),
where delta is the depreciation rate, rho is the time discount rate,
alpha is the exponent of capital in the production function, n is the
growth rate of population. rho can be set equal to zero if you like.
You should obtain that in such a case obeying the Euler equation gives a
constant savings rate from the beginning. This shows that a constant
savings rate as an optimal solution is a special case depending on
specific relations between the parameters of the model, but in general
the savings rate will not be constant, optimally.
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
On 9/5/2019 01:00, gretl-users-request(a)gretlml.univpm.it wrote:
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>
> 1. Re: Gretl-users Digest, Vol 148, Issue 7 (steady state tricks for the lazy)
> (Alecos Papadopoulos)
> 2. Re: Gretl-users Digest, Vol 148, Issue 7 (steady state tricks for the lazy)
> (Allin Cottrell)
>
>
> ----------------------------------------------------------------------
>
> Date: Wed, 8 May 2019 22:28:37 +0300
> From: Alecos Papadopoulos <papadopalex(a)aueb.gr>
> Subject: [Gretl-users] Re: Gretl-users Digest, Vol 148, Issue 7
> (steady state tricks for the lazy)
> To: gretl-users(a)gretlml.univpm.it
> Message-ID: <6e0d0617-3e7d-b124-d6a7-f7ec466191bb(a)aueb.gr>
> Content-Type: text/plain; charset=iso-8859-7; format=flowed
>
> A clarification please Allin: are you referring to the "Ramsey" or to
> the "Solow" growth model? I am confused because in the Ramsey model, we
> are not heading towards the Golden Rule steady state. On the other hand
> you do mention the Euler equation...
>
> Also what do you mean by "advantage"? In intertemporal utility terms or
> something else?
>
> Alecos Papadopoulos PhD
> Athens University of Economics and Business
> web: alecospapadopoulos.wordpress.com/
>
> On 8/5/2019 21:50, gretl-users-request(a)gretlml.univpm.it wrote:
>> Brief word to the wise: I'd like to know, if you're heading for the
>> Golden Rule steady state "from below", is there any advantage in
>> respecting the Euler equation as opposed to just saving at the
>> steady-state Golden Rule rate from the start (given a CRRA utility
>> function with parameter sigma = 2): the answer appears to be Yes.
>>
>> Allin
> ------------------------------
>
> Date: Wed, 8 May 2019 17:35:02 -0400 (EDT)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> Subject: [Gretl-users] Re: Gretl-users Digest, Vol 148, Issue 7
> (steady state tricks for the lazy)
> To: Gretl list <gretl-users(a)gretlml.univpm.it>
> Message-ID:
> <alpine.LFD.2.20.3.1905081715370.19346(a)myrtle.attlocal.net>
> Content-Type: text/plain; charset=US-ASCII; format=flowed
>
> On Wed, 8 May 2019, Alecos Papadopoulos wrote:
>
>> A clarification please Allin: are you referring to the "Ramsey" or to the
>> "Solow" growth model? I am confused because in the Ramsey model, we are not
>> heading towards the Golden Rule steady state. On the other hand you do
>> mention the Euler equation...
> I'm referring to the Ramsey model, which IMO ought to be general
> enough to include the case of a zero discount rate (so that the
> steady state is the same as under the Golden Rule).
>
> In the Solow context, the usual idea of how to get to the
> maximum-consumption steady state is simply to set the saving (and
> investment) rate equal to its steady state value: then you're bound
> to get there, regardless of your starting point. But the Ramsey
> approach suggests that may not be optimal.
>
> Suppose we're approaching SS from below. Perhaps we should save at
> above the SS rate at first, to get to SS faster? Or the opposite:
> gradually increase the saving rate to its SS value? Even with a zero
> discount rate this sort of choice is going to depend on the rate of
> diminishing returns to consumption (e.g. the parameter in a CRRA
> utility function, which I'll call sigma.).
>
> Dynare is able to show me that the Euler-obeying perfect foresight
> path can start with saving above or below the steady-state rate
> depending on the value of sigma. And I can confirm this increases
> total utility over the transition to SS, relative to the constant
> saving-rate case, by having gretl compute utility for the latter.
>
>> Also what do you mean by "advantage"? In intertemporal utility terms or
>> something else?
> Intertemporal utility.
>
> Allin
>
> ------------------------------
>
> Subject: Digest Footer
>
> _______________________________________________
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>
>
> ------------------------------
>
> End of Gretl-users Digest, Vol 148, Issue 8
> *******************************************
>
4 years, 11 months
Re: Gretl-users Digest, Vol 148, Issue 7 (steady state tricks for the lazy)
by Alecos Papadopoulos
A clarification please Allin: are you referring to the "Ramsey" or to
the "Solow" growth model? I am confused because in the Ramsey model, we
are not heading towards the Golden Rule steady state. On the other hand
you do mention the Euler equation...
Also what do you mean by "advantage"? In intertemporal utility terms or
something else?
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
On 8/5/2019 21:50, gretl-users-request(a)gretlml.univpm.it wrote:
> Brief word to the wise: I'd like to know, if you're heading for the
> Golden Rule steady state "from below", is there any advantage in
> respecting the Euler equation as opposed to just saving at the
> steady-state Golden Rule rate from the start (given a CRRA utility
> function with parameter sigma = 2): the answer appears to be Yes.
>
> Allin
4 years, 11 months
gretl + dynare
by Allin Cottrell
Hello all,
I've recently been messing with dynare, and noticed that since we
support octave via gretl's "foreign" apparatus, we basically get
dynare support for free.
In light of that I've added support for dynare ".mod" files: you can
open a .mod file in gretl's script editor, and send it for execution
via octave by clicking the gear-wheel ("Run") button.
(I should point out: If you have happen to have matlab installed,
you should be able to get matlab + dynare support in gretl by going
to /Tools/Preferences/General/Programs and entering the appropriate
matlab path, or executable name, in the box titled "Path to octave
executable".)
Anyway, the ability to execute a dynare .mod file via octave or
matlab from gretl's script editor is really just for the sake of
completeness. For anyone interested in substantive interaction
between gretl and dynare the more interesting workflow is likely to
be of this sort:
* Write a hansl script that calls octave/matlab using the "foreign"
apparatus. Within the foreign block you can have octave/matlab call
dynare and store results that you'd like to share with gretl.
* Still within the gretl "foreign" block, make results available to
gretl by using the gretl_export() function.
* Back in gretl, read results from octave/matlab/dynare and analyse
them or compare them with natively generated results.
In case anyone is interested, I've put a couple of relevant files in
http://users.wfu.edu/cottrell/ramsey/
* gr_dynare.inp : gretl/hansl driver script
* gr_ramsey.mod : dynare model file called by the above
You can open both of these in current gretl. Running the first may
be of interest. I'm not going to try to explain the motivation, it
would take too long, but if you're familiar with the Ramsey growth
model it might be apparent.
Brief word to the wise: I'd like to know, if you're heading for the
Golden Rule steady state "from below", is there any advantage in
respecting the Euler equation as opposed to just saving at the
steady-state Golden Rule rate from the start (given a CRRA utility
function with parameter sigma = 2): the answer appears to be Yes.
Allin
4 years, 11 months
gretl conference 2019 registration deadline
by fdiiorio＠unina.it
We kindly remind you that 15 May 2019 is the deadline for accepted
paper registration and fee payment.
More info at:http://bit.ly/2ZlxTPy
************************************************************
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Dipartimento di Scienze Politiche
Universita' di Napoli Federico II
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I-80138 Napoli
tel. 081-2538280
fax. 081-2537466
e-mail fdiiorio(a)unina.it
4 years, 11 months
I would rather keep the 31 character name limit than shorten it.
by Fred Engst
>
>
> On Wed, 1 May 2019, Sven Schreiber wrote:
>
>> Am 01.05.2019 um 04:53 schrieb Fred Engst:
>>
>>> 2. With time series data, if the names of two variables that are very
>>> long, close to the 31 character limit, and they differ only at the
>>> last one or two characters, then a regression of the two with lagged
>>> variables will clash with gretl auto created shortened
>>> abbreviations.
>>
>> Certainly a limitation, not sure if it counts as a bug. As the person
>> who called for the extension of variable names years ago (from a much
>> shorter limit) I see what you mean, but I guess it's OK to ask the user
>> to stay below 28 or 25 characters or so.
>
> Yes, I think we should place a limit of (say) 22 or 24 bytes on
> user-specified series names. This would leave room for the prefixes
> and suffixes that get added automatically in generating logs, squares,
> lags and so on.
>
> If we do that I guess we could still accept names of up to 31 bytes in
> third-party data files, but should probably issue a warning.
>
> Allin
Hi Allin,
Thanks for all the great responses.
But I’d rather keep the 31 character name than shorten it.
There should be a way to find the maximum length of all variables, and then creating internal variables or lagged variables based on this information.
I know this will create more work for you. (:
I encountered this problem in my work where I always like to have long names to identify clearly what the variables are, but found error running regressions with lagged variables. After some trial and error, I finally isolated the problem as I reported earlier. Now I know what the problem is, and I’d rather keep the long name and will find a way to work around the naming limitation with time series. So please don’t limit the variable names to less then 31.
Fred
4 years, 11 months
Updating dataset from gretl's built-in St. Louis FRED database using script
by Fred Engst
Hi all,
I've extracted a set of time series data from gretl’s St. Louis FRED a few years ago, and am interested in updating the series to the latest viable date.
Instead of doing it one at a time using the GUI, I’m interested in using a script for this task. I looked online, checked on the mail list, and found none.
Any suggestion?
Thanks in advance.
Fred
4 years, 11 months
Some minor bugs, perhaps.
by Fred Engst
Hi all,
Since it seems that the list is a bit quit today, I thought I should send something for Allin to work on. :)
Fred
Over time, I have noticed a few items that I think might be bugs of gretl.
1. window list issue.
2. time series data with very long names.
3. lagged variable might not show in the main window.
4. can’t see command log whenever I’m working on .gretl files
5. "Show main statistics" vs. "Show full statistics" option dialog often were hidden behind the icon window when one ask for the summary statistics.
6. If a model was saved with a name that contains “&”, in the icon view, once the session is saved and then if one tries to open that session, the model with name that contains “&” con’t be recovered. Either one can’t save a model with names that contains “&”, or gretl should be able to recover that model, it seems.
Here are the details:
1. After a script is opened, or a new one is created, if I save it with a new name, the list of windows that are open when I click on the top right corner of gretl still shows the old name, which can cause confusion.
———————————————————————————————————
2. With time series data, if the names of two variables that are very long, close to the 31 character limit, and they differ only at the last one or two characters, then a regression of the two with lagged variables will clash with gretl auto created shortened abbreviations.
For example, if I run this script first on a new dataset with only the following two variables,
# gretl script 1
ols o123456789012345678901234567890 0 o1234567890123456789012345678(-1 to \
-4) o123456789012345678901234567890(-1 to -4) —robust
I get this gretl error message:
gretl version 2019b-git
Current session: 2019-04-12 09:26
? ols o123456789012345678901234567890 0 o1234567890123456789012345678(-1 to \
-4) o123456789012345678901234567890(-1 to -4) --robust
variable 3 duplicated in the command list.
Error executing script: halting
> ols o123456789012345678901234567890 0 o1234567890123456789012345678(-1 to -4) o123456789012345678901234567890(-1 to -4) —robust
upon inspecting the dataset, I get:
? list
Listing 7 variables:
0) const
1) o123456789012345678901234567890
2) o1234567890123456789012345678
3) o12345678901234567890123456_1
4) o12345678901234567890123456_2
5) o12345678901234567890123456_3
6) o12345678901234567890123456_4
? labels 3 4 5 6
Listing labels for variables:
o12345678901234567890123456_1: = o1234567890123456789012345678(t - 1)
o12345678901234567890123456_2: = o1234567890123456789012345678(t - 2)
o12345678901234567890123456_3: = o1234567890123456789012345678(t - 3)
o12345678901234567890123456_4: = o1234567890123456789012345678(t - 4)
I then renamed it down to a shorter names
rename 2 o12345678901234567890123456
rename 1 o1234567890123456789012345678
Listing 3 variables:
0) const
1) o1234567890123456789012345678
2) o12345678901234567890123456
? ols 1 0 o1234567890123456789012345678(-1 to -4) \
o12345678901234567890123456(-1 to -4)
variable 3 duplicated in the command list.
Error executing script: halting
> ols 1 0 o1234567890123456789012345678(-1 to -4) o12345678901234567890123456(-1 to -4)
gretl console: type 'help' for a list of commands
? list
Listing 7 variables:
0) const
1) o1234567890123456789012345678
2) o12345678901234567890123456
3) o12345678901234567890123456_1
4) o12345678901234567890123456_2
5) o12345678901234567890123456_3
6) o12345678901234567890123456_4
? labels 3 4 5 6
Listing labels for variables:
o12345678901234567890123456_1: = o12345678901234567890123456(t - 1)
o12345678901234567890123456_2: = o12345678901234567890123456(t - 2)
o12345678901234567890123456_3: = o12345678901234567890123456(t - 3)
o12345678901234567890123456_4: = o12345678901234567890123456(t - 4)
So it seems that the issue is the inconsistent naming of the lagged variables.
———————————————————————————————————
3. Sometimes the lagged variable don’t show up in the main window, so that I can’t delete those lagged ones, other then using the list command and then invoke the delete varlist command.
———————————————————————————————————
4. When I’m working on a .gretl file, if I choose to see the command log, an error would show up.
Sometimes it says “Data error”, while other times, it says:
"Error opening directory '…’: No such file or directory"
Error opening directory '/Volumes/FredMacHD/Users/fred/Documents/UIBE/Resource-Econometric/Dataset/gretl/functions': No such file or directory
Error opening directory '/Volumes/FredMacHD/Users/fred/gretl/functions': No such file or directory
Error opening directory '/Volumes/FredMacHD/Users/fred/Documents/UIBE/Resource-Econometric/Dataset/gretl/functions': No such file or directory
Error opening directory '/Volumes/FredMacHD/Users/fred/gretl/functions': No such file or directory
Error opening directory …
———————————————————————————————————
5. Once I open the icon view, if I double click on the summary icon, often I see nothing is happening. Once I move the icon view to somewhere else, there is the dialog box asking for options to summarize. It was hidden behind the icon view window the whole time.
Fred
4 years, 11 months
