Allin Cottrell wrote on 07/14/2005: This is my itch. I had hoped to be working on this nights & weekends, but a few complications came up in the spring (a long story...). What I would like to see is a macroeconomic forecasting environment that is a superset of gretl. My inspiration/itch is my experience at Chase Econometrics in the early 1980s and what we could and were trying to do on mainframe virtual machines. The environment had several elements: 1. XSIM - regression, multi-equation simulation/modeling, time-series database, scripting language, report writer (similar to TROLL) 2. Chase Econometric Macroeconomic forecasts (US & International) 3. Chase Econometric Macroeconomic databases (US & International) Rather than trying to enhance gretl to be a scripting language -- from an armchair perspective (not hands on at the moment) it would seem to make more sense to call the gretl API from PYTHON. PYTHON could provide the command line and GUI interface, as well as a scripting language; while gretl would provide the statistical tools and objects. PYTHON could serve as the unifying frontend, scripting & GUI builder. PYTHON could also be used to call FORTRAN (compiled under appropriate gcc FORTRAN compiler) and R (see the O'Reilly book, "Learning Python" appendix for some useful tools for calling functions & objects in other languages and the RSPython package documentation for interfacing with R). http://www.omegahat.org/RSPython/ There is a new package in R, called ZOO, that simplifies the handling of time-series. http://tolstoy.newcastle.edu.au/R/packages/04/0076.html PYTHON interfaces to a number of GUI tools including Tkinter and WXWidgets (wxpython). http://wiki.wxpython.org/ Professor Roy Fair at Yale has his Fairmodel which is includes a US and a MultiCountry (MC) macroeconomic models and he regularly publishes forecasts produced with the models. he also makes all of the data used to estimate the model available. http://fairmodel.econ.yale.edu/main2.htm The Fairmodel runs in its own FORTRAN program the Fair-Parkes (FP) program. http://fairmodel.econ.yale.edu/fp/fp.htm "The FP program can be downloaded in either FORTRAN code to be compiled on the user's machine or in an executable form for PCs. The FORTRAN code is not machine specific, and this allows the program to be compiled on a variety of systems." Incorporating FP would require the explicit permission of Professor Fair. When I e-mailed Professor Fair almost 2 years ago there wasn't a specific license, such as GPL for FP and the FairModel. For better or worse FP & the Fairmodel were downloadable without an explicit legal contract - I haven't checked if that has changed. Now, imagine a Linux Live CD (modelled after Dirk Eddelbuettel's "Quantian "). Imagine the hypothetical live CD known as "Keynesian Distribution" that has a PYTHON interface to gretl, Fair-Parkes, Fairmodel, the R package Zoo and for good measure QuantLib -- as well as some of Dirk's Perl scripts for downloading financial data from Yahoo. http://dirk.eddelbuettel.com/quantian.html http://www.quantlib.org/ http://dirk.eddelbuettel.com/code/yahooquote.html Oh and while we are daydreaming, in addition to just a raw dump of the forecast, the forecast can be printed with one of the new Java report writers (compiled with GCC's GCJ Java compiler) called from PYTHON. Java report writers include JasperReports and Eclipse/BIRT (search on google). HERE'S THE PAYOFF: A professor teaching Freshman macroeconomics could have students do cookbook excerises such as estimating a consumption function or doing a predetermined macroeconomic simulation, "just type the commands in the book." A professor teaching a Junior year second course in macroeconomics could have students do more open-ended exercises. Students could take their "Keynesian Distribution" live CD toolkit with them to internships in the US Congress, the world of work and even graduate studies. In the best case scenario this might even lead to economically literate, model based discussions of macroeconomic policy options.... FUTHER PAYOFFS: Once you have reliable source of macroeconomic forecasts one can build industry and regional models. For example, I never worked in the US Macro group at Chase Econometrics, I worked in industry specific groups that relied on the US and International macro forecasts (as well as forecasts developed by the Regional group). We used the macro/regional databases and forecasts as a source of independent variables -- both for estimation and forecast for our industry specific models/forecasts. The Fairmodel is extraordinarily well-tuned and doesn't require scores of add-factors to keep it sane (the dirty little secret of most macro models). What took a 32-bit virtual machine on a mainframe can be done on a PC; what cost $10,000 or more (in early 1980s) can now be open source. Now I work for a city government -- but this design has grown beyond what the City needs and thus the scope of what I can officially do during the day -- so it has been relegated to nights and weekends -- and hence remains undone, just the imagination of a person sitting in an armchair. As I haven't done any coding on this yet, I am too naive to realize the numerous reasons why the "Keynesian Distribution" won't work. If you know of an organization willing to sponsor this effort with a "MacArthur grant" and/or and individual willing to work on it, please let me know. Jim Callahan Management, Budget & Accounting City of Orlando (407) 246-3039 office (407) 234-3744 cell phone