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
1 year, 2 months
RollingStats v1.0
by Artur T.
Dear all,
Version 1.0 of the RollingStats package is out now. This package is for
computing statistics in a moving-window manner (currently for
time-series only).
Thanks to Theodore Panagiotidis for hinting me to existing bugs in case
of missing values in the target series.
This version has a completely new user-interface which (hopefully) makes
the usage easier for users.
Apart from that, only single series can be passed to the main function
now (before it was a list of series).
Please read the updated help text and see the examples on how to use the
package now:
https://gretl.sourceforge.net/current_fnfiles/RollingStats.gfn
Best,
Artur
1 year, 2 months
Grid search
by Olasehinde Timmy
Dear profs.,
Please, I would like to know how to perform a grid search in order to find
an optimal value for a threshold—for example, the threshold value to choose
for the inflation rate in an asymmetric model.
Thanks.
1 year, 2 months
changing the numerical mapping
by Paolo Chirico
Dears,
If I have a string variable with the following mapping:
1 = 'middle'
2 = 'low'
3 = 'high'
there is a command to give the series a new, more logical mapping? Like as:
1 = 'low'
2 = 'middle'
3 = 'high'
I've simplified the example, but the concept is: changing the numerical
mapping of the entire series
Paolo
1 year, 2 months
