BACE Estimation difficulties
by Brian Revell
I thought i would try this option estimating a simple model (always the
best way to gain experience and confidence with the routine).
Independent variable, 1 indep variable . No lag on Y. . Zero selected for
out of sample forecast Constant -can be omitted. Best 4 models selected
-again as the default.
This was the output:-
Dependent viariable was removed from the X list.* It is not there -there is
only a single indep variable. *
Error message from BACE_GUI():
Average model size should be greater then 0 and lower than K !!! *Average
model size specified is the default 1*
*Some guidance wlecomed please*
*Brian*
4 months, 1 week
Bayesian VAR
by ajgalindo＠gmail.com
Dear all. Its there a way to estimate bayesian VARs with sign restrictions in GRETL? Thanks in advance for any help. Best regards, Arturo.
9 months, 2 weeks
gretl git and snapshots
by Allin Cottrell
My apologies if you get this message more than once, but there's a
somewhat unusual situation in gretl development right now.
We've introduced a number of quite ambitious changes since the 2022b
release, and despite our best efforts at testing these seem to carry
some risk (including the risk of gretl crashing in some cases).
Temporarily, therefore, I've introduced a distinction between what
we might call "mainline" updates (pure bug fixes and other innocuous
things) and "bleeding edge" updates (promising speed-up of some
functionality but, for now, risky).
Until further notice the gretl "master" git branch will be the
mainline, and snapshots for Windows and Mac will be produced from
it. If you're building gretl yourself and wish to experiment with
the bleeding edge, please use the "more_compilation" git branch.
We don't expect this bifurcation to last for very long: as they say,
"Normal service will be resumed as soon as possible".
Allin
9 months, 2 weeks
combine figure and multivariate distributions
by Olasehinde Timmy
Dear Prof.
Please, my question is two-fold.
First, I have been working on structural VAR/VEC models. However, I would
like to know how to combine and plot the graphs and probably name each
before plotting the graphs.
Second, I would like to know how to use Hansl to handle multivariate
likelihood estimation using vector or matrix form (if possible).
Thanks
9 months, 2 weeks
gretl 2022b, commute, extra addon, yahoo_get
by Helgi Tómasson - HI
To GRETL people
In gretl 2022b there seems to be a problem with the extra-add-on and
yahoo_get-add-on.
From the net:
2022-08-09 version 2022b
- new command/keyword "continue" for use in loops
- new option --decr for use with index loops
- new function commute(): pre/post multiplication by the
commutation operator (replaces analogous function in the
extra addon)
This seems to cause conflicts.
Package loading error:
extra1.1 defines a function commute(), which conflicts with a built-in
function in gretl 2022b. Please checkfor an updated version of exta.
or in console
? include yahoo_get.gfn
Error reading .gretl/functions/yahoo_get.gfn
The function gap_filler is already defined by package 'extra'
?
Best regards
Helgi Tomasson
Professor of Econometrics and Statistics
University of Iceland
9 months, 2 weeks
Time series graph option insists on decimalising the year X axis
by Brian Revell
Plotting a 3 variable TS graph via the GUI (highlight variables and right
click for graph option) . Only 5 years to plot 2018 to 2022. Gretl insists
on presenting the axis data as 2018.0 2018.5 2019.0..........2022.0 which
is meaningless.
The data is actually a simple comparative plot of first half year trade
figures and coded as annual but there is no way to suppress the
intermediate points inserted or the decimilisation.
A bar graph presentation might also be useful for discontinuous data.
Brian
9 months, 2 weeks
Jackknife Standard Errors for Clustered Regression
by JOSE FRANCISCO PERLES RIBES
Dear team:
I have recently read the paper of Prof. Hansen "Jackknife Standard Errors
for Clustered Regression" (
https://www.ssc.wisc.edu/~bhansen/papers/tcauchy.pdf) and found it very
interesting. I have checked that for the non-clustered scenario the HC3a
option in Gretl is the Jackknife Professor Hansen's favorite option
(according to the Gretl command reference Variant 3a is the MacKinnon–White
"jackknife" procedure).
My question is, for the clustered regression which would be the option in
Gretl (as stated in the paper, in Stata it would be vce(jackknife,mse).?
Thanks in advance and sorry for any inconvenience.
José Perles
University of Alicante
9 months, 2 weeks
New package "candlesticks"
by Artur T.
Hi all,
Federico Fiorani and me have published a new package named
"candlesticks". As the name suggests, that package allows you to
(easily) create a so called candlestick plot used for financial data.
The functionality can be accessed either via scripting or via the GUI.
Both the help text and sample script can be found here:
http://gretl.sourceforge.net/current_fnfiles/unzipped/candlesticks.gfn
Please ask questions and report bugs on the gretl mailing list if possible.
Enjoy!
Artur
9 months, 3 weeks
Ordered Logit: creating predicted values
by Marcin Błażejowski
Hi,
I'd like to estimate Ordered Logit and create discrete predicted values
(inside a sample). Simple script:
<hansl>
set verbose off
open wtp.gdt
list X = 1 2 9 10 11
yvalues = values(depvar)
logit depvar 0 X
cuts = $coeff[$model["nx"]+1:end]
YHAT = ($yhat .<= cuts[1]) * yvalues[1]
loop i=2..nelem(cuts) --quiet
YHAT += (($yhat .> cuts[i-1]) && ($yhat .<= cuts[i])) * yvalues[i]
endloop
YHAT += ($yhat .> cuts[end]) * yvalues[end]
series yhat = YHAT
printf "\ncorrectly predicted: (model) %d vs. (manual) %d\n",
$model["correct"], sum(depvar == yhat)
</hansl>
What am I doing wrong?
--
Marcin Błażejowski
9 months, 3 weeks
Re: Stock-Watson data & scripts
by Cottrell, Allin
On Tue, Aug 16, 2022 at 6:07 AM Summers, Peter <psummers(a)highpoint.edu>
wrote:
> Hi all,
>
>
>
> The Windows executable stock_watson.exe seems to be slightly broken.
> During the installation process, the default target path is c:\Program
> Files\gretl\New Folder. I’ve managed to get things sorted out manually
> (oddly, the scripts seem to install properly), but it’d be nice not to have
> to explain the whole process to my students next week 😉. The second
> edition files (stock_watson_2.exe) work fine.
>
Thanks for the report, Peter. I'll take a look asap.
> A related question: has anyone checked whether any new files need to be
> included to catch up with the 4th edition? If not, I might have a look at
> that this semester.
>
I haven't done so, and I don't think anyone else has. So that would be a
useful step.
Allin
9 months, 3 weeks
