Dear Allin,

From: gretl-users-request(a)lists.wfu.edu Subject: Gretl-users Digest, Vol 69, Issue 18 To: gretl-users(a)lists.wfu.edu Date: Thu, 18 Oct 2012 09:07:15 -0400 Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: forecasting with exponential smoothing (Pedro Ba??o) 2. Granger Causality test in Gretl (?? ?) 3. Re: Granger Causality test in Gretl (H?lio Guilherme) 4. Re: Granger Causality test in Gretl (Allin Cottrell) 5. Gamma distribution in gretl? (mariusz doszy?) 6. Gretl on Mac OS X 10.8.2 (Luc Hens) ---------------------------------------------------------------------- Message: 1 Date: Wed, 17 Oct 2012 17:22:40 +0100 From: Pedro Ba??o <pmab(a)fe.uc.pt&gt; Subject: Re: [Gretl-users] forecasting with exponential smoothing To: walt(a)dataanalyticscorp.com, Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <CAMwCGMeAUXnL+vjR4mhfEwp5n0h41=MvypSJRbw8r1zF82FSSA(a)mail.gmail.com&gt; Content-Type: text/plain; charset="iso-8859-1" perhaps this will do it: smpl 1 20 series x=movavg(y,0.5) # change the parameter 0.5 smpl 21 25 series f=x[20] matrix f_stats=fcstats(y,f) f_stats smpl full where y is the series to forecast, f has the forecasts, x is the smoothed series and f_stats is the matrix with the forecast statistics. You can then plot y and f. For a moving average, set the parameter 0.5 to an integer>1. On 15 October 2012 12:04, Data Analytics Corp. <walt(a)dataanalyticscorp.com&gt;wrote: > Hi, > > I'd like to illustrate for students forecasting for just a few > steps-ahead with simple exponential smoothing. The filter option allows > for exponential smoothing (the movavg function does the same) but I > can't get a forecast with a forecast graph and forecast errors similar > to what I get with, say, the AR option in modeling. In particular, if I > have 25 observations, I'd like to set the sample size to the first 20, > do the smoothing, forecast the next 5, graph all 25 along with the 5 > forecasted values, and calculate error statistics for the 5 forecasted > values using the 5 hold-out values. How can I do this? Is there a > script that would accomplish what I want? I'd like to also do the same > for a simple moving average. > > Thanks, > > Walt > > ________________________ > > Walter R. Paczkowski, Ph.D. > Data Analytics Corp. > 44 Hamilton Lane > Plainsboro, NJ 08536 > ________________________ > (V) 609-936-8999 > (F) 609-936-3733 > walt(a)dataanalyticscorp.com > www.dataanalyticscorp.com > _____________________________________________________ > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > > > > > -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20121017/05c16e41/... ------------------------------ Message: 2 Date: Wed, 17 Oct 2012 21:52:16 +0000 From: ?? ? <dianpenginuk(a)live.cn&gt; Subject: [Gretl-users] Granger Causality test in Gretl To: <gretl-users(a)lists.wfu.edu&gt; Message-ID: <BAY170-W25C4C656BBC69EC5CB8F3FC8770(a)phx.gbl&gt; Content-Type: text/plain; charset="gb2312" To whom it may concern, Sorry to bother you. I am a student from University of Glasgow UK. For my dissertation purpose I need to run Granger Causality tests using Gretl. I am using panel data, "time series" function didn't work? Would you mind giving me some advice on the following questions: Is the Granger Causality test for autoregression? How to run Granger Causality in Gretl using panel data? Do I need to change my data structure to time series in order to finish the Granger causality test of variables. Thank you for your time Best regardsDianpeng -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20121017/3701ca74/... ------------------------------ Message: 3 Date: Thu, 18 Oct 2012 00:05:01 +0100 From: H?lio Guilherme <helioxentric(a)gmail.com&gt; Subject: Re: [Gretl-users] Granger Causality test in Gretl To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <CABNCgGSAaRJhAchtYA5dnu_s0usm7qj+ygDJsFJdS78exDT3iQ(a)mail.gmail.com&gt; Content-Type: text/plain; charset=UTF-8 Hi, I did a simple query in Google and found an explanation for the Granger-causality test at http://en.wikipedia.org/wiki/Granger_causality It does seems to be applicable only to time-series. I recommend to get better references on that matter. What does the excelent Gretl documentation (Reference or Guide) say about it? