Hello all,
This is a very busy time of the academic year for me, so I've had
to cut back a bit on the time I spend on gretl. Nonetheless, there
are some nice things in the pipeline and I thought I'd let people
know about some of them.
1) Up till now, we've had conditional ML estimation of ARIMA models
in "native" gretl code, but exact ML has been farmed out to
x-12-arima and TRAMO/SEATS. Well, now we have native exact ML using
the Kalman filter. The Kalman filter is now accessible via the
C-language API of libgretl. I haven't yet attempted to make it
accessible via script commands: the interface will necessarily be
quite complicated. The Kalman/ARIMA functionality is available in
gretl CVS and the current Windows snapshot
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
2) There's a new (and, I think, greatly improved) mechanism for
saving gretl GUI sessions. We now save sessions (something like
OpenOffice) as a zipfile containing the graph files from the
session, the session models represented in XML, and any user-defined
matrices and functions, also in XML. We also save the state of the
"model table" and the "graph page". In my testing so far this seems
much more reliable than the old method. One thing I still have to
work on is a conversion mechanism, for backward compatibility, so
that gretl will be able to salvage something from session files
saved in the old format.
3) User-defined functions. I think these are an important element
in the future of gretl, since they allow people who don't code in C,
but who know gretl, to contribute functionality. I'm working on an
XML representation of functions, so we can have specialized
functions with their own "help" documentation, author info, and so
on. This is not finished yet; I'll say more when it's nearer to
being ready.
Allin.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC