[Gretl-users] gretl development news

Hello all, This is a very busy time of the academic year for me, so I've had to cut back a bit on the time I spend on gretl. Nonetheless, there are some nice things in the pipeline and I thought I'd let people know about some of them. 1) Up till now, we've had conditional ML estimation of ARIMA models in "native" gretl code, but exact ML has been farmed out to x-12-arima and TRAMO/SEATS. Well, now we have native exact ML using the Kalman filter. The Kalman filter is now accessible via the C-language API of libgretl. I haven't yet attempted to make it accessible via script commands: the interface will necessarily be quite complicated. The Kalman/ARIMA functionality is available in gretl CVS and the current Windows snapshot http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe 2) There's a new (and, I think, greatly improved) mechanism for saving gretl GUI sessions. We now save sessions (something like OpenOffice) as a zipfile containing the graph files from the session, the session models represented in XML, and any user-defined matrices and functions, also in XML. We also save the state of the "model table" and the "graph page". In my testing so far this seems much more reliable than the old method. One thing I still have to work on is a conversion mechanism, for backward compatibility, so that gretl will be able to salvage something from session files saved in the old format. 3) User-defined functions. I think these are an important element in the future of gretl, since they allow people who don't code in C, but who know gretl, to contribute functionality. I'm working on an XML representation of functions, so we can have specialized functions with their own "help" documentation, author info, and so on. This is not finished yet; I'll say more when it's nearer to being ready. Allin. -- Allin Cottrell Department of Economics Wake Forest University, NC