small Johansen test - minimum sample size
by Lars Ahnland
Hi,
I am using the package johansensmall, for johansen cointegration test with small sample sizes. I have a dataset with only 29 samples. Now, I get a significant reslut at the 5% level with the Bartlett correction, and at 1% level with the boot-strapped p-values. I report both values. Would you say these results are valid, considering the very small sample size?
Best,
Lars
3 years, 5 months
Crash removing element in strings
by Federico Fiorani
Dear all,
Gretl on my Windows crashes running this script
<hansl>
strings s = null
s += "text"
s -= "text"
</hansl>
Does anyone have the same problem?
Federico
3 years, 5 months
Cambiar idioma de Gretl
by zixuan zhang
Hola buenas,
Soy un usuario de Gretl, les envio este correo electronico porque quería
preguntar cómo se puede cambiar el idioma de Gretl (dentro de Gretl).
Gracias por la cintestación.
Un saludo.
3 years, 5 months
Series and lists as bundle members
by Federico Fiorani
Dear all,
in my opinion a brief description in the manual of how series, bundles
and restrictions work might be helpful.
As example:
<hansl>
nulldata 10
s = index % 2 ? NA : 1
bundle b = null
smpl 1 5
b.s1 = s
smpl full
smpl --no-missing
b.s2 = s
smpl full
print b
</hansl>
<output>
bundle b:
s1 (series: length 10)
s2 (series: length 5)
</output>
I suppose that the series "s1" has 10 element for "preserving
information", because in "smpl 1 5" you could use only a part of "s",
but you cannot do that with "--no-missing" because the series after
sampling is completely different.
Anyway, it isn't obvious at first sight why series s1 and s2 have
different length.
What do you think?
Regards
Federico Fiorani
3 years, 6 months
