Re: [Gretl-users] FEVD graphs using code

On Sat, 26 Nov 2016, Matteo Pelagatti wrote: > Dear Gretlers, > > is there a way to produce the stacked-bars Forecast Error Variance > Decomposition (after having estimated a VAR or VECM) using the code? > > I can read the gnuplot code that generates the graph, but I cannot > obtain the Gretl code that produces the gnuplot code. > > Thanks and all the best, The underlying code that generates the gnuplot script is in the C source graphing.c. At present we don't have a user-accessible function that does an FEVD plot, but such a thing can be written in hansl. Here's a simple example: <hansl> open data9-7.gdt list X = PRIME UNEMP scalar p = nelem(X) var 4 X # grab FEVD for the first variable in the VAR, # in percentage form matrix F1 = 100 * $fevd[,1:p] scalar h = rows(F1) # get an array of strings holding the X-names strings vnames = varnames(X) # now open a plot file and write into it outfile "fevdtest.plt" --write --quiet printf "set xlabel 'quarters'\n" printf "set title 'FEVD for %s'\n", vnames[1] printf "set key outside\n" printf "set style fill solid 0.35\n" printf "set style histogram rowstacked\n" printf "set style data histogram\n" printf "set xrange [-0.5:%.1f]\n", h - 0.5 printf "set yrange [0:100]\n" printf "plot \\\n" loop i=1..p --quiet printf "'-' using 2 title '%s'", vnames[i] if i < p printf ", \\\n" else printf "\n" endif endloop loop i=1..p --quiet loop t=1..h --quiet printf "%d %g\n", t-1, F1[t,i] endloop printf "e\n" endloop outfile --close </hansl> After running the above you should have a file fevdtest.plt that be processed by gnuplot. The chunk of code that writes the plot file could be made more general and wrapped into a function, if wanted. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users