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, 12 months
rolling estimation
by Theodoros Panagiotidis
Dear All,
I am trying to write script for running OLS and then plotting the
coefficients
# Define your sample and dataset
open capm.gdt # Replace with your dataset file
# Define the rolling window size
scalar window_size = 50 # Set the size of the rolling window (e.g., 60
periods)
# Define the variable names
series y = ERFORD # Replace with your dependent variable
series x = ERSANDP # Replace with your independent variable
# Initialize series to store rolling estimates
series coef_x = NA # Stores coefficient for x
series intercept = NA # Stores intercept (constant term)
# Run rolling regression
loop i = window_size .. $nobs # Loop from the end of the initial window to
the last observation
scalar start = i - window_size + 1 # Calculate the starting point of
the window
sample start i # Set the sample range for the current rolling window
ols y const x # Run OLS on the defined sample
# Store results
coef_x[i] = $coeff(x) # Store the coefficient for x
intercept[i] = $coeff(const) # Store the intercept (constant term)
endloop
# Reset the sample to full range after the loop
sample 1 $nobs # Reset to full sample
# Plot results or save as desired
gnuplot coef_x intercept --with-lines --time-series
I am getting this:
# Define the rolling window size
? scalar window_size = 50 # Set the size of the rolling window (e.g., 60 \
periods)
Generated scalar window_size = 50
# Define the variable names
? series y = ERFORD # Replace with your dependent variable
Generated series y (ID 17)
? series x = ERSANDP # Replace with your independent variable
Generated series x (ID 18)
# Initialize series to store rolling estimates
? series coef_x = NA # Stores coefficient for x
Generated series coef_x (ID 19)
? series intercept = NA # Stores intercept (constant term)
Generated series intercept (ID 20)
# Run rolling regression
? loop i = window_size .. $nobs # Loop from the end of the initial window
to \
the last observation
> scalar start = i - window_size + 1 # Calculate the starting point of the
\
window
> sample start i # Set the sample range for the current rolling window
> ols y const x # Run OLS on the defined sample
> > # Store results
> coef_x[i] = $coeff(x) # Store the coefficient for x
> intercept[i] = $coeff(const) # Store the intercept (constant term)
> endloop
Parse error at unexpected token 'sample'
>> sample start I
regards
Theo
2 years
searching for underscores in PDF help documents
by Sven Schreiber
Hi all,
why can I sometimes search successfully for underscore characters in
some of the PDF help documents related to gretl , and sometimes not? Or
actually, my hypothesis is that it has to do with how the LaTeX
formatting is done at the source. And so the real question is, how can
we (as the doc authors) make sure that searching is possible?
Example: In the gretl user guide, I enter the search term "eviews_", and
I find the URL in footnote 1 on p. 18 (A4 version). Also, in the help
for the "gig" addon, searching for "gig_set_dist", I get two hits within
the main body. However, the occurrence in the appendix of the same
document isn't found. This is a bit unfortunate.
thanks
sven
2 years
RESET
by mayuda
Dear all,
We are using the RESET function and when we try to perform Ramsey's
RESET test in Gretl using only the squares version, the result we get is
the one for cubes and squares with robust estimation. We wanted to know
if there's any reason for this or if it's an error.
I really appreciate any help you can provide.
Maribel Ayuda
--
María Isabel Ayuda
Dept. of Economic Analysis
Faculty of Economics and Business Studies
Gran Vía 1-3
(50005) Zaragoza, Spain
Tel.:34 976 762410
Member of the Institute of Employment, Digital Society and
Sustainability (IEDIS) of the University of Zaragoza
http://personal.unizar.es/ayudam/
2 years
the "multiplot" package to be retired soon
by Sven Schreiber
Hello everybody,
this is a pre-announcement that the contributed function package
"multiplot" by Artur Tarassow and myself is going to be retired and
removed from the public package server soon. The reason is that since
gretl version 2023c we have the natively built-in "gridplot" facility,
so the multiplot package has become redundant and shouldn't be used anymore.
And here's the usual remark that if for any reason you still need the
package for your own code, please keep a local copy on your system(s).
thanks
Sven
2 years
Package updates (October 2024)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of October 2024, 4
packages were updated to a new version:
"Friedman", by Sven Schreiber (nonparametric test for location difference)
"levene", by Marcos Larios Santa Rosa (Levene's Test for equality of
variance across groups)
"BVAR", by Luca Pedini and Sven Schreiber (Bayesian VARs)
"wstats", by Riccardo "Jack" Lucchetti (more weighted descriptive
statistics)
The most important package among the above is, undisputedly, BVAR: not
only it's a fairly comprehensive and efficient implementation of
Bayesian techniques for VAR models (see
https://link.springer.com/article/10.1007/s00180-024-01492-3). The new
version also features massive performance improvements and offers a
valid alternative to Matlab-based packages such as the BEAR toolbox.
