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Today's Topics:
1. ARMA (1,1) (F?bio Alo?sio)
2. Re: ARMA (1,1) (Henrique)
3. yahoo_get.gfn: ticker(s) not recognized? (guido giaume)
4. Re: yahoo_get.gfn: ticker(s) not recognized?
(Riccardo (Jack) Lucchetti)
5. Re: ARMA (1,1) (Ignacio Diaz-Emparanza)
6. Re: ARMA (1,1) (Ignacio Diaz-Emparanza)
----------------------------------------------------------------------
Message: 1
Date: Mon, 2 May 2016 13:52:45 -0300
From: F?bio Alo?sio <fabioaloisio@gmail.com>
To: gretl-users@lists.wfu.edu
Subject: [Gretl-users] ARMA (1,1)
Message-ID:
<CA+=LW+yFBfRnT8aVWkbPdkKwHKiaxcmGRX4JbXK_qmFORc5Kkg@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
Good afternoon,
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process
out of sample (X t+1), but it shows a message that this cannot be done
(only in sample fcast). I tried everything, including some commands -
fcast, --out-of-sample, dataset addobs 1, --dynamic. I also tried to ad
new observations via the graphical interface, to generate forecast, but,
without success either.
There is something that I'm not doing right. Can anyone please give a
thought, what goes wrong? Maybe my commands are inadequate.
Tanks in advance, for any valuable help.
My best,
Fabio
ps. I know I can use the coeficients in spreadsheet to generate the fcast,
but Im trying to figure out whats is happening.
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Message: 2
Date: Mon, 02 May 2016 10:41:18 -0700 (PDT)
From: Henrique <henrique.coelho@gmail.com>
To: Gretl list <gretl-users@lists.wfu.edu>
Cc: "gretl-users@lists.wfu.edu" <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <6yl1b9elmkzwl42yplgrp8nl8-0@mailer.nylas.com>
Content-Type: text/plain; charset="utf-8"
Dear F?bio,
Does your model have any dummy or exogenous variable?
Best,
Henrique
Sent from Nylas N1, the open source mail client.
On Mai 2 2016, at 1:53 pm, F?bio Alo?sio <fabioaloisio@gmail.com> wrote:
> Good afternoon,
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process out
of sample (X t+1), but it shows a message that this cannot be done (only in
sample fcast). I tried everything, including some commands - fcast, \--out-
of-sample, dataset addobs 1, --dynamic. I also tried to ad new observations
via the graphical interface, to generate forecast, but, without success
either.
>
> There is something that I'm not doing right. Can anyone please give a
thought, what goes wrong? Maybe my commands are inadequate.
>
> Tanks in advance, for any valuable help.
>
> My best,
>
> Fabio
>
> ps. I know I can use the coeficients in spreadsheet to generate the fcast,
but Im trying to figure out whats is happening.
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Message: 3
Date: Mon, 02 May 2016 19:45:08 +0200
From: guido giaume <guido@giaume.it>
To: gretl-users@lists.wfu.edu
Subject: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?
Message-ID: <1462211108.2440.19.camel@giaume.it>
Content-Type: text/plain; charset="utf-8"
Dear all
sincere thanks for your efforts in developing Gretl.
Here my question. I was unable to pick a hint looking at the past
discussions.
