gretl extras for macOS
by Allin Cottrell
Hello all,
I've recently checked and updated the various "optional extras"
available for gretl on Mac. Here's the current status.
1) X-13ARIMA
In https://sourceforge.net/projects/gretl/files/x13as/ you can find
x13as-mac-intel.tar.gz
x13as-mac-arm64.tar.gz
which can be installed from within gretl with the command
pkg install <package-file>
2) TRAMO/SEATS
In https://sourceforge.net/projects/gretl/files/tramo/ you can find
tramo-seats-mac-intel.tar.gz
tramo-seats-mac-arm64.tar.gz
which can also be installed via "pkg install".
3) MPI
In https://sourceforge.net/projects/gretl/files/mpi we have
openmpi-1.6.5-mac-intel.tar.xz
openmpi-4.1.5-mac-arm64.tar.xz
These cannot be installed via "pkg install" but there are instructions
in the README in the mpi directory, and also in the current MPI guide:
https://sourceforge.net/projects/gretl/files/manual/gretl-mpi.pdf
HOWEVER, please note that a little hack is required to get MPI 4.1.5
working on arm64 with gretl 2023b (or earlier). After installing the
package into your root directory, navigate (in a Terminal window) to
the "/opt" directory and create a symlink:
cd /opt
sudo ln -s openmpi openmpi-4.1
After this the command "ls -l" should show, inter alia,
openmpi-4.1 -> openmpi
This hack is not needed for the July 31 snapshot or later.
Allin Cottrell
1 month, 3 weeks
intraday stock prices
by Paolo Chirico
Hi,
do you know a site where you can free download high frequency financial
data (like 5-minute price)?
I need it to calculate the daily realized volatility, to be used to
evaluate the goodness of a stochastic volatility model.
Thank you,
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
2 months
X-13ARIMA for arm64 Mac: update
by Cottrell, Allin
This is a follow-up to the Mac part of my post titled "X-13ARIMA
updates for Windows and Mac". The new Mac package is now called
x13as-mac-arm64.tar.gz and it works like the Intel version, in that it
can be installed from the gretl console via the command
pkg install x13as-mac-arm64.tar.gz
I'm still not sure if it will work on Big Sur or Monterey (my only
testing was on Ventura) so I'd be interested to hear any comments on
that point.
Allin Cottrell
2 months
VECM forecast (Re: Re: X-13ARIMA updates for Windows and Mac)
by Sven Schreiber
Am 21.07.2023 um 07:11 schrieb RICCARDO LUCCHETTI:
> ________________________________________
> From: Rajveer Samuel Rawlin <samuelrr(a)yahoo.com>
> Sent: 21 July 2023 05:37
> To: Gretl list; Allin Cottrell
> Subject: [Gretl-users] Re: X-13ARIMA updates for Windows and Mac
>
> folks,
> When I generate a forecast using VECM, unable to see the forecast errors (RMSE, MAPE etc), can you provide some insight on this?
In the future, please don't reply to an existing thread's message, but
instead start a new thread. I have change the subject line a little
because of that.
In any case, I also see the results in the GUI program (like Jack showed
with a script). I can only speculate that you didn't spot them because
they are at the bottom of the output.
If that's not the problem, then you would have to be more specific about
what exactly you are doing.
cheers
sven
2 months
X-13ARIMA updates for Windows and Mac
by Allin Cottrell
There are some new files available for download at
https://sourceforge.net/projects/gretl/files/x13as/
that may be of interest to people running Windows or Mac. In brief,
the updates are
* For 64-bit Windows, there's now an X-13ARIMA zip archive in
addition to the installer exe file. Could be useful for those who
don't have permission to run installers.
* For Mac, there's now a version of X-13ARIMA for gretl compiled for
"Apple Silicon" (arm64).
Details follow.
* Windows (64-bit): we offer a zip archive named
x-13arima-win64.zip. Inside the zipfile there's an "x-13arima"
folder containing x13as.exe and a "docs" folder with two PDFs from
the census bureau site.
You can unzip this anywhere suitable on your computer, but you'll
have to go to Tools > Preferences > General, select the Programs
tab, and either type in or browse for the correct location of
x13as.exe.
* Mac (M1 or M2): There's now a gzipped tar file called
x-13arima_apple_arm64.tar.gz. Inside it there's a folder named
x-13arima with sub-folders bin and lib. The bin folder contains the
x13as executable. The recommended location for exploding the archive
is /usr/local. That is, in a terminal window you might do
cd /usr/local
sudo tar xvf /path/to/x-13arima_apple_arm64.tar.gz
where "/path/to" would likely be "~/Downloads". Then you should go
to Tools > Preferences > General in gretl, select the Programs tab,
and enter (for example)
/usr/local/x-13arima/bin/x13as
for the x13 path.
This is tested on macOS 13 (Ventura); hopfully it may also work on
macOS 11 (Big Sur) and 12 (Monterey) but we can't say for sure.
If the new Mac version seems to be working OK for most people, we'll
produce a "pkg" file to make the installation a bit easier.
--
Allin Cottrell
Department of Economics
Wake Forest University
2 months
gretl and X-13ARIMA on Linux
by Cottrell, Allin
Hello all,
We've just noticed a problem with the add-on package for using
X-13ARIMA with gretl on Linux. The x13as executable was failing to
produce ARIMA roots, so the arima command with option --x-12-arima was
not working. This is now fixed in an updated version of the package
x13as-linux-64.tar.gz, which can be found at
https://sourceforge.net/projects/gretl/files/x13as/
We've checked x13as_install-64.exe for Windows, and it does not have
this problem.
--
Allin Cottrell
Department of Economics
Wake Forest University
2 months, 1 week
Propensity score and Mahalanobis matching
by Paolo Chirico
Dear all,
a new package is available on the server: stat_match.
It allows gretl users to apply two methods of statistical matching,
radius and one-to-one methods, using both the propensity score and the
mahalanobis distance.
I will be grateful to all those who send me suggestions to improve it or
point out any bugs.
Cheers,
Paolo
--
Paolo Chirico
RU e Prof.Agg. di Statistica Economica
Università del Piemonte Orientale
Dip. di Giurisprudenza e Scienze Politiche,
Economiche e Sociali (DIGSPES)
Alessandria, Italia
2 months, 2 weeks
$workdir inheritance
by Marcin Błażejowski
Hi,
I'd like to as if $workdir inheritance is conditional (on something?) or
unconditional. I'm asking because on my machine - which run under Debian
testing/unstable - $workdir is always set to current dir. But on two
Ubuntu-s I have (in Oracle cloud) $workdir is _always_ set to $HOME.
Of course the workaround is trivial via 'getenv("PWD")', but I'd like to
know.
Marcin
--
Marcin Błażejowski
2 months, 3 weeks
