Dear Allin and list readers,
I have just downloaded the new version, and I'm impressed. Many thanks to Allin for
making this tool
available! Since we have started to use gretl as the "official" software for an
introductory
statistics lecture, I'd like to offer some contributions as well as make some feature
requests.
First of all, it seems that the German interface is only partially complete, being a
mish-mash of
English and German. So I'm volunteering to complete the translation (or maybe have it
completed...),
if somebody tells me how to do that. Or is the whole thing only an installation issue?
Next, over here we teach the cumulative distribution function (cdf), the Lorenz curve, and
the Gini
coefficient as part of introductory statistics. No doubt others do as well, yet afaik
they're not
implemented in gretl. So I've written a little script to calculate the needed bits
(but only to a
first approximation: for example the data are not collected into bins as the corresponding
histogram
in gretl does); maybe the functionality could be added to a future release?
<cdf_script>
#substitute desired variable name in place of "name":
series raw = name
#end user input
series sorted = sort(raw)
#here it would be nice to have a name with "name" in it,
# instead of just remembering where "sorted" came from;
# but gretl scripting doesn't work with strings, or does it?
# (btw, no missing value handling)
scalar n = nobs(sorted)
genr index
series cdf = index/n
#To graph the cdf, we put "sorted" on the x-axis, and "cdf" on the
y-axis
# (and preferably use "with boxes" in the gnuplot-command, to get a step
function).
#If there are two or more identical raw values, cdf as used here is not a well-defined
# function anymore, but plotting should still work (?, untested).
series lorenz = cum(sorted)/sum(sorted)
#To graph the Lorenz curve, put "cdf" on the x-axis, and "lorenz" on
the y-axis.
#To compare with 45-degree line, put "cdf" on the y-axis as well (you guessed
that one, didn't you?)
scalar gini = 2*sum(index*sorted)/(n*sum(sorted)) - (n+1)/n
#have to check/think whether gini also works with bindings/several identical values
scalar gininorm = gini*n /(n-1)
delete index
delete raw
delete n
</cdf_script>
Finally, and totally unrelated to the previous points, it would be nice if seasonal
dummies could be
added to ADF tests and VAR/VECM systems automatically, i.e., by just clicking a
check-box.
Otherwise, for unadjusted data one always has to do the tests "by hand" -- btw,
the same feature has
always been missing in Eviews and was one (of several more) reasons why I gradually
migrated away
from it.
All comments and corrections are appreciated,
cheers,
Sven