Unexpected symbol '§'
by Marcelo Duarte
Hello,
When trying to obtain summary statistics of a variable I have got this
error message:
Unexpected symbol '§'
I have scoured the database looking for a problem but encountered nothing
wrong.
I am running Gretl 2020e_git (2020-11-17) on windows 10 64bit.
I would attach an error log but I do not know how to do that?
Thank you in advance for your help.
Best regards,
Marcelo
5 years, 1 month
Re: Restricted vars
by Riccardo (Jack) Lucchetti
On Wed, 18 Nov 2020, Adam Elderfield wrote:
> Hi All!
>
> Just wondering if it's possible to estimate restricted vars via EGLS as
> proposed by Lutkephol (New introduction to time series analysis)? That
> is, can you feed a restriction matrix to a var estimation?
>
> Or would you need to estimate the system with SUR and the system command?
Basically, SUR estimation is entirely possible, provided your restrictions
are not too weird (zero restrictions are absolutely ok). See this thread:
https://gretlml.univpm.it/hyperkitty/list/gretl-users@gretlml.univpm.it/t...
I'm not sure whether SUR and EGLS are equivalent in this context. I
suspect they are, but I'm not 100% sure. Sven?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
5 years, 1 month
Restricted vars
by Adam Elderfield
Hi All!
Just wondering if it's possible to estimate restricted vars via EGLS as proposed by Lutkephol (New introduction to time series analysis)? That is, can you feed a restriction matrix to a var estimation?
Or would you need to estimate the system with SUR and the system command?
Thanks
Adam
Get Outlook for Android<https://aka.ms/ghei36>
5 years, 1 month
error on executing green15_3.inp
by Artur Bala
Hi,
The following error is produced when executing the green15_3 script
# generate panelized variables (stacked time series)
? series It = stack(I_GM,I_CH,I_GE,I_WE,I_US)
stack: too many arguments
Error executing script: halting
> series It = stack(I_GM,I_CH,I_GE,I_WE,I_US)
Best,
Artur
5 years, 1 month
Accesing the Hurst Exponent C/C++ API
by riles＠triton.net
The Hurst exponent is graphed and outputted to the console via
hurstplot (const int *list, DATASET *dset, gretlopt opt, PRN *prn)
function found in graphing.c. This function calls hurst_exponent(...) function found in fractals.c, which is in the plugins folder. Is there a way I can access the hurst exponent that is printed to the console?
in the hurst_exponent(....) function found in fractals.c there is the following code->
/* store estimate for $result accessor */
result = gretl_matrix_alloc(1, 2);
gretl_matrix_set(result, 0, 0, hmod.coeff[1]);
gretl_matrix_set(result, 0, 1, hmod.sderr[1]);
colnames = strings_array_new(2);
colnames[0] = gretl_strdup("hurst");
colnames[1] = gretl_strdup("se");
gretl_matrix_set_colnames(result, colnames);
set_last_result_data(result, GRETL_TYPE_MATRIX);
Is this storing the hurst exponent some were, and if so is it accesiable through the C/C++ API
I am using Gretel-2020d on Ubuntu 18
Thank you
5 years, 1 month
Gretl suddenly closes
by Petru Calenici
Good evening,
My name is Petru and I'm starting to use Gretl for the first time,
attending an introductory course to Econometrics.
I have found some problems when trying to use Gretl, version 2020d for MS
Windows (x64 bit).
When I tried the first time to download the data files used in Stock-Watson
book Introduction to Econometrics from the server, as indicated by my
lecturer (File --> Open data --> Sample file... --> Look on server), I have
run into a bug that suddenly closes Gretl when clicking install without the
possibility to save the work done till that moment.
I ran into the same problem also when trying to open any of the PDF help
files.
I have already deleted and redownloaded Gretl but the problem continues.
I will be really grateful if I can have some indications about how to solve
this problem.
Petru Calenici
5 years, 1 month
Gordon Hughes' sfa_mod package
by Riccardo (Jack) Lucchetti
Hi all,
the next gretl version is going to be released in a matter of days, and a
few things that have been deprecated will be obsoleted for good.
