Problem with copy-as-csv matrix with eigenvalues
by Alecos Papadopoulos
Using the eigen function I obtain the matrix with eigenvalues
XXeig (5 x 1)
4.4676e+004 + 0.0000e+000i
5.9654e+003 + 0.0000e+000i
1.2180e-003 + 0.0000e+000i
1.0542e+002 + 0.0000e+000i
8.0995e+002 + 0.0000e+000i
If I select its icon, select "copy as csv..." and choose any of the
"comma / space / tab" options for separators, I get, when pasting into
an excel file,
44676.2059363678
0
5965.42208618647
0
0.00121802209740075
I understand that essentially it copies the first three eigenvalues but
understands as different rows the numbers to the left of the stand-alone
"+" sign.
So, since this is a 5 X 1 matrix, it exhausts the row index at the
element 1.2180e-003.
Could that be fixed?
Thanks.
--
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
3 weeks, 5 days
grouped data logit
by Ramki S
Hi,
Here x indicates income, N indicates number of families, n indicates number of families with houses. How to run logistic regression if the data has frequencies?
X(000's$) Ni ni
6 40 8
8 50 12
10 60 18
13 80 28
15 100 45
20 70 36
25 65 39
30 50 33
35 40 30
40 25 20
3 weeks, 6 days
Newey west standard errors
by Ramki S
Dataset:
https://raw.githubusercontent.com/srk7774/data/refs/heads/master/table10....
Hi,
Is there anyway we can get newey-west standard errors in gretl? HAC robust errors are differing slightly with textbook result.
Text book result:
Dependent Variable: LCONSUMPTION Method: Least Squares
Sample: 1947-2000 Included observations: 54
Newey-West HAC Standard Errors & Covariance (lag truncation = 3)
Variable Coefficient Std. Error t-Statistic Prob.
CONSTAN -0.467714 0.043937 -10.64516 0.0000
LINCOME 0.804871 0.017117 47.02132 0.0000
LWEALTH 0.201272 0.015447 13.02988 0.0000
INTEREST -0.002689 0.000880 -3.056306 0.0036
Statistic Value Statistic Value
R-squared 0.999560 Mean dependent var. 7.826093
Adjusted R-squared 0.999533 S.D. dependent var. 0.552368
S.E. of regression 0.011934 F-statistic 37832.71
Sum squared resid. 0.007121 Prob. (F-statistic) 0.000000
Durbin-Watson stat. 1.289237
Gretl result:
Model 10: OLS, using observations 1947-2000 (T = 54)
Dependent variable: l_C_expenditure
HAC standard errors, bandwidth 2, Bartlett kernel
coefficient std. error z p-value
-------------------------------------------------------------
const −0.467711 0.0458627 −10.20 2.02e-024 ***
Interest −0.00268906 0.000879808 −3.056 0.0022 ***
l_Yd_income 0.804873 0.0171749 46.86 0.0000 ***
l_W_wealth 0.201270 0.0160382 12.55 4.00e-036 ***
Mean dependent var 7.826093 S.D. dependent var 0.552368
Sum squared resid 0.007121 S.E. of regression 0.011934
R-squared 0.999560 Adjusted R-squared 0.999533
F(3, 50) 23576.95 P-value(F) 9.64e-79
Log-likelihood 164.5880 Akaike criterion −321.1760
Schwarz criterion −313.2201 Hannan-Quinn −318.1077
rho 0.324678 Durbin-Watson 1.289219
Log-likelihood for C_expenditure = −258.021
3 weeks, 6 days
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.
The technician maintains computer equipment, mobile devices, phones, cabling, routers, switches, and printers, among others, to address all of the client’s networking requirements either remotely or at the clients’ premises.
Read More: https://www.fieldengineer.com/skills/network-field-technician
1 month
Date time recognition
by Ramki S
Hi,
1. Can gretl recognize the ymd hms format dates automatically?
2. If the data is 30 min frequency data, how to tell gretl?
1 month
Implementing latest developments in forecasting
by ramakrishnasalagrama＠gmail.com
Hi,
New techniques are emerging quickly and a general user wanted to test these techniques quickly through some gui based software and gretl has plenty of potential in this regard. For example, the time series package "prophet" by facebook one wanted to use but there is no option of doing this in gretl. So instead of writing the entire code from the ground up, we can integrate python into gretl and run the function in the background and show the results in gretl. SPSS is doing the same for some functions. It has support for R and Python. Any ideas?
https://facebookresearch.github.io/Kats/
1 month, 1 week
parameters from winters 1.1
by ramakrishnasalagrama＠gmail.com
Hi,
I am trying to replicate the following triple exponential model (additive) from the famous Hyndman book. https://otexts.com/fpp3/holt-winters.html. Gretl predictions are given below.
Trips_W_add Trips_W_trend Trips_W_seas
2018:1 13.13124 11.01523 2.210526
2018:2 11.11609 11.10974 0.100856
2018:3 11.07205 11.20426 -0.037689
2018:4 11.58887 11.29877 0.384615
2019:1 13.50930 11.39329 2.210526
2019:2 11.49414 11.48780 0.100856
2019:3 11.45011 11.58231 -0.037689
2019:4 11.96693 11.67683 0.384615
2020:1 13.88735 11.77134 2.210526
2020:2 11.87220 11.86586 0.100856
2020:3 11.82817 11.96037 -0.037689
2020:4 12.34498 12.05488 0.384615
Hyndman predictions:
2018 Q1 1 12.9
2018 Q2 2 11.2
2018 Q3 3 11.0
2018 Q4 4 11.2
2019 Q1 5 13.4
2019 Q2 6 11.7
2019 Q3 7 11.5
2019 Q4 8 11.7
2020 Q1 9 13.9
2020 Q2 10 12.2
2020 Q3 11 11.9
2020 Q4 12 12.2
They are not matching. Also, gretl is not printing the final alpha, beta, gamma values. Any help? data is given below.
https://drive.google.com/open?id=1BnKMYc6vO1fi987f5P6LcEGgV9JXcYxV&usp=dr...
1 month, 1 week
time-out loading the user guide
by Sven Schreiber
Hi all, in the past weeks I have repeatedly experienced time-out
messages from gretl when trying to load the manual (user guide). This
happened even though steady progress was visible in the green bar in the
dialog window. I could download the guide from the sourceforge website
with a browser, but not from within gretl.
I believe this could be slowness of the sourceforge server rather than
slowness of the various network connections where I saw this. Maybe
gretl just needs to be more tolerant there?
thanks
sven
1 month, 1 week
Package updates (February 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 February 2025, 3
packages were updated to a new version and a new one was released.
The new one is
"ZivotAndrews", by myself, which implements Zivot and Andrews' famous
unit-root test under structural breaks. Notably, it features a novel
method for computing p-values, which is described here
<https://doi.org/10.1016/j.econlet.2026.112833>.
The updates were:
"paneldesc", also by myself (Basic statistics about gaps in panel datasets)
"CSDpanel", by Sven Schreiber and Jörg Breitung (test and estimators for
panel datasets with cross-section dependence)
"TVC", by Ekkehart Schlicht (Regression with Time-varying coefficients
using this estimator
<https://link.springer.com/article/10.1007/s42952-021-00110-y>)
Moreover, a companion package to TVC, "TVCplots" was released yesterday.
As usual, update 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
-------------------------------------------------------
1 month, 1 week
