Error executing the convolve.inp script file
by Artur Bala
Hi,
I wanted to share the following error encountered while running the
convolve.inp file:
? fc=cmult(f[,1:2], f[,3:4])
Index value 3 is out of bounds
fc is a 4x4 matrix actually so the code should have worked I guess.
I’m using gretl 2026b on MacOS Sonoma (Intel)
Kind regards,
Artur
*__________________________________________*
3 months, 2 weeks
Gretl response when trying to copy an Armax model result output window
by Brian Revell
Gretl error Cannot open Clipboard
It gives same response no matter what file format requested , or even if
highlighting and copying using Ctrl + C as opposed to Edit Copy
Pretty serious when one wants to paste fitted / forecast values into a
spreadsheet for further modelling use without laborious copying the screen
display.
Any workarounds ?
Given the other problem with data editing in Gretl 2026b is also proving
problematic using the GUI, any chance of being able to redownload 2025c or
whatever was the latest version last year until 2026b is cleaned of bugs,
might there be a workaround.?Clearly a screen dump is no help in that the
data shown will not be transferable into other apps other than as a jpg.
Brian
*Brian Revell*
3 months, 3 weeks
ARMAX prediction/fitted values function ESTIMATES
by Brian Revell
Humour me please. Let us suppose we have an ARMAX(1,0,0) model with 2
independent variables and a constant.
ie (1-ΦB)Yt = α +µ1*X1t +µ2*X2t where B is the lag or backshift operator
Assuming Φ is positive this is equivalent to
*Yt =α + Φ*Yt-1 +µ1*X1t +µ2*X2t*
which is relatively straightforward to check against Gretl output using
the estimated coefficients and relevant rhs variables .However, the results
of doing so do not correspond to the predicted or fitted values from Gretl.
Estimating the equation via OLS, produces marginally different coefficient
estimates (all the same sign) with the exception of the intercept, and
manually checking the equation does correspond to the gretl output fitted
values for OLS similarly specified model. So my question is what is the
ARMAX prediction function in this case
Is it the expansion of the solution for Yt by dividing by (1-ΦB) ?
Here is the ARMAX estimated equation;
coef st.err z pval
const 3.81738 0.250722 15.23 2.39e-052 ***
coef st.err z pval
const 3.81738 0.250722 15.23 2.39e-052 ***
phi_1 0.492142 0.282172 1.744 0.0811 *
X1 −0.06129 0.0232348 −2.638 0.0083 ***
X2 0.183408 0.0832595 2.203 0.0276 **
Adjusted R-squared 0.645 S.D. of innovations 0.230
Log-likelihood 0.5967 Schwarz criterion 12.346
Here are the OLS equivalents
coef st.err z pval
const 1.99713 0.686194 2.910 0.0142 **
Yt-1 0.517002 0.181787 2.844 0.0160 **
X1 −0.04545 0.0152909 −2.973 0.0127 **
X2 0.183119 0.0835570 2.192 0.0508 *
S.E. of regression 0.2245 Adjusted R-squared 0.719
Log-likelihood 3.447668 Schwarz criterion 3.9368
An explanation would be helpful
Thanks
*Brian Revell*
3 months, 3 weeks
Retrieving forecast values from ARIMA
by Brian Revell
Is there any way of being able to save forecast values in the ARIMA
submodule.
It is possible to print them out and extract them from the printout by
copying it, inputting it into Excel then doing a Data Text to columns
process to be able to get at them for further use. Much preferable to be
able to save the forecsats (in the same way that fitted values can be
saved).
*Brian Revell*
3 months, 3 weeks
gretl4py news
by Marcin Błażejowski
Hi,
For those interested: the new gretl4py-0.60 release is coming soon.
Today I have uploaded fresh builds of version 0.52 for Windows (x86),
Linux (x86), and macOS (Intel and Apple Silicon) here:
https://sourceforge.net/projects/gretl/files/gretl4py/snapshots/
The most important changes are:
1. A new `gretl.Matrix` class.
2. The possibility to run hansl code, including scripts.
3. The possibility to pass Python lists to estimators, including
functions provided by gretl packages. (That is:
gretl.ols([1,0,2,3]).fit() which is an equivalent to gretl's 'ols 1 0 2 3'.)
If you find any bugs, please report them.
Best regards,
Marcin
3 months, 3 weeks
Problem with opening existing gretl session
by Alecos Papadopoulos
I run Windows 10 gretl release 2026b.
I get the following when I try to open an existing gretl session. I have
closed and opened it in the past, no problem.
I looked at the path, after "...\Roaming\gretl\", there does not appear
to exist "...\.PWT_110_2TSF" at all so neither
"...\.PWT_110_2TSF\pwt110.gdt".
It has happened also in the past with other sessions. Any advice as to
what I could do to fix this?
Thanks.
--
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
web: alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
4 months