Some existing function packages will be affected by these changes, so the
development team is trying to act preemptively to minimise tho impact on
end users. One of these packages id "sfa_mod", for stochastic frontier
analysis. Since another package with comparable features is already
available on the gretl server (the "frontier" package), Gordon has agreed
to retire his package (thanks Gordon).
If you have scripts that use Gordon's functions, feel free to contact me
and I'll try to help you with the transition.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
5 years, 1 month
languages confusion
by Artur Bala
Hi Allin, Jack and Sven,
I'm trying to complete gretl's french translation and from time to time I
compile the MO file and test it in "real-life situations". Sometimes I set
the language on "Automatic" french being my OS X language and sometimes
simply in "French". Of course, in both cases everything appears in french.
I estimate a MCO model (not a meaningful one actually but just for the sake
of testing) and then check the "Analysis -> Forecast" Menu... and here
things mix up. Gretl pops up with a warning window ("There are no
observations available for forecasting out of sample....") whose message is:
1) in english, if language is set on "French";
2) in albanian, if language is set on "Automatic";
Besides, I'm also working on an albanian translation but as I reported some
days ago, my OS X doesn't support the sq_locale (didn't find a way to fix
it yet). Interestingly, though the sq_locale doesn't work, the message
still uses the sq_locale.
I deleted the sq_locale directory from gretl to see how this may impact the
behaviour on 2): it changed now in english. Needless to say, that the
message is actually translated into french so apparently there's no reason
why gretl uses english or albanian instead.
I tried on many time series datasets but still got the same result.
Best,
Artur
5 years, 2 months
Durbin-Watson statistic and Durbin's h
by Riccardo (Jack) Lucchetti
Hi all,
from the next version of gretl (that is due in a matter of weeks, if not
days), you may find a slight change in the output of OLS with lagged
depoendent variables.
The gretl output for OLS with time-series data includes by default the
venerable DW statistic for 1st order autocorrelation, as most packages do.
However, it is well known that that statistic is invalid if the regressors
include lags of the dependent variable, so in that case we print Durbin's
h statistic instead (again, like most packages do).[*]
In finite samples, the h statistic may be not computable, because it
involves taking the square of a quantity that could be negative. In those
cases, we'd just print out the DW statistic instead of the h statistic. On
closer inspection, Allin and I thought it's better to print NA instead.
The rationale is: printing NA is more informative than supplying a
statistic we know to be invalid in context.
So, don't complain about that when you see NA in your OLS output :D It's a
feature, not a bug!
[*] Fron an econometric point of view, I'd say that the best way to test
for autocorrelation is using the Breusch-Godfrey LM test, but I digress.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
5 years, 2 months
translations
by Stefano
Thanks Artur, interesting issue for a brief intellectually-oriented
after-lunch break.
IMHO the (in)consistency problems pointed out by Artur are not specific
to Gretl, but depend upon the peculiar way in which scientific terms
and they acronyms are sometimes ported in non-english jargons from English.
For instance, in italian OLS is referred to verbally as such, with the
English acronym, or with the full Italian name "Minimi Quadrati
Ordinari" (possibly in the short version "Minimi Quadrati" which takes
for granted "Ordinari"). Nobody dreams of saying or writing the acronym
MQO(*). So in italian texts you read things like "OLS, ovvero (=or)
Minimi Quadrati Ordinari..." which at first sight do not make any sense.
However, they do if you consider those acronyms not as such but like
short, hence particularly convenient, synonims of the full names
borrowed from English. This happen in other disciplines as well. For
instance Covid-19 tests are made using "Polymerase Chain Reaction", PCR,
which in Italian is "Reazione a catena della polimerasi"... PCR.
Bottom line: in Italian full names should be translated but acronyms
should not. How about other languages?
bye,
Stefano
(*) the only example I know is a translation of Hamilton's book with all
the acronyms translated - reading it drives you crazy.
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
--
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5 years, 2 months
