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

by Artur Tarassow

Dear all, some weeks ago I've started to switch to the sublime editor (https://www.sublimetext.com/) for writing gretl code. Even though I like the simplicity of the gretl editor and its features such as syntax highlighting and auto-itendation, it lacks some features of modern IDEs such as "goto-anything", "goto-definition", custom keybindings, fancy themes, git-implementation, snippets etc. which make life much easier when working on larger projects. Don't get me wrong, the gretl editor is great but was _never_ supposed to become a proper software-development IDE but rather has another focus which is totally fine. So I started to write the "Hansl-Gretl-Language" package for sublime which includes the following features: - 3 gretl build-systems (client mode, batch mode, and REPL mode) for executing hansl code by means of sublime (plots are also working!) - syntax-highlighting - completion of gretl commands, accessors and keywords - some snippet examples for speeding up coding The project still has the following (known) issues: - no auto-itendation (still have to figure out how this works) - issues with some corner-cases which are not syntax-highlighted (regex can become so hard!) The package can be downloaded through sublimes package control system, and can be found here: https://packagecontrol.io/packages/Hansl-Gretl-Language If somebody wants to participate on this project, check out the code on my github repository: https://github.com/atecon/Hansl-Gretl-Language For those interesting in the sublime editor, check out "OdatNurd"'s brilliant tutorials on youtube: https://www.youtube.com/user/nurdz Enjoy the package, Artur

1 year

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the tsfcst.gfn package

by Sven Schreiber

Hi everybody, I hope you've had a happy Christmas, where that applies! This is just to inform you that the contributed function package tsfcst is going to be updated shortly. Why this message? Because the package is not really maintained anymore, so the gretl team is just doing some housekeeping on it. This means that the upcoming version 0.6 will require a fairly recent gretl version, but more importantly the functions NMmaxC, NMminC, and hinv are going to be removed from the package. The mentioned functions weren't needed for the main functionality, so the rest of the package is not affected. However, there may be a small possibility that someone was using those specific functions, although it seems relatively unlikely. For those of you let me just paste the hansl code of those functions directly at the bottom of this message. (Notice that there seems to be a typo in one line; we haven't checked how relevant that line is for typical usage.) Finally, to give you some context, the package apparently implements some methods that can also be found in an R package by Hyndman. For your convenience here's a snippet from the package's help text, but be sure to check out the entire help in the package for more details (until it is moderated and really published, the updated version is in staging here: http://gretl.sourceforge.net/staging_fnfiles/tsfcst.gfn): <tsfcst-help> ... PACKAGE DESCRIPTION =================== The "main" forecasting function is stheta(), which implements the theta method, including a version for seasonal data; expsmpars() outputs auto-selected alpha and y_0 to use for exponential smoothing. ... </tsfcst-help> OK, so much for that, enjoy the rest of this ugly year! cheers sven -------------------- # Old functions from Oleh's package tsfcst <= v0.53 # which didn't really have to do with the rest of the package. # Apparently does constrained (Nelder-Mead) optimization # by mapping the function from 0-1 domain to infinite domain # via the hyperbolic tangent inverse or something. function matrix NMmaxC (string fu "quoted expression to minimize", matrix los "left bounds", matrix his "right bounds", matrix z[null] "other variables", matrices M[null] "yet other variables", list L[null] "further variables as series", matrix x[null] "init. val. of optimizing variable") # inside fu the optimizing variable is 'x' # M is needed when one has many matrices of different shape if !exists(x) # was isnull() matrix x = start_mt(los,his) else matrix x = x endif fu0 = fu fu = smartstrsub(fu,"x","hinv(x,los,his)") n = nelem(los) cns = n == 1 ? "fmax x" : "fmax" if n == 1 xi = "x[1]" txtxi = "hinv_sc(x[1],los[1],his[1)" # must be a typo here else loop i = 1..n -q xi = sprintf("x[%d]",i) txtxi = sprintf("hinv_sc(x[%d],los[%d],his[%d])",i,i,i) fu = strsub(fu,xi,txtxi) cns = cns~" "~xi endloop endif fu = "("~fu~")" nm = NMmax(x,@fu) x = hinv(x,los,his) fmi = @fu0 matrix ret = fmi~x cnameset(ret,cns) return ret end function function matrix NMminC (string fu "quoted expression to minimize", matrix los "left bounds", matrix his "right bounds", matrix z[null] "other variables", matrices M[null] "yet other variables", list L[null] "further variables as series", matrix x[null] "start values of 'wrt. to' variable") # inside fu the optimizing variable is 'x' # M is needed when one has many matrices of different shape if !exists(x) # was isnull() matrix x = start_mt(los,his) else matrix x = x endif fu0 = fu fu = smartstrsub(fu,"x","hinv(x,los,his)") n = nelem(los) cns = n == 1 ? "fmin x" : "fmin" if n == 1 xi = "x[1]" txtxi = "hinv_sc(x[1],los[1],his[1)" # again a typo apparently else loop i = 1..n -q xi = sprintf("x[%d]",i) txtxi = sprintf("hinv_sc(x[%d],los[%d],his[%d])",i,i,i) fu = strsub(fu,xi,txtxi) cns = cns~" "~xi endloop endif fu = "("~fu~")" nm = NMmin(x,@fu) x = hinv(x,los,his) fmi = @fu0 matrix ret = fmi~x cnameset(ret,cns) return ret end function function matrix hinv (matrix x "arguments of objective function", matrix lo "lower bounds in restrictions", matrix hi "upper bounds in restrictions") # box -> R^n transformation nl = nelem(lo) matrix hix = x loop i = 1..nl hix[i] = hinv_sc(x[i],lo[i],hi[i]) endloop return hix end function function scalar hinv_sc (scalar x, scalar lo, scalar hi) if hi <= lo funcerr "'hi' cannot be less or equal to 'lo'." endif if (lo > -$huge) && (hi < $huge) return (lo+hi) / 2 + (hi-lo) / 2 * tanh(x-(lo+hi)/2) elif (lo>-$huge) && (hi>=$huge) return lo + exp(x-lo) elif (lo<=-$huge) && (hi<$huge) return hi - exp(hi-x) else return x endif end function

