Seasonal adjustment programs for Fedora 32 gretl
by Luke Hartigan
Dear all,
I have installed gretl on my Fedora 32 workstation via the official
Fedora repo. There does not seem to be any packages in the official
repo that contain the two seasonal adjustment programs X-12-ARIMA and
TRAMO/SEATS. Are the two '.rpm' files available on the gretl website
suitable for use with the Fedora 32 version of gretl? Further, what
does the 'i586' stand for in the package names for each program?
Many thanks,
Luke
1 year, 11 months
Functionality of functions meanc() - meanr()
by Alecos Papadopoulos
Gretl 2020d, Windows 64-bit.
I give the command
matrix meancolumnsB = meanc(B)
The matrix "meancolumnsB " is generated as a single-row matrix as
expected, but with "nan" in all its cells.
I can see the matrix B ok, it is a 10000 X 9 matrix, I can copy-paste
it, export it in spreadsheet etc.
What I observe is that there are 6 rows in the "B" matrix with "nan"
values.
So it appears that the meanc() function , in contrast to the mean()
function, cannot skip missing values?
If this is the case can we do something about it? The matrix B collects
results from MLE simulations, and there are various instances where we
are bound to get a "nan" value (the MLE did not converge, or the B may
collect the elements of the Hessian but the Hessian is not computable
and the algorithm drops back to OPG, etc)
Note: I also run
matrix meanrowsB = meanr(B)
Here, the result came out ok, with a "nan" result for the 6 rows of "B"
that were filled with "nan" originally. But what would happen if in some
row I would have some numbers and some "nan"? Will the meanr() return
then a "nan" result?
--
Alecos Papadopoulos PhD
Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
skype:alecos.papadopoulos
1 year, 11 months
ols: using expressions with indepvars
by fmorkel＠yahoo.de
Hi,
apparently, the ols command does not accept expressions for rhs variables, e.g.
ols a 0 b+c
Am I missing something and if not, are there any plans to change this?
Many thanks
Fred
1 year, 11 months
SVAR/SVEC
by Olasehinde Timmy
Dear Professors,
I already know how to use the syntax in estimating the SVAR/SVEC model in
the Gretl. However, I couldn't found how to get the table for the forecast
error variance decomposition.
Moreover, can the set identification be used in the SVEC model too?
I also humbly suggest that in the future that the VAR/VEC model is designed
to support other forms of IRF & FEVD such as the generalized version.
Thanks with best regards
Timmy.
1 year, 11 months
sorting by string-valued series
by Sven Schreiber
Hi,
I wanted to do 'dataset sortby x', where x is a string-valued series.
But this just used the underlying integer codes and thus didn't do
anything. Is there a way to sort lexicographically using the string values?
thanks
sven
1 year, 11 months
SVAR/SVEC model
by Olasehinde Timmy
Dear Professors,
I already know how to use the syntax in estimating the SVAR/SVEC model in
the Gretl. However, I couldn't found how to get the table for the forecast
error variance decomposition.
Moreover, can the set identification be used in the SVEC model too?
I also humbly suggest that in the future that the VAR/VEC model is designed
to support other forms of IRF & FEVD such as the generalized version.
Thanks with best regards
Timmy.
1 year, 11 months
