10:13 p.m.
Dear all,
I am back with another, perhaps very nooby, question.
Namely:
I have successfully extracted 3rd-degree regressions from my temperature data. My question
is now, how can I find out the exact coefficient of those regressions' x^3 ? More
exactly, (how) can I make a new series out of the regression coefficients for each year ?
Hoping I am being clear and thanks in advance,
Best to all,
Marc O'C.
1:05 a.m.
On Tue, 5 Jan 2016, Marc O'Callaghan wrote:
Dear all,
I am back with another, perhaps very nooby, question.
Namely:
I have successfully extracted 3rd-degree regressions from my
temperature data. My question is now, how can I find out the exact
coefficient of those regressions' x^3 ? More exactly, (how) can I
make a new series out of the regression coefficients for each year ?
Hoping I am being clear and thanks in advance,
I don't remember exactly, offhand, what the project was here, but it
sounnds like you need to look at the $coeff accessor (to grab the
exact coefficients after estimation) and the lincomb() function (to
create a series via a linear combination of terms).
Allin Cottrell
8:47 p.m.
I don't remember exactly, offhand, what the project was here, but
it
sounnds like you need to look at the $coeff accessor (to grab the exact
coefficients after estimation) and the lincomb() function (to create a
series via a linear combination of terms).
Allin Cottrell
Thanks for your answer, though I think I didn't express myself correctly.
For the context : I am studying the evolution of max and min temperatures
throught Feb-March-Apr of every year, with special emphasis on March. My
main goal is to sort them into two categories : 1) when they have a tendency
to rise during the month and 2) when they tend to sink.
So as to avoid plotting a graph for each year and judging on the basis of
that what the tendency is, I was planning to plot the 3rd-degree regression
using the "polynomial trend" (or whatever it's called in English, I'
sorry,
I downloaded Gretl in French to better understand what the others in my
group talk about) filter. Can I somehow find out what that polynom is ? Does
this seem like an intelligent way to go ?
If not, could you please be so good as to explain how you would recommend I
proceed, keeping in mind that I am (to my great shame) an utter nincompoop
in matters Gretl ?
Best
Marc O'Callaghan
--------------------------------------------------
From: "Allin Cottrell" <cottrell(a)wfu.edu>
Sent: Wednesday, January 06, 2016 2:05 AM
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Regression coefficients
> On Tue, 5 Jan 2016, Marc O'Callaghan wrote:
>
>> Dear all,
>>
>> I am back with another, perhaps very nooby, question.
>> Namely:
>>
>> I have successfully extracted 3rd-degree regressions from my temperature
>> data. My question is now, how can I find out the exact coefficient of
>> those regressions' x^3 ? More exactly, (how) can I make a new series out
>> of the regression coefficients for each year ?
>>
>> Hoping I am being clear and thanks in advance,
>
I don't remember exactly, offhand, what the project was here, but
it
sounnds like you need to look at the $coeff accessor (to grab the exact
coefficients after estimation) and the lincomb() function (to create a
series via a linear combination of terms).
Allin Cottrell
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
6:50 p.m.
On Thu, 7 Jan 2016, Marc O'Callaghan wrote:
> I don't remember exactly, offhand, what the project was here,
but it
> sounnds like you need to look at the $coeff accessor (to grab the exact
> coefficients after estimation) and the lincomb() function (to create a
> series via a linear combination of terms).
>
> Allin Cottrell
Thanks for your answer, though I think I didn't express myself correctly.
For the context : I am studying the evolution of max and min temperatures
throught Feb-March-Apr of every year, with special emphasis on March. My main
goal is to sort them into two categories : 1) when they have a tendency to
rise during the month and 2) when they tend to sink.
So as to avoid plotting a graph for each year and judging on the basis of
that what the tendency is, I was planning to plot the 3rd-degree regression
using the "polynomial trend" (or whatever it's called in English, I'
sorry, I
downloaded Gretl in French to better understand what the others in my group
talk about) filter. Can I somehow find out what that polynom is ? Does this
seem like an intelligent way to go ?
If not, could you please be so good as to explain how you would recommend I
proceed, keeping in mind that I am (to my great shame) an utter nincompoop in
matters Gretl ?
If your dataset looks something like what I recommended in
http://lists.wfu.edu/pipermail/gretl-users/2015-December/011431.html
where "yrday" is a series that runs from 1 to 90 for the 90 days
starting on Feb 1 each year and TMAX records maximum temperature,
then you could run a regression as follows
series yd2 = yrday^2
series yd3 = yrday^3
ols TMAX const yrday yd2 yd3
That will give you your 3rd degree polynomial trend for TMAX.
Allin Cottrell
5:36 p.m.
Many thanks for your help, Allin. I'm ashamed to have to ask such questions,
but you got me out of a "sticky" situation there.
Marc O'Callaghan
--------------------------------------------------
From: "Allin Cottrell" <cottrell(a)wfu.edu>
Sent: Saturday, January 09, 2016 7:50 PM
To: "Gretl list" <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] Regression coefficients
On Thu, 7 Jan 2016, Marc O'Callaghan wrote:
>> I don't remember exactly, offhand, what the project was here, but it
>> sounnds like you need to look at the $coeff accessor (to grab the exact
>> coefficients after estimation) and the lincomb() function (to create a
>> series via a linear combination of terms).
>>
>> Allin Cottrell
>
> Thanks for your answer, though I think I didn't express myself correctly.
> For the context : I am studying the evolution of max and min temperatures
> throught Feb-March-Apr of every year, with special emphasis on March. My
> main goal is to sort them into two categories : 1) when they have a
> tendency to rise during the month and 2) when they tend to sink.
> So as to avoid plotting a graph for each year and judging on the basis of
> that what the tendency is, I was planning to plot the 3rd-degree
> regression using the "polynomial trend" (or whatever it's called in
> English, I' sorry, I downloaded Gretl in French to better understand what
> the others in my group talk about) filter. Can I somehow find out what
> that polynom is ? Does this seem like an intelligent way to go ?
> If not, could you please be so good as to explain how you would recommend
> I proceed, keeping in mind that I am (to my great shame) an utter
> nincompoop in matters Gretl ?
If your dataset looks something like what I recommended in
http://lists.wfu.edu/pipermail/gretl-users/2015-December/011431.html
where "yrday" is a series that runs from 1 to 90 for the 90 days starting
on Feb 1 each year and TMAX records maximum temperature, then you could
run a regression as follows
series yd2 = yrday^2
series yd3 = yrday^3
ols TMAX const yrday yd2 yd3
That will give you your 3rd degree polynomial trend for TMAX.
Allin Cottrell
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