Sorry, gretl crashed when I tried matrix m = zeros(2,2) * .NaN
by Fred Engst
Hi Allin and all,
As I was trying to find a way to create an empty matrix with all NaN’s, it didn’t work.
So I tried the command "matrix m = zeros(2,2) * .NaN” on the gretl console, and gretl crashed.
This is a repeatable crash.
On the gretl console, after I have created a matrix m, if I type, for example, m[1,1]=.NaN, gretl will crash.
So, my question is also how to create a matrix of NaN’s?
BTW, I’m using MacBook pro on Mac OS X 10.14.6.
My version of gretl is 2020c-git, build data 2020-5-4
Thanks in advance.
Fred
Attached is the crash report.
5 years
New "holidays" package
by Artur Tarassow
Dear gretl enthusiasts,
I would like to inform you about my new package named "holidays" which
may be of interest for some of you. This package returns time-series
with with country- specific holidays in an easy manner. Currently the
package comprises holidays for Germany only. However, some events --
such as Christmas days -- are also valid for many other countries.
http://ricardo.ecn.wfu.edu/gretl/cgi-bin/current_fnfiles/holidays.gfn
Have fun with it,
Artur
5 years
rolling windows forecasting code
by Burak Korkusuz
Hi,I am trying to write code for the rolling windows forecasting using HAR-RV model.My codes are:
set verbose off loop i=1..100 -q smpl 23+i 335+i ols RV5_FTSE const RV5_FTSE(-1) HARWEEK HARMONTH fcast 337 437 1 forecasted --rolling endloop
I am not sure whether my forecasted values are rolling windows forecasts or not. I can see on the script I succeeded re-estimated rolling windows regressions (that s why i did not put -q there). But, I am not sure my one-step-ahead forecasted values are generated with sliding re-estimated regressions. [I am not sure should I change my 5th line with fcast 336+i 336+i 1 forecasted --rolling] Or what should I do to get one-step-ahead rolling windows forecasts in this loop command?
Does anyone know about that. I think I am missing something here on codes. I am sorry I am making busy this line about this a couple of times, but I am trying to understand and there is no one i can ask about that except here.
Thank you very much.
5 years
Gnuplot "Broken" in Gretl
by Cristián Arturo Ducoing Ruiz
Dear Gretl friends,
recently I have installed the last version of gretl in my mac.
When I tried to graph a series this is the error message that I got
"Gnuplot is broken or too old: must be >= version 5.0"
Any clues?
Mac OS Catalina 10.15.4
Gretl 2020b
Thanks a lot in advance!
--
Atte.
Cristián Arturo Ducoing Ruiz
5 years
Traces of deceased test commands?
by Alecos Papadopoulos
In Gretl's User guide, Section 9.4 "Retrieving internal variables", end
of p.74 - beg, of p. 75 we read about a series of available test
commands whose results are retrievable through the accessors $test and
$pvalue.
Two of these test commands mentioned in the user guide, "lmtest" and
"testuhat" (the first given detailed treatment in this subsection), do
not appear in the command reference list, do not appear in the detailed
.pdf for gretl commands/functions, and if one types them in a script
window they do not turn brown-red as the others do.
I guess they are deceased, and should disappear from the User Guide also?
By automatic search, it appears that they do not appear in any other
page of the User Guide.
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
skype:alecos.papadopoulos
5 years, 1 month
Sessions and strings
by F.R.Costa
Hi all!
I have a very simple question. Is there a way of saving strings into a session file? I have a very long script that I split in parts. At the beginning of the script I have a few strings used to set things. If I save a session, scalars and series are preserved and may be reused, but that's not the case with strings.
I can just copy the strings part from the script and re-run. Is there any other way?
Thanks again for all the help,
F.R.Costa
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5 years, 1 month
leave
by Char Leung
Sent from my iPhone
5 years, 1 month
Count consecutive observations
by F.R.Costa
I guys,hope you're all well,
I have a very quick question. I am working with stock market data. Let's say I have price observations for stock X. I want to exclude stock X from my data if it doesn't have at least 24 consecutive observations. Is there any simple command able to retrieve a consecutive count of observations. $nobs would give a total count, but is there a way to take account of this?
Thanks in advance
F.R.Costa
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5 years, 1 month
Retrieve day of easterday() as proper integer
by Artur Tarassow
Hi all,
I've stumbled over this weird thing trying to retrieve the day of Easter
Sunday applying the easterday() function as shown in the help text.
However, it seems that scalar "d" is not a proper integer as trying to
restrict the sample to a single day fails with the error message "No
observations would be left!". Replacing "d" in the "smpl" command by 5
works though. This is using latest git on Ubuntu 19.10.
<hansl>
clear
set verbose off
nulldata 200
setobs 7 2015-01-01 --time-series
series year, month, day
isoconv($obsdate, &year, &month, &day)
scalar e = easterday(2015)
scalar m = floor(e)
scalar d = 100*(e-m)
print e m d
smpl year == 2015 && month == m --restrict
printf "worked\n"
# fails as 'd' seems to be no proper integer value
smpl year == 2015 && month == m && day == d --restrict
</hansl>
Best,
Artur
5 years, 1 month
rolling windows forecasting code
by Burak Korkusuz
Hi, I am trying to write rolling windows forecasting code in gretl. I am using simple OLS method to estimate model.
First model estimation [smpl 23-500] and then one-step-ahead forecast [501], Second model estimation [smpl 24-501] and then one-step-ahead forecast [502],..last model est. [smpl 1023-1523] '' [1524].
how can i do this loop command i did try something like in the below but does not work.
? set verbose off? smpl 23 500? loop i=1..100 -qEnter commands for loop. Type 'endloop' to get out> ols RV5_FTSE const RV5_FTSE(-1) HARWEEK HARMONTH -q> fcast --out-of-sample--rolling > smpl 23+i 500+i> endloopSyntax error>> fcast --out-of-sample--rolling?
Can anyone help me about writing this code? I am struggling about that but I do not know how to obtain one-step-ahead rolling windows forecasted values. It exists for recursive windows forecasting in the dropdown menu but rolling one does not exist.
Thanks very much,
5 years, 1 month
