Plotting Cusum & Cusumsq for visualisation.
by Dhanasekaran Kuppusamy
Hello Gretl friends and users,
I searched the commands for plotting Cusum & CusumSQ
after estimating OLS , but I can't find it in my search . Is it possible to
draw them using codes in Gretl?
If yes,What command is to be used to plot / graph CUSUM and CUSUM SQ
test in Gretl?
Thanks in advance and It would be greatly appreciated for your help.
Dhanasekaran.K
3 years, 11 months
Problem isoweek() for week 53
by Artur Tarassow
Hi all,
I've found a rather strange 'result' when using the isoweek() function.
For some reason the last 2 days of calendar year 2019 do not refer to
week 53 but week 52 instead. For 2020, however, things are alright. Do I
miss anything or is this a kind of bug?
Best,
Artur
<hansl>
clear
nulldata 800
setobs 7 2019-01-01 --time-series
series year, month, day
isoconv($obsdate, &year, &month, &day)
series week = isoweek(year, month, day) # new week starts
Monday
smpl month == 12 && day > 28 --restrict
print year month day week -o
</hansl>
returns
<output>
year month day week
1 2019 12 29 52
2 2019 12 30 1 # WEIRD
3 2019 12 31 1 # WEIRD
4 2020 12 29 53
5 2020 12 30 53
6 2020 12 31 53
</output>
3 years, 11 months
gretl 2020c: GUI bug warning
by Allin Cottrell
We've discovered a bug in the recent 2020c release. It's maybe not
very likely to get triggered but if it is then gretl will surely
crash. This is now fixed in snapshots. But here's what NOT to try in
the current release:
1. With a dataset loaded, select one or more series in the main
window, right-click, and select "Display values".
2. In the data window that appears, click on the third button from
the left in the button-bar at the top ("Copy"). This lets you send
data to the clipboard.
3. A little dialog appears, to let you choose the format for the
copying. If you select anything OTHER THAN "plain text" and click OK
gretl will crash.
--
Allin Cottrell
Department of Economics
Wake Forest University
3 years, 11 months
interpretation of Gretl IRFs
by lasses skola
Hi! I was wondering on how to interpret IRFs, based on VEC models in Gretl.
What unit is the impulse in and what unit is the response in? My guess is
that an impulse is measured in as a standard deviation or standard error in
the independent variable and the response is measured in absolute values in
the dependent variable, is this correct?
Best regards,
Lars
3 years, 11 months
gretl 2020c released
by Allin Cottrell
As usual, see http://gretl.sourceforge.net/
A couple of notes:
(1) The 32-bit Windows installer now has "32" in its name:
gretl_install-32.exe (and it's no longer the default download for
Windows, that's now the 64-bit version).
(2) We're no longer updating the legacy OS X builds (for 32-bit
Intel and PPC, both requiring X11/Xorg). 2020b was the last gretl
release for those platforms. The 64-bit "quartz" build of gretl will
run on macOS 10.6 or higher.
Here's the change log:
2020-07-31 version 2020c
- New feature: thematic maps, supported by new "geoplot"
addon; allow loading GeoJSON and ESRI shapefiles as
gretl datasets
- New feature: offer a choice of plotting styles or themes,
via GUI and also via a new "set" variable, graph_theme;
plus set the default to the "dark2" theme
- Add new bincoeff() function, giving binomial coefficients
- Add new sgn() function: returns the sign of its argument
- Improve error message in case of invalid gnuplot path
- loop: make "quiet" operation the default
- Path-searching for inputs: improve the mechanism for
storing likely locations based on the opening of scripts
- Packaged datasets: show type and size in the GUI, as well
as a brief description
- GUI data access: add convenience menu items for accessing
files supplied by "addons" such as SVAR
- bwrite() and bread() functions: support JSON as well as
XML for representing gretl bundles
- atof() function: allow giving a string-valued series as
argument
- strlen() function: generalize to allow strings array and
string-valued series arguments
- pshrink() function: add an optional argument to avoid
skipping missing values
- mshape() function: make the third argument optional and
document the new behavior
- Fix bug: failure of negative matrix index (exclusion)
when a value of -999 was given
- Fix bug: the "restrict" command as applied to VECMs could
emit an unwanted newline even given the --silent option
- Fix bug: "panel plot" coud crash under certain conditions
- Fix bug: ensure greater precision when printing values
to 15 or more significant digits
- Fix bug: possible error in Spearman's rho for the case of
no ties
- "fractint" and "hurst" commands: make the estimated
fractional difference or exponent accessible via the
$result accessor
- "xtab" command: fix for the case when one or more of the
series to be cross-tabulated are string-valued
- "summary" command: don't provide spurious results for
string-values series
- "scatters" command, time-series variant: try harder to get
appropriate time-axis tics
- "pkg" command: enable variant "pkg index addons" to update
the index of installed "addon" packages
- "set" command, "initvals" keyword: clarify the status of
this setting (non-persistent)
- String-valued series: drop any unused strings when sub-
sampling with the --permanent flag, and when saving a
sub-sampled dataset via the "store" command
- Arrays of strings: support union and intersection via the
"||" and "&&" operators respectively
- Error reporting: be more specific when the problem is an
out-of-bounds index value
- Datasets supplied with gretl: include a version of R's
"swisspharma" data; enhance the grunfeld panel dataset
- User's Guide: incorporate the previously stand-alone MIDAS
documentation as two new Guide chapters
- MS Windows and macOS builds: update to gnuplot 5.2.6
- macOS: provide 64-bit builds of x13as and tramo-seats
- Building gretl on MS Windows: updates and improvements to
the auto-generated support files
- Update several translations
- Numerous small bug-fixes
--
Allin Cottrell
Department of Economics
Wake Forest University
3 years, 11 months
How to undo an action in Gretl?
by Cristián Arturo Ducoing Ruiz
Hello Gretl friends,
In two weeks I'll begin to teach the course "Economic History: Booms and
Busts - Skills for Understanding Crises" This online course was designed to
teach economic history through statistics and the software chosen, of
course, it's Gretl!
The initial level of the students is quite basic, and one of the problems
we have detected is the great majority of them don't have any experience
with statistical software beyond Excel. So, they are used to *undoing*
actions if they make a mistake.
*The question. *As I usually work in gretl with *Hansl* instead of the GUI,
I haven't realized that there is not an "undo" button in the GUI... *Is
there a way to undo an action in Gretl?* Example, if I delete a series,
could I undo this action? if the answer is yes, how?
Thank you in advance and I'll keep you updated regarding the reception of
the course.
Best and happy weekend
--
Atte.
Cristián Arturo Ducoing Ruiz
3 years, 12 months