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

by tommaso ferrari

Good morning, I am trying to download GRETL for MacOS with Intel Processor. I follow all the proceedings and suggestions given but any time I try to download it, it tells me ''The installation Failed" and to contact the software manufacturer. There's still capacity to support the installation of Gretl on the disk. I tried to figure out why but I can't understand. I got a Macbook Pro 2017 version 13.2.1, I would be glad if any of you may help me. Thank you again, best regards

6 months, 1 week

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PMG questions

by lars.ahnland＠outlook.com

Hi! I just downloaded and tested the PMG package. Great stuff, thanks for that! I would like to know what "loading" variable is? I would guess it is the short-run adjustment speed of adjustment/error correction parameter, is that correct? Also, how is the reduced-form model calculated? Are only lags of the independent variables used here? Best regards, Lars

6 months, 1 week

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Re: 'summary' request

by Riccardo (Jack) Lucchetti

On Fri, 24 Mar 2023, Summers, Peter wrote: > Hi all, > > I have a feature request for the "summary" command, and a related > documentation issue. Currently the $result accessor isn't produced if > the -by=byvar option is given. How difficult would it be to change that? Not very much, I think. And I agree, that would be very nice to have. > For example could $result be a bundle in that case, with something like > $result.mean giving the means for the various values of byvar? For consistency, I'd prefer $result to be a matrix array in that case. Fetching the required sub-elements would be rather easy by using the drill() function in the extra addon. > Ideally this would also be possible for a list argument, though I > realize that'd be messier - maybe $result[i].mean or something like > that? Yes, that'd be a bit messier IMO :D > In any case, I think the documentation should mention that the $result > accessor isn't generated with the -by option. It should, yes. But if we update "summary" to provide a $result with the --by option and document that, we'd be ok. > The context is doing a growth accounting exercise and tabulating average > growth rates by decade. Currently I'm using a loop construct to build up > a table of values. That works fine, but feels a bit brute-force. The aggregate() function is quite nice in the respect. Try this: <hansl> open AWM17 --quiet list X = YER PCR GCR list G = ldiff(X) series decade = ceil(($obsmajor-1969)/10) eval aggregate(G, decade, mean) </hansl> ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------

6 months, 1 week

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Problem with date-time labels in GNU-plot

by climnios＠providence.edu

When plotting a time series, time-date labels look fine. Once plot is edited, time-date labels become jumbled and illegible. They seem to be collated on top of each other. Any suggestions?

6 months, 1 week

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'summary' request

by Summers, Peter

Hi all, I have a feature request for the "summary" command, and a related documentation issue. Currently the $result accessor isn't produced if the -by=byvar option is given. How difficult would it be to change that? For example could $result be a bundle in that case, with something like $result.mean giving the means for the various values of byvar? Ideally this would also be possible for a list argument, though I realize that'd be messier - maybe $result[i].mean or something like that? In any case, I think the documentation should mention that the $result accessor isn't generated with the -by option. The context is doing a growth accounting exercise and tabulating average growth rates by decade. Currently I'm using a loop construct to build up a table of values. That works fine, but feels a bit brute-force. Cheers, Peter [signature_229785562] Dr. Peter M. Summers| Associate Professor of Economics Chair, Faculty Senate One University Parkway, High Point, NC 27268 Office: 336-841-9650 Choose to be extraordinary!(r) [Facebook logo]<https://www.facebook.com/HighPointU>[Twitter logo]<https://twitter.com/HighPointU>[Instagram logo]<http://instagram.com/highpointu>[LinkedIn logo]<https://www.linkedin.com/school/28206>

6 months, 1 week

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Elements Multiplication

by Dhanasekaran Kuppusamy

Dear gretl experts , I would like to know how to multiply the *corresponding elements* of two matrices of A and B to generate matrix C as shown below and the square values of the elements in matrix C using gretl. For example, 1) matrix A (3x3): matrix B (3x3): matrix C (3x3): 4 2 3 1 1 2 4 2 6 2 -3 2 1 0 1 2 0 2 - 3 1 2 1 2 2 - 3 2 4 2) How to generate *square values of the elements *in matrix C to get matrix D : For example, matrix C (3x3): matrix D (3x3): 4 2 6 16 4 36 2 0 2 4 0 4 -3 2 4 9 4 16 Thanks, Dr.K.Dhanasekaran

6 months, 2 weeks

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hack-of-the-day: set global linewidth & dashtype

by Artur T.

Hi all, I just stumbled over this "hack" which I was looking for since ever: <hansl> set verbose off open denmark --quiet list L = log(dataset) plot L options with-lines time-series literal set termoption lw 2 # set linewidth globally # set dashtype for each series literal set for [i=1:8] linetype i dashtype i end plot --output=display </hansl> If you execute this, you see that you can globally set the linewidth as well as the dashtype very easily using gnuplot. Best, Artur

6 months, 3 weeks

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v0.2 of "Imputer" out now

by Artur T.

Hi all, A new version of the "Imputer" package just got published. Version 0.2 includes a bug fix when using cross-sectional data. Maybe more interesting to you: I've added two new functions, namely backfill() and frontfill(). For details, see the doc: https://gretl.sourceforge.net/current_fnfiles/Imputer.gfn Also v0.2 now requires at least gretl version 2022b. Best Artur

6 months, 3 weeks

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the oddsratios function package will be retired

by Sven Schreiber

Dear all, now that gretl 2023a is out, the contributed function package "oddsratios.gfn" will be retired soon, because the functionality is now included natively in the core gretl program. You can find these results after a Logit or similar estimation under the Analysis menu, or in case you are scripting, it's in the $model bundle (as the matrix $model.oddsratios). As always, if you need the function package after it is retired from the server (for example because you cannot upgrade to gretl 2023a immediately), you should keep the package installed on your local machine, where it will continue to work. And perhaps make a backup copy of it. cheers sven

6 months, 3 weeks

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Multivariate GARCH models

by Riccardo (Jack) Lucchetti

Hi all, as you may know, we've had a function package called MGARCH, that I wrote, for estimating BEKK models. I'm about to retire it, since two new packages are now avaliable: *** a package called BEKK, which can be seen as an updated version of MGARCH. From the user's point of view, there are very few changes. The most notable one is that some functions have been renamed. Therefore, if you have scripts including the line "include MGARCH.gfn" you may want to change that to "include BEKK.gfn" and check for functions beginning with "Get_": those have now a different name. *** a new package called DCC, which, well, deals with DCC models. The authors are Giulio Palomba, Luca Pedini and myself. It's a brand new thing, so testing would be much appreciated. More generally speaking, testing is always good, so if you're into financial econometrics please give them a go and tell me is you like them. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------

6 months, 3 weeks

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Gretl-users March 2023