Network Field Technician
by ashaikfe＠gmail.com
A Network Field Technician is responsible for network development and maintenance in the field for any organization. The individual works with the organization’s technical team and its clients to install, configure, maintain, and fix all LAN/WAN and other equipment issues, ensuring efficient network functionality.
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Read More: https://www.fieldengineer.com/skills/network-field-technician
2 weeks, 4 days
(no subject)
by Brian Revell
Is there any reason why recursive forecasts cannot be generated and
included in the ARIMA option for univariate modelling forecasts (together
with their confidence intervals ) when no exogenous variables have been
included in the specification Clearly post sample data the MA terms would
drop out.
Brian
8 months
Re: db.nomics and OECD data
by Sven Schreiber
[I put the users list back on here...]
Am 04.11.2024 um 17:28 schrieb klaus.hasenbach(a)web.de:
> Dear Sven
>
> Thanks. Hope I got you right.
>
> With the mentioned script command
> gretl returns
> ? data OECD/DSD_PRICES(a)DF_PRICES_ALL/AUT.M.N.CPI.PD._T.N.GOY
> Unexpected symbol '@'
Right. I guess this happens because gretl's parser simply hasn't had to
accommodate such a "weird" case so far.
>
> where as
>
> provider = "OECD"
> database = "DSD_PRICES_COICOP2018@DF_PRICES_C2018_ALL"
> bundle spec = defbundle("mask","CHL.M.N.CPI.PC.CP01.N.G1")
> bs = dbnomics_get_multiple(provider, database, 1000, 0, spec)
> dbnomics_bundles_print(bs)
> list X = dbnomics_bundles_to_list( bs, "series_code" )
> printf "\nHere are the series in list X:\n"
> list X print
>
> works fine.
Yes, a nice workaround for the parser problem.
>>>
>>>
>>> but surprisingly the bundl request does not work with all data, for
>>> instance not for
>>>
>>> provider = "OECD"
>>> database = "DSD_IMTS@DF_IMTS"
>>> bundle spec = defbundle("mask","DNK.W.X.C.M.XDC.Y.N")
>>> bs = dbnomics_get_multiple(provider, database, 1000, 0, spec)
OK I see, and I agree it's surprising.
I checked what is returned from the relevant gretl-dbnomics internals,
and I'm seeing:
? =req.output
{"_meta":{"args":{"align_periods":false,"dataset_code":"DSD_\u00e2\u0080\u008bIMTS@DF_\u00e2\u0080\u008bIMTS","dimensions":{},"facets":false,"format":"json","limit":1000,"metadata":false,"observations":true,"offset":0,"provider_code":"OECD","q":"","series_code":"DNK.W.X.C.M.XDC.Y.N"},"version":"22.1.17"},"message":"Dataset
'OECD\/DSD_\u00e2\\x80\\x8bIMTS@DF_\u00e2\\x80\\x8bIMTS' not found"}
So I believe on the dbnomics server side they are inserting weird
unicode characters (the \u00e2\u0080\u008b above), rendering the
resulting json invalid. I have no idea where that comes from or why, my
current guess would simply be it's a bug over there.
But maybe someone has a better diagnosis or even a workaround.
cheers
sven
1 year, 3 months
garch command
by Burak Korkusuz
Hi,
For GARCH command, is there any trick to include an exogenous variable in the Variance Equation. Following the semicolon, any variable written after dependant variable is included in the Mean Equation. For example,
garch 1 1 ; R const
I know, Eviews does this by @ operator following dependant variable. I am just wondering is there any way to do this?
Bests,
Burak Korkusuz
1 year, 4 months
packages for threshold estimation
by Sven Schreiber
Dear gretl users,
I'd like to announce some new contributed packages for estimating
threshold regressions.
- thresh_infer: This implements some method(s) from Bruce Hansen (2000),
“Sample Splitting and Threshold Estimation”, Econometrica, vol. 68, no.
3, pp. 575-603. The target here is cross-section or time-series data.
- thresh_search: This is based on parts (not all!) of Jesús Gonzalo,
Jean-Yves Pitarakis, “Estimation and model selection based inference in
single and multiple threshold models”, Journal of Econometrics, vol. 110
(2002), pp. 319-352. The most important point is that more than one
threshold is allowed.
Further explanations can be found in the help texts of the packages. If
anything remains unclear, please ask here on the list (for example, in
this thread).
Let me also remind everyone of the existing threshold-related packages
in the gretl ecosystem:
- SETAR by Federico Lampis & Ignacio Díaz-Emparanza: This is a special
case of the Hansen-2000 framework in the context of an autoregression.
- Threshold_Panel by Artur Tarassow: As the name suggests, this is
specifically for panel models (with strictly exogenous regressors as
dictated by the fixed-effect framework), based on Bruce Hansen (1999),
"Threshold effects in non-dynamic panels: Estimation, testing, and
inference", Journal of Econometrics 93 (1999) 345-368.
Hopefully I haven't forgotten anything.
As always, the packages are available from the public gretl package
server from within the gretl program. (File / Function packages / On server)
cheers
sven
1 year, 4 months
Recursive forecasts for Arima models
by Brian Revell
Is there any reason why recursive forecasts cannot be included in the ARIMA
option for univariate modelling together with their confidence intervals
when the model is truly univariate with no exogenous varisbles included in
the specification Clearly post sample data the MA terms would drop out of
the forecasts that would effectively only require the AR parameters and any
differencing.
Brian
1 year, 4 months
Bai Perron test for structural breaks missing
by Brian Revell
Hi
although there appears to be a Quandt likelihood ratio test for structural
break at an unknown point in the Test options for an estimated linear
model, the uploaded
Stuctbreak module with the Bai Perron test has gone missing. Is there a
reason for this?
regards
Brian J Revell
1 year, 4 months
New (?) Font Size Adjustment Feature in Gretl
by Artur T.
Dear gretl-users,
I wanted to share a useful feature that I recently discovered in Gretl.
You can now increase and decrease the font size using the keystrokes
"Ctrl + '+'" to enlarge and "Ctrl + '-'" to reduce the font size.
This functionality currently works in both the editor window and the
output window, making it easier to read and work with your data.
However, please note that this feature does not yet apply to the main
window.
I believe this addition enhances the user experience significantly, and
I wanted to make sure everyone is aware of it. If you haven't tried it
yet, I encourage you to give it a go!
Best,
Artur
1 year, 4 months
Question about root-finding of a non-linear equation
by Alecos Papadopoulos
To the best of my knowledge, we do not have in gretl a direct
root-finder for a non-linear equation (apart from "polroots" for
polynomials) , say
f(x,a) - b = 0
with function f continuous / non-linear, a,b given and with task to find
x. Assume that there indeed exists a unique solution x*.
I thought I'd trick the system by specifying
h(x,a,b) = [f(x,a) - b]^2
and ask the BFGScmin function to minimize h(x,a,b) (with numerical
derivatives).
Mathematically this looks sound, but is there something that lurks in
the software/computational basement?
--
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web: alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
1 year, 4 months
