Re: [Gretl-users] Nonlinear Time Series

Dear Professor I have to admit that the GRETL package was proven better beyond any expectations. During my late work, an extensive study of water consumption in Athens, I became familiar with a variety of statistical packages including SPSS (statistical with R-plug-in functions), GRETL (V 1.10.1), Past, Rapid miner and Project-R. In the field of Non-Linear Statistics, my conclusions could me summarized as following: SPSS and Gretl seem to be of the same functionality in NLS. The results ware comparable and were equally well presented (graphs and summary statistics). In term of convergence, SPSS seems to be more "manageable" because it was easily possible to define "Range" in constant and coefficients. Gretl was more sensitive in initial values, although later, I realized that is was possible to force constrains. On the other hand, Gretl was much faster, allowing user to run many experiments in a sort time. I will not be more detailed about the models of NLS methods because I was mainly interested in results and stability of model. In terms of graph creation, although SPSS has more features, it was really slow, resulting many crashes. Past (http://folk.uio.no/ohammer/past/) have also Non-linear regression, very easy to use, but with less documentation than the previous packages. In general, I found very useful the various tests of models' stability, like CUSUM and the very compact menu of "MODEL" in Gretl. Just with few clicks I was able to test many models that in other packages it was a time consuming procedure. I mentioned Past package only for the fact that includes same "exotic" feature like wavelet scalograms. Unfortunately I don't have in hand an English version of my work yet, but I will send you a link as soon as it will available. Greek only: https://www.academia.edu/21040318/%CE%A0%CF%81%CF%8C%CE%B2%CE%BB%CE%B5%CF... Sincerely yours D.Brilakis H D Mechanical Engineer, NTUA MS IEOR Columbia Univerity MS Computer Science, Hellenic Open University Athens Water Supply and Sewerage Company (EYDAP S.A.) -----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Agustin Alonso Sent: Monday, October 17, 2016 9:46 PM To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] Nonlinear Time Series Dear Sirs: During the past 2 years I have not used Gretl, because of that, I would like to know if the package has now the facilities for studing nonlinear time series. Thanking you for your attention, I am Sincerely yours Agustin Alonso Prof. of Econometrics Real Centro Universitario "Escorial-Maria Cristina" San Lorenzo de El Escorial(Madrid) Spain www.eydapp.gr νέα εφαρμογή EydApp | Η επόμενη μέρα στην Εξυπηρέτηση www.eydap.gr με φροντίδα για το νερό ΓΝΩΣΤΟΠΟΙΗΣΗ-ΔΗΛΩΣΗ Αυτό το μήνυμα, ή/και κάθε συνημμένο αρχείο του, είναι εμπιστευτικό και απόρρητο. Σε περίπτωση, που περιέλθει σε εσάς από λάθος, χωρίς να είστε ο παραλήπτης (ή πρόσωπο υπεύθυνο να το παραδώσει σε αυτόν), παρακαλούμε να το διαγράψετε αμέσως από το σύστημά σας, χωρίς να το αντιγράψετε/προωθήσετε σε τρίτους/ανοίξετε, καθώς και να ειδοποιήσετε άμεσα τον αποστολέα του. Επίσης, η ΕΥΔΑΠ Α.Ε. δεν αναλαμβάνει καμία ευθύνη, για οιαδήποτε ζημία, προκαλέσει αυτό το μήνυμα, στο σύστημα ή τα δεδομένα σας. CONFIDENTIALITY WARNING-DISCLAIMER This message and/or its attachments is confidential and privileged information. If you are not the intended recipient(s) you should not copy it, re-transmit it, use it, or disclose its contents, but should return it immediately to the sender and delete it from your system. It is also noted that EYDAP S.A. shall not be responsible, for any loss, disruption or damage to your data or computer system that may occur while using data contained in, or transmitted with, this message. PThink before you print - save water!