It seems to me - sometimes - yahoo_get.gfn does not recognize the
"right" ticker
[tested only on Linux]
this is the gretl output
-----------------------------------------------------------------------
---
gretl versione 2016a
Sessione corrente: 2016-05-02 19:02
# Apro un set di 100 giornate con
? nulldata 100
Periodicit?: 1, oss. max.: 100
Intervallo delle osservazioni: 1-100
# 5 rilevazioni settimanali che iniziano il 1 gennaio 2015 e indico che
? una serie temporale
? setobs 5 2016-01-01 --time-series
Campione completo dei dati: 2016-01-01 - 2016-05-19 (n = 100)
# chiama la funzione yahoo_get
? include yahoo_get.gfn
/home/guido/.gretl/functions/yahoo_get.gfn
# scarico i titoli
? loop foreach i FP.PA UL.PA FR.PA
> A=yahoo_full("$i")
> endloop
? A=yahoo_full("FP.PA")
FP.PA imported ok (full)
? A=yahoo_full("UL.PA")
Ticker UL.PA not found [/home/guido/.gretl/yg_0785.csv]
? A=yahoo_full("FR.PA")
FR.PA imported ok (full)
Numero di iterazioni: 3
---------------------------------------------------------
As you can see UL.PA is a valid ticker
http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices
It seems a similar behavior happened also with other stocks (some
ticker of the LSE).
Could somebody explain me if i made something wrong?
Many thanks
Guido
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Message: 4
Date: Mon, 2 May 2016 20:08:53 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti@univpm.it>
To: Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?
Message-ID: <alpine.DEB.2.20.1605022007290.2074@ec-4.econ.univpm.it>
Content-Type: text/plain; charset="utf-8"; Format="flowed"
On Mon, 2 May 2016, guido giaume wrote:
>
> Dear all
> sincere thanks for your efforts in developing Gretl.
>
>
> Here my question. I was unable to pick a hint looking at the past
> discussions.
>
>
> It seems to me - sometimes - yahoo_get.gfn does not recognize the
> "right" ticker
> [tested only on Linux]
The problem is that "UL.PA" stops in June 2013.
Clearly, the error should be handled better, but I don't quite know what
to do. Let me think about it.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universit? Politecnica delle Marche
(formerly known as Universit? di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
------------------------------
Message: 5
Date: Tue, 3 May 2016 10:38:16 +0200
From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza@ehu.eus>
To: Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <57286378.6050003@ehu.eus>
Content-Type: text/plain; charset=windows-1252; format=flowed
El 02/05/16 a las 18:52, F?bio Alo?sio escribi?:
> Good afternoon,
>
> Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1)
> process out of sample (X t+1), but it shows a message that this cannot
> be done (only in sample fcast). I tried everything, including some
> commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. I
> also tried to ad new observations via the graphical interface, to
> generate forecast, but, without success either.
>
> There is something that I'm not doing right. Can anyone please give a
> thought, what goes wrong? Maybe my commands are inadequate.
Dear F?bio:
please, try this script. Does it work for you?
#Data from 1959 to 1994
open data3-6.gdt
arima 0 1 1 ; Ct
dataset addobs 1
fcast 1995 1995
--
Ignacio D?az-Emparanza
Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)
Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3
------------------------------
Message: 6
Date: Tue, 3 May 2016 11:12:54 +0200
From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza@ehu.eus>
To: Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <57286B96.3090609@ehu.eus>
Content-Type: text/plain; charset=windows-1252; format=flowed
El 03/05/16 a las 10:38, Ignacio Diaz-Emparanza escribi?:
> El 02/05/16 a las 18:52, F?bio Alo?sio escribi?:
>> Good afternoon,
>>
>> Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1)
>> process out of sample (X t+1), but it shows a message that this
>> cannot be done (only in sample fcast). I tried everything, including
>> some commands - fcast, --out-of-sample, dataset addobs 1, --dynamic.
>> I also tried to ad new observations via the graphical interface, to
>> generate forecast, but, without success either.
>>
>> There is something that I'm not doing right. Can anyone please give a
>> thought, what goes wrong? Maybe my commands are inadequate.
>
> Dear F?bio:
>
> please, try this script. Does it work for you?
>
> #Data from 1959 to 1994
> open data3-6.gdt
> arima 0 1 1 ; Ct
> dataset addobs 1
> fcast 1995 1995
>
You may try exactly an ARMA(1,1) by changing the third line to
arima 1 0 1 ; Ct
or
arma 1 1 ; Ct
the three versions work ok here in my PC.
--
Ignacio D?az-Emparanza
Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)
Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3
------------------------------
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