October 2026 - Gretl-users - gretlml.univpm.it

by Brian Revell

Apologies checked my data and the dep variable had somehow been corrupted. No problem after replacing it with uncorrupted version). *Brian Revell*

1 week

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pANEL DATA ISSUES WITH NEW VERSION OF GRETL

by Brian Revell

I have tried to run both a fixed effects and dynamic panel data model with 5 panel members and 20 observations per panel and 3 independent variables The fixed effects says *missing data* and stops (it was never a problem before) and the dynamic panel estimation specification say *out of memory *(never happened before). Suggestions please *Brian Revell*

1 week

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gretl 2026c released

by Allin Cottrell

As usual, see https://gretl.sourceforge.net 2026-10-12 version 2026c - new addons kmeans and PairPlot, from A. Tarassow's function packages of the same names, with various enhancements and speedups - new function kmeans(): algorithm ASA136 for the k-means problem - new function permute(): calculate all permutations of a vector of up to 8 elements - "fcast" command: introduce the --exponentiate and --integrate options for forecasting levels from a model in logarithms and/or first differences - matrix code: drop the experimental hand-crafted OpenMP paths for multiplication, X'X and element-wise add/subtract, relying on the BLAS and native single-threaded code; lower the default blas_mnk_min threshold to 80000 accordingly - extra addon: new function convex_hull() - the "omp_mnk_min" set-variable is now an obsolete no-op - GUI: promote the "Packages" entry to top level - GUI: forecast from single-equation model, support write and copy in CSV format - GUI: fix for call to function package with no arguments - GUI: fix for the options shown in connection with making a forecast from a model - use of "to" in a range-of-lags expression: support this in a wider range of contexts - recession bars in time-series plots: extend support of this feature to daily data - enhance functionality of ui-maker for function packages - fix bug: GUI plot editor breaks factorized plots - fix bug: crash in GUI data editor on Windows - fix bug: correlation matrix heatmap broken if the graph-name of an included series contains '%' - fix bug: crash in adf test on panel data when the --difference option is given - fix bug: potentially incorrect output from xtab when given string-valued series as input - fix bug: potential crash or memory leak with the "smpl" command in certain cases of compounding restrictions - fix bug: possible crash in the "bds" command under certain conditions - gretl_edit: support loading of function definitions and emacs-style "jump to declaration" - MS Windows: update doc regarding use of MS-MPI -- Allin Cottrell Professor Emeritus of Economics Wake Forest University, NC

1 week, 2 days

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Re: yahoo_get error

by Theodoros Panagiotidis

It works smoothly! Thanks! On Sun, 11 Oct 2026 at 15:24, RICCARDO LUCCHETTI < r.lucchetti(a)staff.univpm.it> wrote: > The new version of the paxkage (3.10) is now available for download. The > yahoo_price() function should work correctly in weekly datasets too. > > Testing would be appreciated! 🙂 > ------------------------------ > *From:* Riccardo (Jack) Lucchetti <p002264(a)staff.univpm.it> > *Sent:* Friday, 09 October 2026 01:32:40 > *To:* gretl-users(a)gretlml.univpm.it <gretl-users(a)gretlml.univpm.it> > *Subject:* [Gretl-users] Re: yahoo_get error > > On 08/10/2026 22:07, Cottrell, Allin wrote: > > On Thu, Oct 8, 2026 at 3:18 PM Theodoros Panagiotidis <tpanag(a)uom.edu.gr> > wrote: > >> It is weekly > > OK, so it's a bug in yahoo_get. Either the conditionality for > > referencing 'amth' should be ($pd == 4 || $pd ==12) -- not that the > > data are not daily -- or else, if the weekly frequency is not > > supported, that should be made explicit. > > I'm working on a revised version of the package that should handle weekly > datasets correctly. > > ------------------------------------------------------- > 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 > ------------------------------------------------------- > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > -- Theodore Panagiotidis University of Macedonia Thessaloniki, Greece & Research Associate HO, LSE <https://www.lse.ac.uk/Hellenic-Observatory> Linkedin <https://www.linkedin.com/in/theodore-panagiotidis-1371b3169/> GooglePage <https://sites.google.com/view/prof-theodore-panagiotidis/bio?authuser=0>

