String as array index
by Federico Fiorani
Dear all,
I noticed this thing.
(gretl 2022c on Windows)
<hansl>
strings s = null
s[""]
</hansl>
<output>
? strings s = null
? s[""]
Index value 969423488 is out of bounds
Error executing script: halting
>s[""]
</output>
The number changes at every run. (maybe a memory address?)
The same problem occurs with arrays and bundles and changing the string.
As you can see it is not a serious problem but I think it's good to fix it.
Regards
Federico
2 years, 2 months
Installation failed
by Fazeel Jaleel
Hi,
I tried to install Gretl latest release but it’s failed. I can’t even reinstall my old version as it also failing install in to my MacBook Pro.
Screen shot is attached.
My Mac uses M=macOS Ventura 2.0
2 years, 2 months
Re: small Johansen test - minimum sample size
by Sven Schreiber
Am 30.10.2022 um 08:53 schrieb Lars Ahnland:
> According to Lütkepohl and Krätzig (2004, Applied Time Series
> Econometrics, p. 89) it is viable to relax the assumption that all
> variables should be I(1) in levels so that the concept of
> cointegration can is extended by including any stationary linear
> combination (providing variables are I(0) in first differences).
>
Exactly, and what we're saying is that in general a linear combination
can also mean to just pick one element by having a unit vector as the
cointegration vector in this broader sense. This then would not mean
that really two variables are cointegrated in the narrower sense.
> ------------------------------------------------------------------------
> *Från:* Cottrell, Allin <cottrell(a)wfu.edu>
>
> No, what Sven is pointing out is a common "gotcha" with the Johansen
> test: one of the series in the llst proposed for testing is I(0). This
> in itself does _not_imply that there's any cointegration going on.
To be clear: I don't _know_ that one series is I(0). Nor does Lars
_know_ that it is I(1). The evidence is just not super clear, given the
small sample size. So the test result could be a reflection of the
capital share being I(0), or there could alternatively be genuine
cointegration where the debt ratio enters with a small coefficient.
(Check the estimates of the cointegration vector under rank 1.)
So, coming back to the original question which is only a little
gretl-related in the sense of clarifying if the "johansensmall" package
by Andreas Noack Jensen and myself can be used with 30 observations or
so: Yes, I think it's possible and the results are not "wrong". Of
course, the bootstrap approach never promises to achieve _exactly_ the
nominal test size (for example, 5% rejection under the null). We just
hope that it corrects the size distortion in small samples _to some
extent_. At the same time you will lose test power. So it's still the
case that the uncertainty surrounding the test result gets bigger when
you have less data, and you definitely have to interpret the results
with caution.
cheers
sven
2 years, 2 months
gretl-2022c released
by Allin Cottrell
The third gretl release of 2022 is now available via
https://gretl.sourceforge.net/
Here's the ChangeLog entry:
2022-11-01 version 2022c
- substantial speed-up for hansl functions called from loops
or other iterative contexts
- lists and strings: support vector selection of elements
- "printf" command: support a named string variable as the
"format" argument
- "ols" command with --jackknife option: make the output more
specific, and complain when this option is not applicable
- "panplot" command: add --single-yaxis option, and support
the addition of "literal" supplementary gnuplot commands
(but not when the --grid or --stack option is selected)
- "append" and "join" commands: support the --frompkg option,
as for the "open" command
- toepsolv() function: add fourth argument for returning the
determinant
- flatten() function for arrays of strings: add the ability to
specify a custom separator
- strsub() function help: note that an array of strings can be
given as the first argument
- instring() and strstr() functions: add optional parameter
for case-insensitive search
- gretl_edit: enable auto-completion, add some specialized
"developer" options, and add a "kill" button to stop script
execution
- script editor: add hide/show functionality for selected
regions in a hansl script
- script editor, "Help on command": disambiguate cases where
we have a command and a function of the same name
- regls addon: plotting enhancements; document GUI usage
- geoplot addon: start adding support for encoded data
- Clarify and properly enforce the case where the "const"
property of a hansl function argument must be inherited
- Fix and speed up reading of gretl's binary matrix files via
Python (under gretl's "foreign" apparatus)
- Fix bug: fail after first iteration when adding a string to
an array of strings defined within a loop
- Fix bug: corruption on extracting a "series" from a bundle
as a matrix when the series contains NAs
- Fix bug: the GUI option to purge all-missing rows from a
daily dataset could go wrong; in addition make this option
available for scripting use via the "dataset" command
- Fix bug: some cases where an ARMA model can be estimated
most efficiently via OLS were not being recognized
- Fix bug: crash on trying to extract a submatrix of size
zero via indexation
- Fix some actual or potential memory leaks
- gnuplot version requirement: raise from 5.0 to 5.2
- Update mechanisnm for uploading function packages, since
sourceforge now requires use of https
--
Allin Cottrell
Department of Economics
Wake Forest University
2 years, 2 months
