February 2023 - Gretl-users - gretlml.univpm.it

by T L

Hi all, I made a 3D-plot in Gretl - based on data from the data-file. Is there any easy way to edit the 3D-graph/figure, for example adjusting the min-max value of the axes etc. etc.? Regards, Torbjørn

7 months

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Gretlwiki announcement

by DeFeroci

Dear all, I would like to announce that the gretl wiki is back up and running at: https://gretlwiki.econ.univpm.it/index.php/Main_Page For security reasons (and previous experience) only registered users can modify the wiki and self-registration is no longer possible. So, if you want to be added, please write to me privately or reply to this email. Information on how to be registered and using the wiki can be found here: https://gretlwiki.econ.univpm.it/index.php/Wiki At the moment the wiki administrators are me and Cristián Arturo Ducoing Ruiz. If you have any suggestions or requests, you are welcome to contact us. Happy holidays. Federico

7 months

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new package GlobalFactors 0.1 now available

by Ioannis A. Venetis

Greetings to all gretl users and fans, There is a new package GlobalFactors 0.1 now available. The package deals with PC estimation of multilevel factor models, in which the factors are not only pervasive (i.e. common to all groups) but also semi-pervasive (i.e. common to a subset of groups only). Multilevel factor models make it possible to distinguish between factors and explore their hierarchical influences. The main ideas behind the package (so far) are: (a) to consistently estimate the number of global factors (b) Conditional on that, consistently estimate the number(s) of local factors. Conditional on these, consistently estimate global factors and loadings and local factors and loadings (all these are based on Principal Components estimates so there are no significant computational "complexities"). (Of course) there is a catch. Special care should be taken to initially "identify" the global factors through a pairwise canonical correlation procedure. Identification here, means to avoid choosing a pair of countries - or more generally of groups - that strongly correlate not due to global factors but due to regional or local or within group factors. However, the package is on its way for extension to include two ultra new approaches: (1) Chen (2022). Circularly Projected Common Factors for Grouped Data. https://doi.org/10.1080/07350015.2022.2051520 develops a consistent selection criteria for identifying the number of the global factors and (2) Lin & Sin (2022). Generalised Canonical Correlation Estimation of the Multilevel Factor Model, https://ssrn.com/abstract=4295429 that deals (a) with consistent estimation of the number of global factors and (b) consistent estimation of global and local factors (c) also providing inference theory. LS(2022) do not require either the orthogonality between the global and local factors or the selection of any tuning parameters. As LS (2022) state "this makes the GCC criterion more general than existing studies". Hopefully, the fully extended/updated package will be presented at the coming 8th Gretl Conference Gdańsk, Poland. Please send me an email for any bugs, naïve code writing etc. for this package version and/or ideas for extending the package. (well hopefully there are no errors...) Thank you for your time. Yiannis

7 months

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F statistic not showing with HAC errors

by maisiedarby7＠gmail.com

I am doing a manual 2SLS, and so i need an F statistic to check the independent variable in the first stage is above 10 and a suitable IV. When i do classic errors i get an F stat of 82 (although it's unclear if this is for the whole regression or just my independent variable). As my data has autocorrelation I would like to use HAC errors, however when I do an F statistic is not computed and so I cannot see if my IV is strong. Can anyone help?

7 months, 2 weeks

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gretlR

by Artur T.

Hello, Just by chance, I stumbled about this R package entitled "gretlR: A Seamless Integration of 'Gretl' and 'R'" URL: https://cran.r-project.org/web/packages/gretlR/index.html It says that "It allows running 'gretl' (<http://gretl.sourceforge.net/index.html>) program from R, R Markdown and Quarto." Has anybody on the list already tried it? Best, Artur

7 months, 2 weeks

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New books using gretl out in 2022

by Artur T.

Hi all, I just found two new books either promoting gretl: 1. A. Colin Cameron: "ANALYSIS OF ECONOMICS DATA: AN INTRODUCTION TO ECONOMETRICS" URL: https://cameron.econ.ucdavis.edu/aed/ 2. Ripolles et al.: "Dealing with Econometrics: Real World Cases with Cross-Sectional Data" URL: https://www.cambridgescholars.com/product/978-1-5275-8500-3 I've added those resources to our list of material related to gretl: https://github.com/gretl-project/material-on-gretl Please let us (The Gretl team) know when you find interesting things which may be added to the list. Best, Artur

7 months, 2 weeks

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message to gretl translators

by Cottrell, Allin

My apologies if you get this message more than once, but this would be a good time to update translations if you have time to do so. We plan to release gretl 2023a by the end of next week. Allin

7 months, 2 weeks

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Imputer v0.1

by atecon

Dear all, Version 0.1 of the "Imputer" package is out now. This package includes functions for imputing missing values by different methods. The main functionality can be called by the GUI, too. You can scan the help text and see examples on how to use the package here: https://gretl.sourceforge.net/current_fnfiles/Imputer.gfn Best, Artur

7 months, 3 weeks

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Add all scalars to a bundle

by F.R.Costa

Dear all, I'm trying to add all scalars from a Gretl session into a bundle at once but I can't figure out how (if possible). Let's say we have scalars: a, b, c, d, e, f. Is there an easy way to add all of them to a bundle? Thanks in advance. --- Filipe Rodrigues da Costa

7 months, 3 weeks

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Plotting styles for forecast interval using script

by Artur T.

Hi all, When computing forecasts for time-series models using the GUI one can select different styles for the forecast interval. For instance, specify a VAR model and go on "Analysis -> Forecasts" the following options are available: 1. "low and high lines" 2. "error bars" 3. "shaded area" Is there a way to select one of those options using scripts? I did not find anything in the user's guide neither under the "set" command. Thanks, Artur

7 months, 3 weeks

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Gretl-users February 2023