2:16 a.m.
Thank you very much for your answer.
I will be very greatefull if you expand variable name box.
I'm using Gretl from Wake Forrest University and I must say that plenty of
things are made in last years. Good work guys.
But I also have some new suggestions for you...new features requests:
1. Data interpolation but from lower to high frequency data. Example from
quarterlly to monthly.
2. The possibility to include exogenous variables in VAR/VECM.
3.Var inverse roots graph but followed with textual pop-up menu. It's
difficult to see if some value is on or out the unit circle if it is close
to the line.
4.FEVD followed by graph.
5. More stability tests for VAR/VECM (Cusum, breakpoint, 1-step Chow test,
etc.)
6. F-tests of zero restrictions (Wald type Granger causality) for VECM.
This are only the suggestions. I know that you have plenty of work and
unfortunatelly I'm not a programer so I can't help you.
Your comments are welcome!
On Thu, 19 Jan 2006, john w wrote:
>Is it possible to expand, in one of the next versions, the variable names
>from 8 to 16 characters?
I agree. In fact, I'd make it 32 characters. I can't see any technical
impediment, except going through the code to double-check everything will
be tedious and error-prone.
Allin, your opinion? If you agree, I can start working on this in the next
days.
I think this is basically a good idea (though I'd tend to go for 16
characters, not 32, for regular variable names). The main problem
is with the various output-printing functions. For both console
output and the output that goes to gui windows, everything is in a
fixed format. Many of the output functions would have to be
redesigned to avoid stuff breaking over lines given a wider variable
name field.
One possible redesign that would save width on numeric output fields
would be to print all numbers such as coefficients and standard
errors in a fixed width, as opposed to gretl's current practice of
using decimal-aligned numbers printed to a given number of
significant figures, using scientific notation only when absolutely
needed. But I think gretl's current numeric output is nice and easy
to read -- you can see the relative magnitude of coefficients at a
glance.
That said, I don't claim that gretl's current regression output is
perfect and I'm certainly willing to consider proposals for
redesign, within an 80-column format.
Allin Cottrell
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Previous message: [Gretl-users] Variable name
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4:13 a.m.
On Fri, 20 Jan 2006, john w wrote:
But I also have some new suggestions for you...new features
requests:
1. Data interpolation but from lower to high frequency data. Example from
quarterlly to monthly.
I don't remember if this is in 1.5.0 (I think it is), but it's definitely
in CVS.
2. The possibility to include exogenous variables in VAR/VECM.
Already in 1.5.0. From a script or console, you do, for example
vecm 2 1 endog1 endog2 ; exog1 exog2 --nc
In the gui you get a nice box where you can put your exogenous variables.
3.Var inverse roots graph but followed with textual pop-up menu.
It's
difficult to see if some value is on or out the unit circle if it is close
to the line.
That's a bit tricky. If you need to edit the graph, here's a workaround:
1) Right-click -> Save as Icon
2) Session->Icon View
3) Select graph->right-click-Edit code
4.FEVD followed by graph.
Doable. It would help if you provided a gnuplot script to show us the way
you'd like it.
5. More stability tests for VAR/VECM (Cusum, breakpoint, 1-step Chow
test,
etc.)
Doable.
6. F-tests of zero restrictions (Wald type Granger causality) for
VECM.
Doable for tests which EITHER do not involve beta OR only involve beta.
Much harder for general tests; as you probably know, Granger-causality
tests (and Wald tests in general) in cointegrated systems are not always
easy-as-pie, due to the different convergence rates among parameters.
Obligatory references:
Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and
Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-93.
Dolado, J.J., Lutkepohl, H. (1996), "Making wald tests work for
cointegrated VAR systems", Econometrics Reviews, Vol. 15 pp.369-86.
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti
4:26 a.m.
El Viernes, 20 de Enero de 2006 08:16, john w escribió:
...
But I also have some new suggestions for you...new features requests:
1. Data interpolation but from lower to high frequency data. Example from
quarterlly to monthly.
2. The possibility to include exogenous variables in VAR/VECM.
3.Var inverse roots graph but followed with textual pop-up menu. It's
difficult to see if some value is on or out the unit circle if it is close
to the line.
4.FEVD followed by graph.
5. More stability tests for VAR/VECM (Cusum, breakpoint, 1-step Chow test,
etc.)
6. F-tests of zero restrictions (Wald type Granger causality) for VECM.
This are only the suggestions. I know that you have plenty of work and
unfortunatelly I'm not a programer so I can't help you.
Your comments are welcome!
I am sure Allin and Jack will have your suggestions into account.
This message is to highlight that non programers (as myself) may
also help with a free software project as gretl:
1- Reporting bugs (probably the most important work)
2- Offering suggestions for ways to improve gretl.
3- Writing new documentation: tutorials, guides, etc.
4- Reporting about their way to use gretl (cases of study).
5- Translating to new languages or collaborating with the existent
translations.
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
4:46 a.m.
I'm sure they will!
Unfortunatelly I don't have a lot of free time due to my work. Regarding:
1. I use Gretl from Wake Forrest (which is more up to date) so I can report
bugs from this version.
2. Always.
5. Maybe I could help with translation of Gretl on Croatian language if
users are interested. This will cover almost all ex Yugoslavian republic as
almost all from them understand and write Croatian language.
From: Ignacio Díaz-Emparanza<Ignacio.Diaz-Emparanza(a)ehu.es>
Reply-To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
To: gretl-users(a)ricardo.ecn.wfu.edu
Subject: Re: [Gretl-users] Variable name and future requests
Date: Fri, 20 Jan 2006 10:26:11 +0100
El Viernes, 20 de Enero de 2006 08:16, john w escribió:
>...
> But I also have some new suggestions for you...new features requests:
> 1. Data interpolation but from lower to high frequency data. Example
from
> quarterlly to monthly.
> 2. The possibility to include exogenous variables in VAR/VECM.
> 3.Var inverse roots graph but followed with textual pop-up menu. It's
> difficult to see if some value is on or out the unit circle if it is
close
> to the line.
> 4.FEVD followed by graph.
> 5. More stability tests for VAR/VECM (Cusum, breakpoint, 1-step Chow
test,
> etc.)
> 6. F-tests of zero restrictions (Wald type Granger causality) for VECM.
>
> This are only the suggestions. I know that you have plenty of work and
> unfortunatelly I'm not a programer so I can't help you.
>
> Your comments are welcome!
>
I am sure Allin and Jack will have your suggestions into account.
This message is to highlight that non programers (as myself) may
also help with a free software project as gretl:
1- Reporting bugs (probably the most important work)
2- Offering suggestions for ways to improve gretl.
3- Writing new documentation: tutorials, guides, etc.
4- Reporting about their way to use gretl (cases of study).
5- Translating to new languages or collaborating with the existent
translations.
--
Ignacio Díaz-Emparanza
Dpto. de Economía Aplicada III (Econometría y Estadística)
UPV-EHU
_______________________________________________
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Gretl-users(a)ricardo.ecn.wfu.edu
http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
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4:59 a.m.
Thank you for your quick answer!
Yes, I use CVS version.
Regarding
1. There is Compact data option but only to convert higher to lower
frequency not viceversa.
2. Thnx.
3. Will be nice. Thnx.
4. Ok. I'll try.
5. Thnx.
6. Ok. Thnx. There are some examples of this tests in JMulTi (also on
Sourceforge. But in Jawa). You can test group Granger causality in VECM and
you also have an option to impose zero restrictions on parameters (LR test).
From: jack <jack(a)deanovell.unian.it>
Reply-To: jack(a)deanovell.unian.it, Gretl list
<gretl-users(a)ricardo.ecn.wfu.edu>
To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] Variable name and future requests
Date: Fri, 20 Jan 2006 10:13:56 +0100 (CET)
On Fri, 20 Jan 2006, john w wrote:
> But I also have some new suggestions for you...new features requests:
> 1. Data interpolation but from lower to high frequency data. Example
from
> quarterlly to monthly.
I don't remember if this is in 1.5.0 (I think it is), but it's definitely
in CVS.
> 2. The possibility to include exogenous variables in VAR/VECM.
Already in 1.5.0. From a script or console, you do, for example
vecm 2 1 endog1 endog2 ; exog1 exog2 --nc
In the gui you get a nice box where you can put your exogenous variables.
> 3.Var inverse roots graph but followed with textual pop-up menu. It's
> difficult to see if some value is on or out the unit circle if it is
close
> to the line.
That's a bit tricky. If you need to edit the graph, here's a workaround:
1) Right-click -> Save as Icon
2) Session->Icon View
3) Select graph->right-click-Edit code
> 4.FEVD followed by graph.
Doable. It would help if you provided a gnuplot script to show us the way
you'd like it.
> 5. More stability tests for VAR/VECM (Cusum, breakpoint, 1-step Chow
test,
> etc.)
Doable.
> 6. F-tests of zero restrictions (Wald type Granger causality) for VECM.
Doable for tests which EITHER do not involve beta OR only involve beta.
Much harder for general tests; as you probably know, Granger-causality
tests (and Wald tests in general) in cointegrated systems are not always
easy-as-pie, due to the different convergence rates among parameters.
Obligatory references:
Toda, Hiro Y & Phillips, Peter C B, 1993. "Vector Autoregressions and
Causality," Econometrica, Econometric Society, vol. 61(6), pages 1367-93.
Dolado, J.J., Lutkepohl, H. (1996), "Making wald tests work for
cointegrated VAR systems", Econometrics Reviews, Vol. 15 pp.369-86.
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti
_______________________________________________
Gretl-users mailing list
Gretl-users(a)ricardo.ecn.wfu.edu
http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
_________________________________________________________________
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7:13 a.m.
On Fri, 20 Jan 2006, john w wrote:
Thank you for your quick answer!
Yes, I use CVS version.
Regarding
1. There is Compact data option but only to convert higher to lower
frequency not viceversa.
If you open a quarterly dataset, you have "Expand data" right under
"Compact data" in the Sample menu
2. Thnx.
3. Will be nice. Thnx.
4. Ok. I'll try.
5. Thnx.
6. Ok. Thnx. There are some examples of this tests in JMulTi (also on
Sourceforge. But in Jawa). You can test group Granger causality in VECM and
you also have an option to impose zero restrictions on parameters (LR test).
Oh, that's interesting. I'll have a look at it. Not now. But I promise I
will! Honest!
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti
7:34 a.m.
Ok, thanks Jack.
If you need any help let me know.
JMulTi web: www.jmulti.com or www.jmulti.de
A realy good software.
From: jack <jack(a)deanovell.unian.it>
Reply-To: jack(a)deanovell.unian.it, Gretl list
<gretl-users(a)ricardo.ecn.wfu.edu>
To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] Variable name and future requests
Date: Fri, 20 Jan 2006 13:13:22 +0100 (CET)
On Fri, 20 Jan 2006, john w wrote:
> Thank you for your quick answer!
> Yes, I use CVS version.
> Regarding
> 1. There is Compact data option but only to convert higher to lower
> frequency not viceversa.
If you open a quarterly dataset, you have "Expand data" right under
"Compact data" in the Sample menu
> 2. Thnx.
> 3. Will be nice. Thnx.
> 4. Ok. I'll try.
> 5. Thnx.
> 6. Ok. Thnx. There are some examples of this tests in JMulTi (also on
> Sourceforge. But in Jawa). You can test group Granger causality in VECM
and
> you also have an option to impose zero restrictions on parameters (LR
test).
Oh, that's interesting. I'll have a look at it. Not now. But I promise I
will! Honest!
Riccardo `Jack' Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
jack(a)dea.unian.it
http://www.econ.univpm.it/lucchetti
_______________________________________________
Gretl-users mailing list
Gretl-users(a)ricardo.ecn.wfu.edu
http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users
_________________________________________________________________
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12:51 p.m.
Hi all,
It would be a pleasure to help to translate gretl into brazilian portuguese -
as a non programer, while I'm just a beginner in C++. Is someone already
working on this?
Best Regards,
Raquel Guimarães
Universidade Federal de Minas Gerais
Belo Horizonte, MG, Brazil
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11:44 p.m.
On Sat, 21 Jan 2006, Raquel Rangel de Meireles Guimaraes wrote:
It would be a pleasure to help to translate gretl into brazilian
portuguese - as a non programer, while I'm just a beginner in C++.
Is someone already working on this?
Sounds good!
I have to confess my ignorance as to how great the difference is
between Brazilian Portuguese and Portuguese Portuguese, but you'll
probably want to coordinate with Hélio Guilherme
heliosoft(a)oninetspeed.pt
who I think has made a start on this. (I know that Hélio has
translated the gretl web pages into Portuguese.)
Allin Cottrell
6:26 a.m.
Allin,
There is, in my opinion, no significant difference between them. But, in the
future, perhaps it would be interessant..
I'll contact Helio to ask him if I could help with something!
Greetings,
Raquel Guimarães
Universidade Federal de Minas Gerais
Belo Horizonte, MG, Brazil
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9 comments
5 participants
participants (5)
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Allin Cottrell -
Ignacio Díaz-Emparanza -
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Raquel Rangel de Meireles Guimaraes