3:55 p.m.
Thank you Ignacio for your answer.
Would it be possible to modify your program such that the initial values
correspond either to a fixed value given manually or correspond to the OLS
estimation of the parameters for the whole times series or for half of it as
it is usually the case.
Would it be possible to include both the additive and multiplicative models?
Would you agree to integrate your program within the Gretl menu under
"Variables/Filters". I don't see the point of having a separate program for
it.
Would it be possible to expand your help explanations to allow a "simple
user" to understand better how it works, especially what to do if you do not
want a seasonality parameter.
Is there a possibility to write the variables in your help with subscripts
instead of underscores to increase the readability of the equations?
Thank you for your help
Raul Gimeno
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Gesendet: Dienstag, 29. September 2015 18:00
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Betreff: Gretl-users Digest, Vol 104, Issue 43
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Today's Topics:
1. Re: Data Import - non-numeric values (Schaff, Frederik)
2. Re: Data Import - non-numeric values (Riccardo (Jack) Lucchetti)
3. Re: Data Import - non-numeric values (Allin Cottrell)
4. Re: Holt-Winters package (Pedro Ba??o)
5. Re: Holt-Winters package (Ignacio Diaz-Emparanza)
----------------------------------------------------------------------
Message: 1
Date: Mon, 28 Sep 2015 17:32:46 +0000
From: "Schaff, Frederik" <Frederik.Schaff(a)fernuni-hagen.de>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Data Import - non-numeric values
Message-ID:
<94DD4923F1D1534189901CE4E97BB72E34966071(a)Ymir.buerokommunikation.fernuni-ha
gen.de>
Content-Type: text/plain; charset="iso-8859-1"
Hi there,
thanks very much Allen! I'll take the advice to heart. Fortunately in the
case where these garbage values are "created" a part of the analysis
(corresponding to these values) has not been conducted and that is flagged
(in another "non-garbage" variable), so I can post-process these values.
What are the "maximal" values gretl takes as import? +-1e100 and +-1e-100?
Regards
Frederik
-----Urspr?ngliche Nachricht-----
Von: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] Im Auftrag von Allin Cottrell
Gesendet: Sonntag, 27. September 2015 21:02
An: Gretl list
Betreff: Re: [Gretl-users] Data Import - non-numeric values
On Sun, 27 Sep 2015, Allin Cottrell wrote:
Note that whether [uninitialized] values are taken as
"numeric" or not
will in general depend on the C library in use. But either way they're
wrong and have to be changed. _If_ you can get such values into gretl
as numeric, you could fix them via something like:
foo = (abs(foo) > 0 && abs(foo) < 1.0e-100)? NA : foo
where "foo" is the name of the series to be fixed and we're assuming
that non-zero observations with absolute value less than 10^{-100} are
garbage. This is not very reliable, however, as it's _possible_ that
some uninitialized doubles happen to fall in the "normal" range and so
escape correction.
After a little testing, let me rephrase that: it's more than "possible",
it's highly probable.
I wrote a little test C program which created an array of 2048 "doubles",
uninitialized. For each such value I printed it into a string variable using
sprintf() with the "%g" conversion then tried reading it back into a double
using strtod(). I counted the cases where strtod() raised the ERANGE error:
271 out of 2048. So in this case, at least, the great majority of garbage
values appeared to be
"fine": properly numeric and not subnormal.
So here's a big WARNING: on no account should one let uninitialized values
get printed into a file for use in econometric analysis.
There's no half-way reliable method for clearing them out.
[Just as a footnote: a "subnormal" number (also known as
"denormalized") is one that's too close to zero to be represented as a C
"double" to anything like the usual precision. And there's absolutely no
guarantee that the random bits in an uninitialized double will correspond to
a subnormal number.]
Allin Cottrell
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------------------------------
Message: 2
Date: Mon, 28 Sep 2015 22:08:18 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Data Import - non-numeric values
Message-ID: <alpine.DEB.2.20.1509282206190.15621(a)ec-4.econ.univpm.it>
Content-Type: text/plain; charset="iso-8859-1"; Format="flowed"
On Mon, 28 Sep 2015, Schaff, Frederik wrote:
Hi there,
thanks very much Allen! I'll take the advice to heart. Fortunately in
the case where these garbage values are "created" a part of the
analysis (corresponding to these values) has not been conducted and
that is flagged (in another "non-garbage" variable), so I can
post-process these values. What are the "maximal" values gretl takes
as import? +-1e100 and
+-1e-100?
If I were you, I'd use a conventional vaule for "missing" (say,
-99999.99999), which would be subsequently easy to convert to a "proper"
missing entry via the gretl "setmiss" command.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Universit? Politecnica delle Marche
(formerly known as Universit? di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
------------------------------
Message: 3
Date: Mon, 28 Sep 2015 16:37:32 -0400 (EDT)
From: Allin Cottrell <cottrell(a)wfu.edu>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Data Import - non-numeric values
Message-ID: <alpine.LFD.2.20.1509281631060.2830(a)myrtle.attlocal.net>
Content-Type: text/plain; charset=US-ASCII; format=flowed
On Mon, 28 Sep 2015, Schaff, Frederik wrote:
thanks very much Allen! I'll take the advice to heart.
