Gretl-Hansl "IDE" for Sublime editor
by Artur Tarassow
Dear all,
some weeks ago I've started to switch to the sublime editor
(https://www.sublimetext.com/) for writing gretl code.
Even though I like the simplicity of the gretl editor and its features
such as syntax highlighting and auto-itendation, it lacks some features
of modern IDEs such as "goto-anything", "goto-definition", custom
keybindings, fancy themes, git-implementation, snippets etc. which make
life much easier when working on larger projects. Don't get me wrong,
the gretl editor is great but was _never_ supposed to become a proper
software-development IDE but rather has another focus which is totally fine.
So I started to write the "Hansl-Gretl-Language" package for sublime
which includes the following features:
- 3 gretl build-systems (client mode, batch mode, and REPL mode) for
executing hansl code by means of sublime (plots are also working!)
- syntax-highlighting
- completion of gretl commands, accessors and keywords
- some snippet examples for speeding up coding
The project still has the following (known) issues:
- no auto-itendation (still have to figure out how this works)
- issues with some corner-cases which are not syntax-highlighted (regex
can become so hard!)
The package can be downloaded through sublimes package control system,
and can be found here:
https://packagecontrol.io/packages/Hansl-Gretl-Language
If somebody wants to participate on this project, check out the code on
my github repository:
https://github.com/atecon/Hansl-Gretl-Language
For those interesting in the sublime editor, check out "OdatNurd"'s
brilliant tutorials on youtube:
https://www.youtube.com/user/nurdz
Enjoy the package,
Artur
9 months, 2 weeks
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*
1 year, 8 months
cross-sectional panel data
by Alison Loddick
Hi,
I think this is a simple question but I am new to Gretl and keep trying things without success
I have data with variables and years as columns, and my rows are companies, so my data variables look like
Company name,ROE_year 1, ROE_year 2, ROE_year 3, ROE_year 4, Var2_year 1, Var2_year 2, Var2_year 3, Var2_year 4, Var3_year 1, Var3_year 2, Var3_year 3, Var3_year 4, Etc.
I thought I could read this as crossectional panel data, but it doesn't work. I know I can read in stacked time series, but the data doesn't come in that format and involves a lot of manual changing. My question is therefore can I do something with this data that is straightforward? I will need to teach it to students, so I need to make it as easy as possible.
Thank you for any help you can give me
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
DDI +44 (0)1604 893502
[https://static.hobsons.co.uk/northampton/usermedia/Staff%20News/2017/New%...]
northampton.ac.uk
University of Northampton, Waterside Campus,
University Road, Northampton, NN1 5PH United Kingdom
University of Northampton: Transforming Lives and Inspiring Change www.northampton.ac.uk This e-mail is private and may be confidential and is for the intended recipient only. If you are not the intended recipient you are strictly prohibited from using, printing, copying, distributing or disseminating this e-mail or any information contained in it. We virus scan all E-mails leaving The University of Northampton but no warranty is given that this E-mail and any attachments are virus free. You should undertake your own virus checking. The right to monitor E-mail communications through our networks is reserved by us.
Disclaimer
The information contained in this communication from the sender is confidential. It is intended solely for use by the recipient and others authorized to receive it. If you are not the recipient, you are hereby notified that any disclosure, copying, distribution or taking action in relation of the contents of this information is strictly prohibited and may be unlawful.
This email has been scanned for viruses and malware, and may have been automatically archived by Mimecast, a leader in email security and cyber resilience. Mimecast integrates email defenses with brand protection, security awareness training, web security, compliance and other essential capabilities. Mimecast helps protect large and small organizations from malicious activity, human error and technology failure; and to lead the movement toward building a more resilient world. To find out more, visit our website.
2 years
gretl 2022c coming soon
by Allin Cottrell
We plan to release gretl 2022c before long, and today's snapshot can
be considered a "release candidate". We'd be grateful if people could
beat on the snapshots (or the git master code) and help us shake out
any remaining bugs before release.
This would also be a good time for translators to make any updates.
Allin Cottrell
2 years
partial in mean function
by Paolo Chirico
Dears,
in function reference about /mean/ function there is :
Arguments: /x (series or list)//
// partial (boolean, optional)/
Can you give me an example including /*partial*/ (a boolean condition),
please?
Does this mean that I can calculate the mean of a variable in a
subsample (defined by a boolean condition) without using the *smpl
*command?
Thanks,
Paolo
--
Paolo Chirico
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
2 years
Removing outliers in Panel regression
by Alison Loddick
Hi,
I'm looking at panel regression, and one of the assumptions in regression is to remove outliers. My data has a lot of outliers, and it impacts my residuals which are definitely not normal. I'm wondering if there is an easy way to remove the outliers?
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
DDI +44 (0)1604 893502
[https://static.hobsons.co.uk/northampton/usermedia/Staff%20News/2017/New%...]
northampton.ac.uk
University of Northampton, Waterside Campus,
University Road, Northampton, NN1 5PH United Kingdom
University of Northampton: Transforming Lives and Inspiring Change www.northampton.ac.uk This e-mail is private and may be confidential and is for the intended recipient only. If you are not the intended recipient you are strictly prohibited from using, printing, copying, distributing or disseminating this e-mail or any information contained in it. We virus scan all E-mails leaving The University of Northampton but no warranty is given that this E-mail and any attachments are virus free. You should undertake your own virus checking. The right to monitor E-mail communications through our networks is reserved by us.
Disclaimer
The information contained in this communication from the sender is confidential. It is intended solely for use by the recipient and others authorized to receive it. If you are not the recipient, you are hereby notified that any disclosure, copying, distribution or taking action in relation of the contents of this information is strictly prohibited and may be unlawful.
This email has been scanned for viruses and malware, and may have been automatically archived by Mimecast, a leader in email security and cyber resilience. Mimecast integrates email defenses with brand protection, security awareness training, web security, compliance and other essential capabilities. Mimecast helps protect large and small organizations from malicious activity, human error and technology failure; and to lead the movement toward building a more resilient world. To find out more, visit our website.
2 years
