3:30 p.m.
Good morning,
1) Does Gretl have tests for randomness of residuals accessible as options
from the GUI?
2) From the command line?
3) What references are recommended for folks who interested in the
algorithms used in Gretl? In other words, what references discuss in detail
how Gretl does what it does?
Tom
5:31 p.m.
Am 03.02.2008 16:30, Tom La Bone schrieb:
Good morning,
1) Does Gretl have tests for randomness of residuals accessible as options
from the GUI?
2) From the command line?
Short answer: yes. Long answer: In contrast to some other open-source
projects, gretl has excellent documentation; I'm almost certain the user
guide has the detailed answers to your question.
3) What references are recommended for folks who interested in the
algorithms used in Gretl? In other words, what references discuss in detail
how Gretl does what it does?
Again, in some cases the documentation is fairly explicit, but
ultimately Allin and Jack would probably say: use the source, Luke.
(Nothing I ever do since I'm not literate in C, so I'm not trying to be
arrogant here, it's just the fact of open source that unlike proprietary
packages everything is accessible in principle.)
good luck,
sven
6:04 p.m.
Sven, thanks for your timely response.
In case I have not blown my cover already, I must confess that I am a stat
grad student taking his first time series course. Our professor has given us
the freedom to use any software we want for the course, and I am taking the
opportunity to learn Gretl. I chose Gretl because of many of the things you
mention, i.e., it is well documented, open source (I can look at the code if
I dare), and in the worst case it is a nice front-end for sending data to R
for further analysis.
The main downside of using Gretl is that nobody in the department is
familiar with the program so I am "on my own" in my efforts to learn how to
use it. I make an honest effort to look through the manual for answers to my
questions before asking for help. I have gotten some useful answers and
guidance that were not immediately obvious from the manual. On the other
hand I have gotten some guidance that goes into the "I have not gotten to
that chapter yet" bin. It would be helpful to be able to search the archives
for answers to my questions that have already been posted, but it appears
that is not possible.
In my question about documentation I guess I am asking if there is a
textbook that explains times series analysis as it is implemented in Gretl,
i.e., is there a times series textbook where the author planned on the
students using Gretl (like ITSM is used in Brockwell and Davis).
Tom
-----Original Message-----
From: Sven Schreiber [mailto:svetosch@gmx.net]
Sent: Sunday, February 03, 2008 12:32 PM
To: labone(a)gforcecable.com; Gretl list
Subject: Re: [Gretl-users] Tests for Residuals
Am 03.02.2008 16:30, Tom La Bone schrieb:
Good morning,
1) Does Gretl have tests for randomness of residuals accessible as options
from the GUI?
2) From the command line?
Short answer: yes. Long answer: In contrast to some other open-source
projects, gretl has excellent documentation; I'm almost certain the user
guide has the detailed answers to your question.
3) What references are recommended for folks who interested in the
algorithms used in Gretl? In other words, what references discuss in
detail
how Gretl does what it does?
Again, in some cases the documentation is fairly explicit, but
ultimately Allin and Jack would probably say: use the source, Luke.
(Nothing I ever do since I'm not literate in C, so I'm not trying to be
arrogant here, it's just the fact of open source that unlike proprietary
packages everything is accessible in principle.)
good luck,
sven
9:47 p.m.
On Sun, 3 Feb 2008, Tom La Bone wrote:
In case I have not blown my cover already, I must confess that I
am a stat grad student taking his first time series course. Our
professor has given us the freedom to use any software we want
for the course, and I am taking the opportunity to learn Gretl.
I chose Gretl because of many of the things you mention...
OK, then we'll try to be extra-helpful ;-)
1) Does Gretl have tests for randomness of residuals accessible as
options from the GUI?
Yes, various aspects of the "randomness" (or otherwise) of the
residuals are explored by almost all the items under the "Tests"
menu in the model output window. You could also save the
residuals and do a runs test if you wanted.
2) From the command line?
help lmtest
help testuhat
help runs
3) What references are recommended for folks who interested in the
algorithms used in Gretl? In other words, what references discuss
in detail how Gretl does what it does?
The Gretl User's Guide, latest version at
http://ricardo.ecn.wfu.edu/pub/gretl/manual/
plus of course the C source, as Sven said.
Allin Cottrell
2:51 a.m.
On Sun, 3 Feb 2008, Tom La Bone wrote:
In my question about documentation I guess I am asking if there is a
textbook that explains times series analysis as it is implemented in Gretl,
i.e., is there a times series textbook where the author planned on the
students using Gretl (like ITSM is used in Brockwell and Davis).
Try Lee Adkins's site:
http://www.learneconometrics.com/gretl.html
Allin Cottrell
8:39 a.m.
Am 04.02.2008 03:51, Allin Cottrell schrieb:
On Sun, 3 Feb 2008, Tom La Bone wrote:
> In my question about documentation I guess I am asking if there is a
> textbook that explains times series analysis as it is implemented in Gretl,
> i.e., is there a times series textbook where the author planned on the
> students using Gretl (like ITSM is used in Brockwell and Davis).
Try Lee Adkins's site:
http://www.learneconometrics.com/gretl.html
Very interesting link; maybe worth adding it (or even an entire section
with related stuff) to the website, if it's not there already?
-sven
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5 comments
3 participants
participants (3)
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Allin Cottrell -
Sven Schreiber -
Tom La Bone