daily data and Johansen test and seasonals
by Sven Schreiber
Hi,
possibly for the first time I tried to do a Johansen cointegration test
with gretl on 7-day daily data. It turns out that the tick box for
including seasonal dummies was greyed out, so that I needed to add the
weekday dummies manually. I don't see an underlying econometric reason
why it wouldn't be possible to add weekday dummies just like regular
monthly or quarterly dummies with other data frequencies. So this is
basically a request to enable that. Or am I missing something?
thanks
sven
1 year, 6 months
CLI or GUI
by Marcin Błażejowski
Hi,
is it possible to check whether a running script was executed by
'gretlcli' or GUI interface (like gretl_x11)?
Marcin
--
Marcin Błażejowski
1 year, 6 months
Baytool package
by Luca Pedini
Hi everybody,
I’ve just uploaded the package “Baytool” which aims to provide Bayesian estimation methods in gretl. This is a long-standing project which will be enriched with new functions from time to time: at the moment three specifications are provided i.e, the Bayesian linear model with homoskedastic and heteroskedastic errors and the Bayesian Lasso. The functions exploit both simulation methods via MCMC and analytical solutions when available. There is also a function for plotting marginal posterior distributions.
Any bug reports will be appreciated!
Best regards,
Luca Pedini
1 year, 6 months
Fwd: Undeliverable: Re: Collinearity test missing
by Sven Schreiber
Hi especially Jack,
this is what I'm getting in response to a message to the mailing list.
The bounces related to the list shouldn't go to the message posters,
should they?
thanks
sven
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1 year, 6 months
Collinearity test missing
by laura.nolla4＠gmail.com
Dear Team,
I wanted to check for multicollinearity but I am unable to do so.
This is because after running the OLS regression, when I click on the
"Tests" tab, there is no option of collinearity,
Could you help me fix it, please? I need this test.
Thank you.
1 year, 6 months
finding gaps in daily data
by Sven Schreiber
Hi,
I have imported (successfully) a dataset from a text file with daily
data. Gretl tells me (I'm citing and retranslating from German):
could be 2022-03-16 - 2020-01-01
obs: 792, days in sample: 806
missing day-rows: 14
Gretl gets the sample span right and also automatically reverses the
data ordering. Fine! However, how do I find out which were the missing
days? It's a lot of data, and a time series plot doesn't show any gaps.
BTW, this is 7-day-daily. I also tried to use the missing() function,
but that doesn't give me anything different from zero.
Finally: the status line in the main window says in English: "Daily (7
days, incomplete)" This string should be marked for translation.
thanks
sven
1 year, 6 months
Month labels in time series plots
by Sven Schreiber
Hi, here's what should be a pretty basic question, but I don't know the
answer:
In a standard time-series plot with monthly data, is there a way to have
the month names displayed on the x-axis? For a start, English would be
OK. Or alternatively, something like "M1 M2 ..." would also help already.
thanks for any suggestions
sven
1 year, 6 months
