March 2020 - Gretl-users - gretlml.univpm.it

by ashaikfe＠gmail.com

A Network Field Technician is responsible for network development and maintenance in the field for any organization. The individual works with the organization’s technical team and its clients to install, configure, maintain, and fix all LAN/WAN and other equipment issues, ensuring efficient network functionality. The technician maintains computer equipment, mobile devices, phones, cabling, routers, switches, and printers, among others, to address all of the client’s networking requirements either remotely or at the clients’ premises. Read More: https://www.fieldengineer.com/skills/network-field-technician

1 month, 1 week

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Hamilton trend-cycle decomposition

by Riccardo (Jack) Lucchetti

Hi all, yesterday, after having taught my students the HP decomposition, I wondered if I should also tell them that one of the greatest time-series econometricians on Earth recently wrote a rather scathing paper entitled "Why You Should Never Use the Hodrick-Prescott Filter", where he proposes a simple alternative. So this morning I rustled up a little script with Hamilton's filter. Here it is: <hansl> function series hamcycle(series y, bool do_plot[1], string title[null]) h0 = 2 * $pd h1 = h0 + 4 list PROJ = y(-h0 to -h1) ols y 0 PROJ -q # ht = $yhat hc = $uhat if do_plot if !exists(title) title = argname(y) endif print title diff8 = y - y(-h0) setinfo diff8 --graph-name="Random walk" setinfo hc --graph-name="Regression" list PLT = diff8 hc plot PLT options time-series with-lines literal set linetype 1 lc rgb "#ff0000" literal set linetype 2 lc rgb "#000000" literal set key top right printf "set title '%s'", title end plot --output=display endif return hc end function # example nulldata 300 setobs 4 1947:1 open fedstl.bin data gdpc1 expgsc1 pcecc96 list Y = gdpc1 expgsc1 pcecc96 LY = logs(Y) strings Titles = strsplit("GDP Exports Consumption") k = 1 # reproduce part of figure 6 loop foreach i LY --quiet hc = hamcycle($i*100,,Titles[k++]) endloop </hansl> Should we turn this into a function package? ------------------------------------------------------- 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, 3 months

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gretl 2019d released

by Allin Cottrell

For anyone not on the anounce list: http://gretl.sourceforge.net/ and http://gretl.sourceforge.net/ChangeLog.html Allin

5 years, 7 months

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online teaching with gretl

by Sven Schreiber

Hi, because of Corona a lot of teaching is switching to online distance formats. I am not yet directly affected, but thinking about the future I was wondering what options exist. Please share your ideas and experiences. - Skype: (Only) the whole screen can be shared AFAIK; so this would work in principle. Doing this with many participants may not be so great, but I guess everybody can judge for themselves. - Zoom: is it true that only a certain application window can be chosen to be shared? I like that approach, but for gretl with its many windows it would be a problem. - Go-to-Meeting: similar problem as with Zoom, I think (but would need to re-check). A workaround for the many-gretl-windows problem may be to run a version of gretl with GTK3 and use the "broadway" technology to redirect the gretl interface into a single browser window (locally), which could then be shared in the videoconference. (The build with GTK3 is standard on modern Linux distros, but the official Windows version is with GTK2.) Any other ideas? thanks sven

6 years

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Re: online teaching with gretl

by Fritsche, Prof. Dr. Ulrich

Synchronous online teaching is demanding. If you consider asynchronous teaching you can simply videotape the screen (possibly including yourself via the laptop camera) and audio using Open Broadcaster Software (OBS Studio) and upload the video. Q&A sessions can afterwards be realized using chat rooms or open meeting rooms (we use OpenOLAT in Hamburg). To be honest, I have not yet used synchronous online teaching only videotaped screens with tutorials using OBS. Some ideas for alternatives to Skype and Microsoft Teams and the sharing solutions therein (not sufficiently tested): Jitsi meet with the respective Chrome extension: no accounts, anonymous, open source, encryption. I used it only for conference calls but it seems to be very simple Slack Whereby Maybe it helps a bit. Beste Grüße, U. F. > Am 28.03.2020 um 14:38 schrieb Sven Schreiber <svetosch(a)gmx.net>: >

6 years

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Import data from ECDC for corona virus

by F.R.Costa

Hi guys, I hope this email finds you all well. We're living really tough times, unfortunately! I was looking into the data for corona virus from ECDC (European Agency for Disease Prevention and Control) and trying to import it correctly into gretl in simple steps. I'm sure this is easy but I'm not seeing the way to do it. Maybe someone can give me some help. Here is the data link: https://www.ecdc.europa.eu/sites/default/files/documents/COVID-19-geograp... Or, alternatively, you can go to https://www.ecdc.europa.eu/en/publications-data/download-todays-data-geog... and just download the latest figures. What's the best way to import this into Gretl? Best wishes to all and keep safe! F.R.Costa -- Securely sent with Tutanota. Get your own encrypted, ad-free mailbox: https://tutanota.com

6 years

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off topic, critical pandemic

by Franck Nadaud

Dear all greatl folks, greetings from Paris. Things are getting rough like in Italy, the US are badly hurt and show alarming contagion evolution (accelerating contagion growth). At last the leaders seem to cooperate... I write just to recall that there is an international distributed computing program to help the struggle against this horror. Here is the link to folding@home program: https://foldingathome.org/ By the way, here is a very interesting article in French: https://www.franceculture.fr/sciences/didier-sicard-il-est-urgent-denquet... you can have a good translation with this little known translator: https://www.deepl.com/fr/translator Courage and support to all, take care. Sincerely Franck. ========================================= Franck Nadaud CIRED UMR 8568 CNRS - EHESS, ENPC, AgroParisTech, CIRAD 45 bis avenue de la Belle Gabrielle 94736 Nogent-sur-Marne Cedex TEL: 33-1-43-94-73-94 FAX: 33-1-43-94-73-70 France ========================================= @lternate mail: franck_nadaud(a)mailo.com

6 years

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On-line teaching with Gretl

by Stefano Fachin

I gave a couple of Gretl-based lectures using MS Teams from the university net with a class of about 80 students. I shared the screen as in Skype (the engine is the same). The students had Teams inb one window, Gretl in another, followed and reproduced my actions. Overall it worked out reasonably well. pros: * no connection problems (I posted a questionnaire to make sure, they all rated the connection ok) * you can record the lecture, which is then uploaded automatically on MS's server (Stream) - that is, if the server is not overloaded, as it is currently, in which case only the audio appears and the video may follow in the future. Students appreciate this feature a lot cons: * need to be careful not to go too fast * personally, I feel pretty stupid while talking aloud alone in my office, but I am getting used to it :-) bye and take care Stefano -- _________________________________________________________________________ Stefano Fachin Professore Ordinario di Statistica Economica Dip. di Scienze Statistiche Università di Roma "La Sapienza" P.le A. Moro 5 - 00185 Roma - Italia Tel. +39-06-49910834 fax +39-06-49910072 web http://stefanofachin.site.uniroma1.it/ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- * Emergenza Coronavirus: facciamoci contagiare dalla solidarietà aiutando i nostri ospedali universitari Le donazioni possono essere inviate alla Fondazione Roma Sapienza che devolverà il ricavato al Policlinico Umberto I e Ospedale Sant'Andrea. È possibile donare: – con bonifico bancario (iban: IT72P 01030 03213 000063 259373, bic: PASCITM1R13, beneficiario "Fondazione Roma Sapienza", causale "emergenza coronavirus") – con carta di credito, attraverso il PayPal della Fondazione Sapienza <https://www.fondazionesapienza.uniroma1.it/node/776>

6 years

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MLE estimation N/A std errors even when based on Outer product matrix

by Alecos Papadopoulos

Gretl 2020a windows 64bit. Consider the following output from mle estimation (pay attention to the Gradient values and the NA std errors): << --- FINAL VALUES: loglikelihood = -1241.43371416 (steplength = 6.5536e-012) Parameters: 1.3798 1.0173 0.96596 3.7418e-012 Gradients: 2.4007 6.7772 -5.3557 -0.89559 (norm 1.96e+000) Tolerance = 1.81899e-012 Function evaluations: 273 Evaluations of gradient: 39 Model 2: ML, using observations 1-1000 logl = check ? obsll :NA Standard errors based on Outer Products matrix estimate std. error z p-value --------------------------------------------------- const 1.37979 NA NA NA X1 1.01730 NA NA NA sv 0.965960 NA NA NA su 3.74177e-012 NA NA NA Warning: norm of gradient = 1.96088 >> I have a question, and a suspicion about what the answer might be. My question is: since the Std errors are based on the Outer Products matrix, why are they not computed/presented ? Never mind whether this is a successful estimation attempt -it is not. My question is "mechanical". I would understand "NA" if I was asking for std errors based on the inverted Hessian. But where is the problem in computing std errors based on the gradient? My suspicion: maybe gretl in all cases dutifully computes the full variance expression, [G= likelihood gradient], namely Variance = E(GG') - E(G)E(G)' (using sample means), i.e. it does not a priori treat as given that E(G)=0. Then, if it so happens that E(G) >> 0 (as is my case), the full expression may become negative, in which case std errors are reported as NA since they are the square root of the variance. Somebody please? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos

6 years

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"Verbose" option in mle command

by Alecos Papadopoulos

At least as best as I can remember, also in older versions of gretl (for windows 64bit), the "verbose" option in estimation commands like gmm and mle appeared to be a bit of a loose agent, not producing always the same info: sometimes all the iterations were shown, sometimes one every five iterations was shown... things like that. But in the current version gretl 2020a, the mle --verbose command gives consistently a compressed picture of each iteration like 1: loglikelihood -1363.99055710 (norm 1.76e+001) 2: loglikelihood -1278.49934122 (step 0.00032, norm 1.21e+001) 3: loglikelihood -1239.79066487 (step 0.00032, norm 1.02e+001) 4: loglikelihood -1237.94568712 (step 0.0016, norm 1.09e+001) 5: loglikelihood -1235.14819783 (step 0.008, norm 1.08e+001) etc Gone are the coefficient values per iteration, gone are the gradient values per iteration... If indeed this is the case, can I ask why? I had found them to be really helpful when I was dealing with convergence issues. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos

6 years

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Gretl-users March 2020