Macroeconometricians, be sure to check it out!
-------------------------------------------------------
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
-------------------------------------------------------
2 years
qform speed
by Marcin Błażejowski
Hi,
as long as I understand docs, qform() is not an option if A is identity.
But what if it is diagonal:
<hansl>
set verbose off
r = 20
c = 20
N = 10^6
x = mnormal(r, c)
A = I(c)
A[diag] = mnormal(c, 1)
set stopwatch
loop N
r1 = x'*A*x
endloop
printf "Total time: %f\n", $stopwatch
loop N
r2 = qform(x', A)
endloop
printf "Total time: %f\n", $stopwatch
</hansl>
On my no-so-new i7 8th gen (Haswell) I'm getting:
###########
gretl version 2024d-git
Current session: 2024-11-06 12:33
Total time: 6.207188
Total time: 6.925140
###########
Is that expected?
Marcin
2 years
db.nomics and OECD data
by klaus.hasenbach＠web.de
Hello
I appreciate very much that db.nomics and gretl was able to handle the
new access to the data published by OECD.
When using the menu in gretl (file>databases>dbnomics) I get all series
I want.
But when using the command in a gretl script e.g. "data
OECD/DSD_PRICES(a)DF_PRICES_ALL/AUT.M.N.CPI.PD._T.N.GOY" gretl does not
like the @.
The other way around It works fine with
provider = "OECD"
database = "DSD_PRICES@DF_PRICES_ALL"
bundle spec = defbundle("mask","AUT.M.N.CPI.PD._T.N.GOY")
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
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)
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
Are there ways to solve it?
Thank you very much
Klaus
2 years
Problems opening the Guide from the Help window
by MARCO TEDESCHI
Dear all,
This message is just to inform the community of a crash when trying to open the Gretl guide directly from the help. I am using Gretl 2023c with macOS arm64 (Apple M1 chip). When I try to open the Gretl Guide from command list functions, everything crashes. Let's take the ‘ols’ command as an example: when I try to open the Guide from the last line of the help, Gretl crashed and the attached report is displayed. This issue occurs with all the commands that refer to the Guide. This is not a serious problem, but I wonder if it is my problem or if it can be verified by other Mac users.
Bests,
Marco
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Translated Report (Full Report Below)
-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Process: gretl [3602]
Path: /Applications/Gretl.app/Contents/MacOS/gretl
Identifier: net.sourceforge.gretl
Version: 2024c
Code Type: ARM-64 (Native)
Parent Process: launchd [1]
User ID: 501
Date/Time: 2024-11-04 15:39:09.1971 +0100
OS Version: macOS 15.1 (24B83)
Report Version: 12
Anonymous UUID: C8192E51-8AFB-984B-A6C6-92B718029414
Time Awake Since Boot: 3800 seconds
System Integrity Protection: enabled
Crashed Thread: 0 Dispatch queue: com.apple.main-thread
Exception Type: EXC_BREAKPOINT (SIGTRAP)
Exception Codes: 0x0000000000000001, 0x00000001023e589c
Termination Reason: Namespace SIGNAL, Code 5 Trace/BPT trap: 5
Terminating Process: exc handler [3602]
Thread 0 Crashed:: Dispatch queue: com.apple.main-thread
0 gretl 0x1023e589c osx_open_pdf + 40
1 gretl 0x10237ac1c display_guide_chapter + 76
2 gretl 0x1023d0d60 follow_if_link + 292
3 gretl 0x1023d09a8 textview_event_after + 376
4 libgobject-2.0.0.dylib 0x102fa5754 g_closure_invoke + 216
5 libgobject-2.0.0.dylib 0x102fbb484 signal_emit_unlocked_R + 1832
6 libgobject-2.0.0.dylib 0x102fbc0b0 g_signal_emit_valist + 2296
