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URLs that the package used are no longer valid.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no longer maintained.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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1 year, 11 months
gretl 2021d released
by Allin Cottrell
As usual, see http://gretl.sourceforge.net/
This is mostly a bug-fix release, but there are two new features to
report:
* An enhancement of the "biprobit" command, whereby rho, the
correlation between the errors in the two equations, is available as
part of the parameter vector, $coeff, and the covariance matrix,
$vcv.
* Support for linear programming, courtesy of the lpsolve library.
On Linux you need to install the lpsolve package to activate this
feature (but that's easy via your distro's package manager); in our
Windows and macOS packages we supply a suitable build of the
library. PDF documentation can be found under the gretl Help menu
("Linear programming").
Here's the change log:
2021-09-30 version 2021d
- "biprobit" command: include rho in $coeff, $stderr and
$vcv
- New function lpsolve(): supports linear programming via
the lpsolve library
- Prevent opening of general and console preferences
dialogs simultaneously
- Fix partial breakage of the panel-time plotting facility
- Fix potential failure mode in echoing script input lines
in the GUI program
- Fix a small and somewhat unlikely memory leak
- Fix a GUI build error when using GTK 2
- Fix Windows bug: greek-letter identifiers not working
in some locales
- Fix Mac bug: binary data read/write not accessible
- Fix Linux bug: possible crash when running MPI from the
GUI program
Allin
2 years
Estimation of a State Space model with constrained parameters
by Paolo Chirico
Hi,
I have to estimate a State Space model where a parameter must have
values in a range (between two limit values: L1 and L2)
I can't define the derivates (i.e. numeric MLE).
Do you have any suggestions?
Thank you,
Paolo
--
Paolo Chirico
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
2 years
Is there any way to paste the data when performing a forescasting model?
by José Henriques
I'm working on a college project based on a database of companies in the Iberian Peninsula (SABI).
I'm working with data from 30,000 Portuguese companies over a period of 5 years when carrying out the forecasting model with the addition of a temporal unit, I found that I could only enter the data manually. Is there any alternative, during the preparation of the forecasting model that allows pasting the data through excel?
2 years
string to epoch
by Riccardo (Jack) Lucchetti
I was playing with the nice COVID international data set available at
https://github.com/owid/covid-19-data/tree/master/public/data
The csv file contains a "date" column, that gretl reads as a
string-valued series. In order to turn it into proper dates, I ended up
writing this little function that turns a string valued series holding
dates into a numeric string holding the epoch day. The requisite is that
the string is organised as year-month-day, with an arbitrary delimiter
that must be passed as the optional second parameter to the function
(default: dash).
<hansl>
function series str2epoch(series s, string delimiter[null])
strings datestrs = strvals(s)
scalar n = nelem(datestrs)
fmt = "%d-%d-%d"
if exists(delimiter)
fmt = strsub(fmt, "-", delimiter)
endif
scalar y m d
matrix ymd = seq(1,n)' ~ zeros(n, 3)
loop i = 1 .. n
s_i = datestrs[i]
sscanf(s_i, fmt, y, m, d)
ymd[i,2:] = {y,m,d}
endloop
series s_y = replace(s, ymd[,1], ymd[,2])
series s_m = replace(s, ymd[,1], ymd[,3])
series s_d = replace(s, ymd[,1], ymd[,4])
return epochday(s_y, s_m, s_d)
end function
</hansl>
I'm posting it here in case it's useful to someone, but I'd also like to
ask you people if you think this as valuable enough to be included in the
extra package.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
2 years
stringify() doubt
by Riccardo (Jack) Lucchetti
First, let me give an example of what I'm trying to do:
<hansl>
nulldata 10
l = defarray("a", "b", "a")
x = randgen(i, 1, 3)
stringify(x, l)
</hansl>
does not work, because the label for the string for value 1 is the same as
the one for value 3. Fine, I can see the rationale for this.
However: imagine I have a cross-sectional dataset of people, where each
person has a unique numerical id, but there happen to be two different
people whose name is "John Smith". At the moment, we don't seem to have a
way to stringify a "name" variable, apart from writing some code for
relabelling the first John Smith to "John Smith (1)" and the second one to
"John Smith (2)". I don't like this very much.
Ideas, anyone?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
2 years
Dynamic Panel Question
by Nancy Dimitriadou
Dear sir/madam,
I have an equation about the Dynamic Panel Model using the GMM System. I do
not understand the term "Including equations in levels". Does this
mean that the independent variables are without differences and lags? So do
I have to add the equations with differences and a delay of each
independent variable?? I was confused about it. Could you help me
understand this more clearly?
Kind regards
Nancy Dimitriadou
[image: image.png]
2 years