Fortunately in
the case where these garbage values are "created" a part of the
analysis (corresponding to these values) has not been conducted and
that is flagged (in another "non-garbage" variable), so I can
post-process these values. What are the "maximal" values gretl takes
as import? +-1e100 and +-1e-100?
Gretl accepts the judgment of the C library on numerical underflow or
overflow. On the big side we can be fairly definite: anything less than
1.79769e308 should be fine. On the close-to-zero side numbers greater in
absolute value than 1e-308 should be OK for most C libraries.
Allin
------------------------------
Message: 4
Date: Mon, 28 Sep 2015 21:40:33 +0100
From: Pedro Ba??o <pmab(a)fe.uc.pt>
To: Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Holt-Winters package
Message-ID:
<CAMwCGMcA=LiciPpePaCom1TsTVszRDQBcN+=V1NyrheSnquA=A(a)mail.gmail.com>
Content-Type: text/plain; charset=UTF-8
Some time ago I came across a similar problem when using this function for a
class. At the time I made a note to myself saying that the problem was in
the definition of lobs, which I changed to:
scalar lobs=lastobs(y)
I hope this helps
On 28 September 2015 at 15:56, Ignacio Diaz-Emparanza
<ignacio.diaz-emparanza(a)ehu.eus> wrote:
I have not much time for testing today, but it seems that a
correction
I included to avoid initial conditions very different from the first
observations of the series is not working well for your data. If you
change in the HoltWinters package the line
series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y
simply to:
series yh1= $yhat
you will have results more similar (but not exactly) to yours (I think
we are using different initial conditions).
El 28/09/15 a las 14:23, Raul Gimeno escribi?:
>
> Hello
>
> I've been using the Holt-Winters package but I cannot replicate my
> Excel-calculation results with this package.
> The starting value from the package for the trend is 245 mine is 166.396.
> By
> running a regression on the full sample I get completely different
> results for these starting values, although the same methodology as
> described in the help description has been used.
> For replication purposes I send my excel spreadsheet and I would be
> glad to understand how these starting values have been effectively
> calculated.
> Thank you for your help
> Raul Gimeno
>
> **
>
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
--
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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------------------------------
Message: 5
Date: Tue, 29 Sep 2015 12:33:37 +0200
From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus>
To: gretl-users(a)lists.wfu.edu
Subject: Re: [Gretl-users] Holt-Winters package
Message-ID: <560A6901.80301(a)ehu.eus>
Content-Type: text/plain; charset=utf-8; format=flowed
El 28/09/15 a las 22:40, Pedro Ba??o escribi?:
Some time ago I came across a similar problem when using this
function
for a class. At the time I made a note to myself saying that the
problem was in the definition of lobs, which I changed to:
scalar lobs=lastobs(y)
I hope this helps
Yes, I detected this problem some months ago and included some changes for
treating with missing observations as well.
With respect to Raul problem, apart from the change in line
series yh1= (0.85*y<= $yhat && $yhat <=1.15*y) ? $yhat : y
to:
series yh1= $yhat
which I commented yesterday, I see that the differences in calculations
between Raul's excel functions and this package was because of the different
initial observations. As recently reported for the 'movavg'
command (exponential moving average) I was also ignoring the first
observation of the series. I have corrected this and committed the change
(It is in the staging area until Allin aproval:
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/).Now the results are the
same.
I also think we need more flexibility for the initial conditions, I will
work on this.
--
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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End of Gretl-users Digest, Vol 104, Issue 43
********************************************
10:46 a.m.
El 30/09/15 a las 17:55, Raul Gimeno escribió:
Thank you Ignacio for your answer.
Would it be possible to modify your program such that the initial values
correspond either to a fixed value given manually or correspond to the OLS
estimation of the parameters for the whole times series or for half of it as
it is usually the case.
Not all these cases. The first one requires a scalar
parameter in the
function and the last two require an integer calling a different
function for each option.
A parameter cannot be a scalar and an integer simultaneouly. May be I
could manage it with two parameters but I have done it some times I
don't like the result very much
(see for example second and third parameters in GHegy package). Probably
we need a way that a package can call a sub-dialog box ... (I leave it
in the air)
Would it be possible to include both the additive and multiplicative
models?
Would you agree to integrate your program within the Gretl menu under
"Variables/Filters". I don't see the point of having a separate program
for
it.
Probably yes and yes. The reason is that this function is very old (I
think it is previous to the existence of "packages") and probably needs
a complete update. I have been only adding patches.
Would it be possible to expand your help explanations to allow a
"simple
user" to understand better how it works, especially what to do if you do not
want a seasonality parameter.
Yes.
Is there a possibility to write the variables in your help with
subscripts
instead of underscores to increase the readability of the equations?
Thank you for your help
Raul Gimeno
No. The package editor uses plain ASCII text, there is no possibility of
subscripts (I think). But in last versions of gretl we have the
possibility of adding a help document via a pdf file (see package
'almonreg') I will try to write the help in Latex and generate a pdf file.
Thank you for the comments.
--
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3
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