7 libgobject-2.0.0.dylib 0x102fbc420 g_signal_emit + 28
8 libgtk-quartz-2.0.0.dylib 0x102c20d28 gtk_widget_event_internal + 752
9 libgtk-quartz-2.0.0.dylib 0x102af3760 gtk_propagate_event + 312
10 libgtk-quartz-2.0.0.dylib 0x102af3434 gtk_main_do_event + 1240
11 libgdk-quartz-2.0.0.dylib 0x1026a5e70 gdk_event_dispatch + 100
12 libglib-2.0.0.dylib 0x1039a21ec g_main_context_dispatch + 320
13 libglib-2.0.0.dylib 0x1039a2580 g_main_context_iterate + 520
14 libglib-2.0.0.dylib 0x1039a2930 g_main_loop_run + 256
15 libgtk-quartz-2.0.0.dylib 0x102af2c80 gtk_main + 196
16 gretl 0x102368594 main + 3880
17 dyld 0x189340274 start + 2840
Thread 1:
0 libsystem_pthread.dylib 0x1896be0e8 start_wqthread + 0
Thread 2:: com.apple.NSEventThread
0 libsystem_kernel.dylib 0x189681e34 mach_msg2_trap + 8
1 libsystem_kernel.dylib 0x1896945d0 mach_msg2_internal + 80
2 libsystem_kernel.dylib 0x18968a9d8 mach_msg_overwrite + 480
3 libsystem_kernel.dylib 0x18968217c mach_msg + 24
4 CoreFoundation 0x1897a9edc __CFRunLoopServiceMachPort + 160
5 CoreFoundation 0x1897a873c __CFRunLoopRun + 1212
6 CoreFoundation 0x1897a7bc4 CFRunLoopRunSpecific + 588
7 AppKit 0x18d3f8b8c _NSEventThread + 148
8 libsystem_pthread.dylib 0x1896c32e4 _pthread_start + 136
9 libsystem_pthread.dylib 0x1896be0fc thread_start + 8
Thread 3:
0 libsystem_kernel.dylib 0x18968a710 poll + 8
1 libgdk-quartz-2.0.0.dylib 0x1026a6480 select_thread_func + 168
2 libsystem_pthread.dylib 0x1896c32e4 _pthread_start + 136
3 libsystem_pthread.dylib 0x1896be0fc thread_start + 8
Thread 4:
0 libsystem_pthread.dylib 0x1896be0e8 start_wqthread + 0
Thread 5:
0 libsystem_pthread.dylib 0x1896be0e8 start_wqthread + 0
Thread 6:
0 libsystem_pthread.dylib 0x1896be0e8 start_wqthread + 0
Thread 0 crashed with ARM Thread State (64-bit):
x0: 0x0000600000a12fa0 x1: 0x000060000058d880 x2: 0x0000000000000000 x3: 0x0000600000a12fc0
x4: 0x0000600000a13000 x5: 0x0000000091816880 x6: 0x0000000000002fa0 x7: 0x0000000000000000
x8: 0x05e58626c45a002b x9: 0x05e58626c45a002b x10: 0x0002b21f9600078c x11: 0x000060000058d888
x12: 0x0001b21f9600078c x13: 0x0000600002c14428 x14: 0x00000000001ff800 x15: 0x00000000000007fb
x16: 0x000000029b9c6834 x17: 0x00000001ee7f05b0 x18: 0x0000000000000000 x19: 0x000000016dafd548
x20: 0x0000600002c1f510 x21: 0x000000012c982300 x22: 0x0000000000000000 x23: 0x00000000000003e7
x24: 0x000000010240fe39 x25: 0x00000001024100a8 x26: 0x000000016dafd990 x27: 0x0000000000000000
x28: 0x000000012bf949a0 fp: 0x000000016dafd530 lr: 0x00000001023e589c
sp: 0x000000016dafd520 pc: 0x00000001023e589c cpsr: 0x60001000
far: 0x0000000000000000 esr: 0xf2000001 (Breakpoint) brk 1
Model: MacBookAir10,1, BootROM 11881.41.5, proc 8:4:4 processors, 8 GB, SMC
Graphics: Apple M1, Apple M1, Built-In
Display: Color LCD, 2560 x 1600 Retina, Main, MirrorOff, Online
Memory Module: LPDDR4, Micron
AirPort: spairport_wireless_card_type_wifi (0x14E4, 0x4378), wl0: Jul 26 2024 20:49:57 version 18.20.458.0.7.8.173 FWID 01-544d6458
IO80211_driverkit-1315.7 "IO80211_driverkit-1315.7" Sep 28 2024 16:04:40
AirPort:
Bluetooth: Version (null), 0 services, 0 devices, 0 incoming serial ports
Network Service: Wi-Fi, AirPort, en0
USB Device: USB31Bus
USB Device: USB31Bus
Thunderbolt Bus: MacBook Air, Apple Inc.
Thunderbolt Bus: MacBook Air, Apple Inc.
2 years
Execut scipt
by Carlos Andrade
Dear Gretl users,
How to execute a script file from the console in Gretl?
Atenciosamente,
Carlos Antonio Soares de Andrade
Economista e Consultor de Empresas
Telefone: (83) 9 98117113
2 years