3 years

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Fixed-Effect and Random-Effects models for Panel Data with Dichotomous DV

by 3J LEMA

Hi, *Gretl and Panel Data Analysis Experts.* Using Gretl, how to perform Fixed-Effect and Random-Effects models for panel data with a Dichotomous DV? Thank you for your inputs. Happy holidays. Lema

3 years

4
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SVAR and SVECM impulse response function

by Olasehinde Timmy

Dear Profs, I hope this email finds you well. Please, I've got to realize recently that the impulse response function in the SVAR and the SVECM is no longer working. It keeps showing error messages. Only the historical decomposition is functioning. I humbly request that the authorities in the house help look at what is wrong. Maybe the SVAR/SVECM routine is no longer compatible with the newly released version of the grelt. Thanks.

3 years, 1 month

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SVAR 1.96 add-on bugs

by Olasehinde Timmy

Dear Prof. I have tried updating the SVAR add-on package to version 1.96 on my PC, yet the problem still persists. In fact, the bugs have compounded; the help pdf file could not even be opened, even from another PC. Find below the error messages: C:\Users imme\AppData\Roaming\gretl\irf768.gp: Invalid argument *** error in function IRFgrph, line 34 > outfile "C:\Users imme\AppData\Roaming\gretl\irf768.gp" called by function IRFsave *** error within loop in function IRFsave > tmpfile = IRFgrph(IRFmat, snum, vnum, scale, sn, yn, keypos, null, &boot, bc, whichdraw) called by function IRFplot called by function GUI_plot C:\Users imme\AppData\Roaming\gretl\fevd9937.gp: Invalid argument *** error in function FEVDgrph, line 22 > outfile "C:\Users imme\AppData\Roaming\gretl\fevd9937.gp" called by function FEVDsave *** error within loop in function FEVDsave > string tmpfile = FEVDgrph(Fmat, vnum, obj.Ynames[vnum], obj.snames, keypos, titletail) called by function FEVDplot called by function GUI_plot C:\Users\timme\AppData\Roaming\gretl\.mysession\functions.pdf: No such file or directory

3 years, 1 month

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Some new features in the next version

by Sven Schreiber

Hi again, let me put this information about new features in the development (= not yet released) version into this separate message. (And no, there's no schedule yet for when the next version will be released.) I'm not going to repeat the entire changelog which I linked to in the previous message; this is just about the stuff that might be most interesting for the end user: - A hansl (scripting) function distance(): "evaluate the distance between points on various metrics such as Euclidean, Manhattan, Hamming, Chebyshev, Cosine and Mahalanobis" - Also for scripting: you can now use the keyword "end" for indexing into multi-element objects, to denote the last entry or item. I'm not sure if this is already documented, by the way, but basically "end" can stand in for rows(x), cols(x), nelem(x), depending on the context. - Panel data time dimension: This handling has been much improved. For example, creating a new panel dataset in the GUI is now much easier, you can directly enter the wanted n and T dimensions. And restricting the sample in the GUI is now also possible in the time dimension. Again, this only concerns the next version (and current snapshots)! thanks sven

3 years, 1 month

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PCA score calculation

by francesco.delledonne＠unicredit.eu

Dear all, many thanks for accepting me in this thread. I have been a student user of Grelt and now trying to grab it again for PCA modelling in my current work. I tried to replicate the score calculation as provided by Gretl (PC1, PC2 etc vectors that you can store and save after running the PCA command) but i cannot seem to derive those as simply: PC Factors = Eigenvectors * standardized original variables (x - mean). Where am i making a mistake? Thanks for all your wonderful contribution, Best Francesco

3 years, 1 month

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bug in shell command?

by Ekkehart Schlicht

3 years, 1 month

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Unknown parameter in time-varying SSM coefficient

by Paolo Chirico

Hi, can I define a time-varying constant in the transition equation as B.stconst ={mu*B.signt} where B.signt is a scalar updated by B.timevar_call "update function"? It is useful to estimate mu, but I'm not sure B.stconst is updated at each time! Thanks, Paolo

3 years, 1 month

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Lyapunov Exponent

by Periklis Gogas

Hello all, Is there any function in Gretl to estimate the Lyapunov exponent and it's confidence intervals? Many thanks, PG *Periklis Gogas <http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>* Professor Economic Analysis and International Economics Department of Economics Democritus University of Thrace Euro Area Business Cycle Network - Fellow <http://www.eabcn.org/person/periklis-gogas> The Rimini Centre for Economic Analysis - Fellow <http://www.rcfea.org/component/option,com_frontpage/Itemid,1/> The Society for Economic Measurement - Member <http://sem.society.cmu.edu/home.html> Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow <http://icemr.ru/institute-for-nonlinear-dynamical-inference/>

3 years, 1 month

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Gretl-users December 2021