[Gretl-users] ADF-GLS
thanks Allin, this answers precisely my question. And, by the way:
thanks again and again to you and Jack for this great tool. The more I
use it the more I am astonished - it's one of the best I ever used, and
on top of it, for free... unbelievable :-)
Stefano
> We use James MacKinnon's (1996) "urcval" apparatus to obtain p-values
for
> our unit root tests, and this apparatus does not cover the case of ADF-GLS
> with a trend (not even asymptotically). So we fall back to the critical
> values given by Elliott, Rothenberg and Stock (1996).
>
> When the gretl code in question was written we were not aware of a
> (manageable) way of generating p-values for ADF-GLS with trend. I haven't
> researched the matter since, but if you know of a method we should now be
> using, please speak up.
>
> Allin Cottrell
>
>
> ------------------------------
>
> Message: 2
> Date: Tue, 28 Jan 2014 09:52:49 -0500 (EST)
> From: Allin Cottrell <cottrell(a)wfu.edu>
> Subject: Re: [Gretl-users] on kernel density
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Message-ID: <alpine.LNX.2.03.1401280946140.676(a)wfu.edu>
> Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed
>
> On Tue, 28 Jan 2014, Leandro Zipitria wrote:
>
>> Thanks Ricardo,
>>
>> I have reversed the axes:
>>
>> <hansl>
>> matrix d_1 = kdensity(Water)
>> matrix d[,1] = d_1[,2]
>> matrix d[,2] = d_1[,1]
>> <hansl>
>>
>> Now its ok. I think that the orders in the commmand kdensity are reversed,
>> or the gnuplot command use the information in the matrix that Gretl create
>> in reverse form (column 1 in the x axes and column 2 y axes, when it should
>> be otherwise).
> The matrix itself is fine, the columns being x, f(x). The thing is that
> gnuplot expects the y-axis variable(s) to be given first, then x (this is
> in the help for the "gnuplot" command).
>
> Maybe if you use "gnuplot" on a two-column matrix without giving a list
> for the column order we should assume the matrix is in x, y order and
> therefore reverse the columns for gnuplot's benefit? I'm not sure if that
> would break any build-in uses of gnuplot in gretl.
>
> Allin Cottrell
>
>
> ------------------------------
>
> Message: 3
> Date: Tue, 28 Jan 2014 13:01:26 -0200
> From: Leandro Zipitria <leandro.zipitria(a)gmail.com>
> Subject: Re: [Gretl-users] on kernel density
> To: Gretl list <gretl-users(a)lists.wfu.edu>
> Message-ID:
> <CAPLauuAULLAYRvCPnyG5gqVMfG5+BVGoLZFbWmJkBrP37R1Jsg(a)mail.gmail.com>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Dear Allin,
>
> my fault, my command was
> gnuplot --matrix=d --with-lines
>
> instead of:
> gnuplot 2 1 --matrix=d --with-lines
>
> Now I realize that with the 2 1 Gretl rearrange the plot in the right wat.
>
> Just one final question, is there any option to add a title to a plot using
> the gnuplot command?
>
> Thanks
> Leandro
>
>
>
> 2014-01-28 Allin Cottrell <cottrell(a)wfu.edu>
>
>> On Tue, 28 Jan 2014, Leandro Zipitria wrote:
>>
>>> Thanks Ricardo,
>>>
>>> I have reversed the axes:
>>>
>>> <hansl>
>>> matrix d_1 = kdensity(Water)
>>> matrix d[,1] = d_1[,2]
>>> matrix d[,2] = d_1[,1]
>>> <hansl>
>>>
>>> Now its ok. I think that the orders in the commmand kdensity are
>> reversed,
>>> or the gnuplot command use the information in the matrix that Gretl
>> create
>>> in reverse form (column 1 in the x axes and column 2 y axes, when it
>> should
>>> be otherwise).
>> The matrix itself is fine, the columns being x, f(x). The thing is that
>> gnuplot expects the y-axis variable(s) to be given first, then x (this is
>> in the help for the "gnuplot" command).
>>
>> Maybe if you use "gnuplot" on a two-column matrix without giving a
list
>> for the column order we should assume the matrix is in x, y order and
>> therefore reverse the columns for gnuplot's benefit? I'm not sure if
that
>> would break any build-in uses of gnuplot in gretl.
>>
>> Allin Cottrell
>> _______________________________________________
>> Gretl-users mailing list
>> Gretl-users(a)lists.wfu.edu
>> http://lists.wfu.edu/mailman/listinfo/gretl-users
>>
>