(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
2 weeks
Contributed package buys_ballot will be retired
by Sven Schreiber
Hi everybody,
this is to pre-announce that the veteran contributed function package
"buys_ballot" by Ignacio Díaz-Emparanza (and Jack Lucchetti, last
updated in 2018) for seasonal plotting will be retired soon from the
public package server. The reason is that its functionality and a little
more is offered by the newer package "season_plot" by Artur Tarassow.
This course of action has been discussed and coordinated with the
package authors.
One restriction to note is that "season_plot" for technical reasons
requires at least gretl 2024b, which is relatively recent. So we are
going to wait for the next gretl release 2024d (which is expected soon)
before retiring the other package. As always, you can continue to use
the package and also store a local copy of "buys_ballot" for further
use. It's probably also going to be archived (@Artur?).
If you notice any problems in your usage with the newer package
"season_plot", now would be a great time to report it. (on- or off-list)
thanks
sven
7 months, 1 week
mix-up with addons for Windows and Mac
by Allin Cottrell
Sorry about this: there was a mix-up regarding the "addon" function
packages for gretl in the 2024d release (from a week ago). This
affects our packages for Windows and macOS: these packages were
built with addons labeled for "2024d-git", the previous development
version, rather than "2024d" as should have been, with the result
that they're not recognized as valid.
To check your gretl, go to "Help/Check for addons" in the main
window. If the correct addons are not installed you should now be
offered the option of downloading the correct ones, and hopefully
that will put things right. (Just today I corrected the addons file
for 2024d on sourceforge.)
Another way of correcting the addons is to install one of today's
snapshots.
Windows: https://gretl.sourceforge.net/win32/
Mac: https://gretl.sourceforge.net/osx.html
Allin Cottrell
7 months, 3 weeks
gretl 2024d released
by Allin Cottrell
See https://gretl.sourceforge.net
2024-12-12 version 2024d
- "append" command: make the help text more explicit
- "pca" command: make a $result bundle available
- "square" command and square() function: don't skip dummy
variables when computing cross-products
- xmax() and xmin() functions; consolidate with max, min but
retain the "x" variants as aliases until further notice
- Fix possible incorrect behavior of "smpl" in some special
cases (inside a function, when the dataset is sub-sampled at
the caller level)
- nelem() function: ensure that it returns the number of bytes
in a string argument, as per the documentation
- Avoid false positives in detecting markdown in help text for
function packages
- Windows10 theme: fix invisibility of some GUI elements
- recent macOS: fix crash on trying to open PDF viewer to a
specific chapter of the User's Guide
- dbnomics addon: don't fail on database IDs that contain '@'
(as some OECD identifiers now do)
- gretl_edit: use a scrollable window when displaying stderr
output, so it doesn't get truncated
- When adding a 1x1 matrix to a bundle via defbundle() or _()
don't automatically convert it to a scalar
- Tweaks for handling of empty matrices plus a little more
documentation
- GUI: support Ctrl + mouse-wheel to resize text
- GUI: fixes for breakage when resizing plots in some cases
- Documentation for addons: avoid collision with hyperref
--
Allin Cottrell
Professor Emeritus of Economics
Wake Forest University, NC
8 months
Package updates (November 2020)
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 November 2024, 3
packages were updated to a new version:
"season_plot", by Artur Tarassow (special plots for seasonal time series)
"thresh_infer", by Sven Schreiber (inference on threshold effects in
regression models, mainly methods by Bruce Hansen)
"thresh_search", by Sven Schreiber (multiple-regime regression as per
Gonzalo & Pitarakis, 2002, JoE)
Artur has just sent a message about season_plot, that provides a more
modern replacement for Ignacio Diaz-Emparanza's "buys-ballot" package.
As for Sven's packages, they're obviously quite closely related.
Download them and see for yourselves!
-------------------------------------------------------
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
-------------------------------------------------------
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
8 months