1 week, 3 days

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yahoo_get error

by Theodoros Panagiotidis

? Tesla = yahoo_price("TSLA", 0, 0) TSLA imported ok > desc_s ~= ", " ~ amth The symbol 'amth' is undefined Data error *** error in function yahoo_price, line 35 > desc_s ~= ", " ~ amth -- Theodore Panagiotidis University of Macedonia Thessaloniki, Greece & Research Associate HO, LSE <https://www.lse.ac.uk/Hellenic-Observatory> Linkedin <https://www.linkedin.com/in/theodore-panagiotidis-1371b3169/> GooglePage <https://sites.google.com/view/prof-theodore-panagiotidis/bio?authuser=0> <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_camp...> Virus-free.www.avast.com <https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_camp...> <#DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>

1 week, 3 days

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How to get L2 and CWC variables quickly

by Ramki S

When working with panel data, I need to create the cwc (centered within cluster) variables quickly. Although there is "add time mean.." will do exaclty this job in creating L2 variable, I have to do one more step to create the cwc variable. Can we have some function to do the both? I am using the terminology used in multi-level models. series Q_output_L2 = pmean(Q_output) series Q_output_cwc = Q_output - Q_output_L2 series PF_fuelprice_L2 = pmean(PF_fuelprice) series PF_fuelprice_cwc = PF_fuelprice - PF_fuelprice_L2 series LF_loadfactor_L2 = pmean(LF_loadfactor) series LF_loadfactor_cwc = LF_loadfactor - LF_loadfactor_L2

1 week, 6 days

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Error using winters (wes) from fcModels

by ramakrishnasalagrama＠gmail.com

? List04 = wes(Cement, 0, null, 1, 0.4, 0.03, 0.3, 2, 0) Index value -1 is out of bounds *** error within loop in function wes > genr f[j+1]=(F[j] + m*T[j])*S[j+m-$pd] I am getting the above error while trying to estimate the holt-winters from fcModels. Any help? https://www.dropbox.com/scl/fi/nklcilb87qdtc2dm1klr6/aus_production_cemen...

1 week, 6 days

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Package updates (September 2026)

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 September 2026, one package was updated and a new one was introduced. The new package is "nic_gig", by Mary Mertzanidou and Theodore Panagiotidis. This package is used jointly with the "gig" addon (univariate GARCH models), and lets you plot the "News Impact Curve" for a GARCH model and a GJR model. The updated package is "BreitungCandelonTest" (for frequency-wise Granger causality tests), by Sven Schreiber, which is mostly a bugfix. As usual, download and enjoy! ------------------------------------------------------- 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 weeks

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gretl4py 0.62 released

by Marcin Błażejowski

Hi gretl users, I have just released *gretl4py 0.62*, available via PyPI and Conda (a little later, maybe tomorrow). This release brings a substantial extension and cleanup of the Python API. Among the most notable changes are: * an extended model-specific API, including post-estimation tests and diagnostics; * further development of the |gretl.Matrix|, |gretl.Dataset|, |gretl.Bundle|, and |gretl.Package|interfaces; * improved interoperability with NumPy and pandas; * improved support for calling gretl function packages directly from Python; * further development of VAR/VECM functionality; * improved plotting support; * numerous smaller API improvements, fixes, and documentation updates. The documentation has also been substantially revised and extended. Installation via PyPI is as usual: python3 -m pip install --upgrade gretl4py For more information, documentation, examples, and source code, see: https://gretl.sourceforge.net/gretl4py.html <https://gretl.sourceforge.net/gretl4py.html> Have fun! Marcin

2 weeks, 1 day

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gretl4py 0.62 pre-release

by Marcin Błażejowski

Hi, here: https://sourceforge.net/projects/gretl/files/gretl4py/snapshots/ you'll find pre-release builds of gretl4py 0.62. The most important change is the new dataset- and model-based testing API: <python> import gretl d = gretl.get_data("denmark") r1 = d.adf(2, [1]) m = gretl.ols("1 0 2 3 4").fit() r2 = m.reset(squares_only=True) </python> The old API, i.e. obj.test(type: str, **kwargs), is still available, but will be removed in version 0.7. Marcin

2 weeks, 4 days

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Gretl-users October 2026