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