GARCH News Impact Curve
by Theodoros Panagiotidis
Dear all,
has anybody tried to produce news impact curve in from the GARCH option
(GUI) option in gretl and from the GARCH variants (gig 2.24)?
Is the option residuals from the GARCH option in GUI the same as the
standardised residuals in the GARCH variants gig?
regards
Theo
8 months, 1 week
Helps on a more efficient script without loops, plus a wish to save .gretl dataset from a scrip
by Fred Engst
Hi, Sven, Artur, Jack and others,
Thanks for all the suggestions.
1) Helps on a more efficient script without loops:
Since gretl is not only a great research tool, but also a great teaching tool, I’m trying to extent its usefulness.
For my online teaching of econometrics, I need to do an online exam by creating individualized datasets with models for my students at random.
What I’m trying to do here is to create two models, one with a full set of variables, and the other after eliminated those seemingly insignificant variables.
I will then ask the students to do a joint hypothesis test on that set of variables, thus the "omit .... --auto” will not do.
Since the dataset was drown with a random subset of observations, I can’t tell which set of variables will be insignificant before hand, so I need a way to find them in a script.
I’m sure there are great one-liners out there, but I haven’t read through all the documentations to figure it out, so I’m a bit lazy and taking the easy way out by asking for help here.
2) A wish to save .gretl dataset from a scrip:
As you can see, the way I’m using gretl, I need to send my students a .gretl dataset with all the models and perhaps graphs. As is, I need to save each dataset manually, and it is a bit time consuming when there are more than just a few students. I wish I can do this through a script, perhaps using gretlcli to do that, if any of you can suggest a way.
A year ago Jack suggested a method that seems a bit out of my reach. I would like to see a sample code for combing gretl’s .gdt file with models in a zip file become a .gretl file.
Thanks,
Fred
9 months, 3 weeks
Suggestion for scatter plots
by John Paravantis
Would it be possible to program the capability of adding the values of a
variable as labels to the points of a scatter plot?
To this end, it would be great if gretl was extended so that it could
import textual variables as well.
With continued gratitude towards Allin and the team for this amazing
program,
John Paravantis
University of Piraeus
https://www.unipi.gr/unipi/en/jparav.html
9 months, 3 weeks
A strange script error, and helps on a more efficient script without loops
by Fred Engst
Hi Allin,
I have 2 questions today:
1 As I was trying to create a model using a script, I came across this strange error.
Using the wage1 dataset, if I do the following script to create an icon of a model, it gives me an error:
gretl version 2022b-git
Current session: 2022-05-30 09:04
? list basic = educ exper tenure female married smsa trade services profocc
Replaced list basic
? "basic" <- ols lwage 0 basic --robust
> "basic" <- ols
The symbol 'ols' is undefined
Data error
Error executing script: halting
> "basic" <- ols lwage 0 basic --robust
If instead, I change the model name to “basic1” for example, there is no problem.
In the icon view, I can change the model icon name from “basic1" to “basic” no problem either.
2 How can I change the following script without the 2 loops?
<hansl>
list full = educ female exper tenure numdep \
nonwhite smsa northcen south west construc ndurman trcommpu trade \
services profserv profocc clerocc servocc
matrix fullid = {} # do this the dumb way first
loop i=1..nelem(full)
fullid |= varnum(varname(full[i]))
endloop
"model_full" <- ols lwage 0 full --robust
matrix pvalues = 2*pvalue(t,$df,abs($coeff) ./ $stderr)
matrix id = pvalues .> 0.05
list shortlist = full[1:4]
loop i=5..nelem(full)
if id[i+1] == 0
shortlist += varnum(varname(full[i]))
endif
endloop
"model_part" <- ols lwage 0 shortlist —robust
</hansl>
9 months, 4 weeks
bug-fix round up
by Allin Cottrell
Here are some comments on fixes for recently reported bugs. Some of
the bugs in question were not present in the 2020a release, but I'm
afraid that's how the "devel" phase between releases sometimes goes:
two steps forward but one (inadvertant) step back!
Just to be clear: the things I'm describing as fixed below are fixed
in the git sources and also in the current snapshots. The fixes will
be incorporated in the next release, gretl-2022b, when it appears.
* Crash on estimating an ARIMA model on Mac M1. That was due to the
absence of a native function for division of complex numbers on the
M1 (ARM) processor. Workaround: write our own complex division
function for use on ARM.
* Crash on opening certain comma-separated data files, with long
column headings such as "observation_date", on Macs. Our bad, we
weren't allocating a long enough buffer for such names. We didn't
spot this earlier because Linux and Windows didn't object, but they
should have; macOS was right to flag an error.
* Trouble, including a potential crash, on saving models to the
gretl "Icon view", and on trying to add them to the "Model table".
This was a newly introduced bug.
* Out-of-date links to materials about building gretl on Windows,
following our migration from Wake Forest University to Sourceforge
for some of our services.
* Crash on dragging a file from the OS into gretl's "File Save"
dialog (this was an action we were not expecting!)
Allin
10 months, 1 week
The model table and the graph page are not working in the GUI
by Fred Engst
Hi gretl team,
I just found that the model table ad the graph page are not working.
I mean when I drag a model icon to the model table, nothing happens. When I double click, it is empty. The same with the graph page.
I have a MacBook pro
OS Version: Mac OS X 10.14.6 (18G9323)
gretl version: 2022b-git
build 2022-05-04
Thanks!
Fred
10 months, 1 week
