October 2021 - Gretl-users - gretlml.univpm.it

the getQuandl package (and the new name of the Quandl website)

by Sven Schreiber

Hi, we have noticed that the getQuandl contributed function package has stopped working. This package could be used to fetch data series from the Quandl website, but that site was bought by Nasdaq and changed its name. (Nasdaq Data Link, or see data.nasdaq.com) Therefore, the access URLs that the package used are no longer valid. We have contacted the package author, and hopefully the package will be adapted. But in the meantime let me ask, who among the gretl users knew the Quandl data source and/or were using the getQuandl package? Of course we know that the majority of users are not on this mailing list, but still any feedback would be interesting. This may also influence the decision on whether to retire the package in case it were no longer maintained. thanks for any reactions on this sven

1 year, 11 months

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appending data: GUI equivalent of --fixed-sample

by Sven Schreiber

Hello everybody, I just encountered the case that I wanted to append to a monthly dataset from 1961m1 - 2021m10 new data from a file with the range 1960m1 - 2021m12. This was done using the GUI (menus), and failed. The command reference for "append" says: "One case that is not supported is where the new data start earlier and also end later than the original data. To add new series in such a case you can use the --fixed-sample option; this has the effect of suppressing the adding of observations, and so restricting the operation to the addition of new series." So I think what I'm asking for is a kind of tick box where I can activate the --fixed-sample option also in the GUI. thanks sven

1 year, 11 months

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gretl 2021d on Fedora Linux

by Sven Schreiber

Hi all, I was pleasantly surprised to find that gretl 2021d is already automatically available on Fedora as a native update. I don't typically use the Fedora Linux distribution, but maybe I should do that more often / on more machines! So thanks to whomever is responsible for maintaining gretl on Fedora, or if that person isn't on this list, perhaps someone could eventually relay this thank-you. cheers sven

1 year, 11 months

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A Slack group for Gretl, and related topics

by Hélio Guilherme

We have this Slack chat service for Gretl and related subjects (also non-related ;) ) It is another channel that anyone can use for rapid exchange of files and discussions, and even face-to-face calls, or meetings. This is the invite link: https://join.slack.com/t/gretl-econometrics/shared_invite/zt-waoqek6r-M2A... This is the URL: https://gretl-econometrics.slack.com Note: The service is free, so the conversations and files would not be permanent. Important conversations should be copied to this mailing list.

1 year, 11 months

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Network Field Technician

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 year, 11 months

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dbnomics 0.4 errors

by klaus.hasenbach＠web.de

Hi Allin The folks of dbnomics seem to have stoped the use of dbnomics 0.2. Therfore it is necessary to change to dbnomics 4.0, which is also very fast after your update (Many thanks!!) But this new version v0.4 produces very often errors, such as: Datenfehler *** error in function sanitize_url, line 1 > string dqu = sprintf("\"") called by function build_parms called by function dbnomics_get_multiple or mainly File exists *** error in function dbnomics_bundle_get_data, line 29 > outfile --buffer=tracestr called by function dbnomics_bundles_to_list *** error within loop in function dbnomics_bundles_to_list > err = dbnomics_bundle_get_data(b, &tmp) I attach a script for example. I use gretl 2021c with windows 10 now. (This type of scripts used to run perfect with dbnomics 0.2, gretl 2018c and Windows before, either with a monthly or quarterly workfile) Klaus

1 year, 11 months

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State space with three time-variant coefficients

by F.R.Costa

Dear All, I'm in trouble with state space models, as I find them difficult to implement. I was able to set up a few with just one time-variant unobservable variable but I'm not sure on what I'm doing when there are more. Let's say we depart from the example of the Phillips curve on pages 345-346 of Gretl manual, where the inflation rate (INFQ) depends on the unemployment rate (URX). In the example, the intercept is time-invariant and the coefficient for URX follows a random walk. Let's expand the model such that there is a second independent variable Effective Exchange Rate (EER) explaining INFQ. Additionally, I want all three coefficients to follow an AR(1) process. The image attached shows this new model. How hard would that be to implement these changes on the script depicted on manual page 347 (as follows): <hansl> function void at_each_step(bundle *b) b.obsymat = transp(b.mX[b.t,]) end function open AWM.gdt --quiet smpl 1974:1 1994:1 /* parameter initialization */ scalar b0 = mean(INFQ) scalar s_obs = 0.1 scalar s_state = 0.1 /* bundle setup */ bundle B = ksetup(INFQ, 1, 1, 1) matrix B.mX = {URX} matrix B.depvar = {INFQ} B.timevar_call = "at_each_step" B.diffuse = 1 /* ML estimation of intercept and the two variances */ mle LL = err ? NA : B.llt B.obsy = B.depvar - b0 B.obsvar = s_obs^2 B.statevar = s_state^2 err = kfilter(&B) params b0 s_obs s_state end mle /* display the smoothed time-varying slope */ ksmooth(&B) series tvar_b1hat = B.state[,1] series tvar_b1se = sqrt(B.stvar[,1]) gnuplot tvar_b1hat --time-series --with-lines --output=display \ --band=tvar_b1hat,tvar_b1se,1.96 --band-style=fill </hansl> -- F.R.Costa

1 year, 11 months

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Hi, it was very userful for me.

by Raymond Reynolds

1 year, 11 months

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Gretl on Ubuntu

by Ekkehart Schlicht

Hi, I have a Gretl function that runs under the current Windows version and wanted to check whether it works with the Linux version as well. So I tried to install Gretl. The package available on the Muon package manager did not work. So I turned to the current source package and started using ./configure it stopped with the message "Please install lapack and then reconfigure gretl. Lapack is available from http://www.netlib.org/lapack/". The instructions there are not very specific. So I installed libljlapack-java from the Muon packet manager and retried - and obtained the same message. Maybe I am not the only dummy encountering such problems. Hence some more detailed instructions would be nice for users who are not Linux fools! Cheers Ekkehart

1 year, 11 months

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CARR model

by Burak Korkusuz

Hi, When I run the code below for the CARR model, gives the error saying smpl bob ; and does not generate forecasts.I could not understand why that s happening. Though, when I change fixed window with increasing window; i.e. the line "smpl 1+i 1000+i" with "smpl 1 1000+i" it does work.Does anyone have know why that s happening?thanks, include carr.gfnopen http://ricardo.ecn.wfu.edu/pub/gretldata/2005-CARR.gdt # --- estimate and forecast ECARR(1,1)set verbose offseries pointforecast = NAloop i=1..100 -q smpl 1+i 1000+icarr(R,1,1,null,1)fcast 1001+i 1001+ipointforecast[1001+i] = $fcast endloop error in new starting obs*** error in function carr, line 187> smpl bob ;>> carr(R,1,1,null,1)

1 year, 11 months

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Gretl-users October 2021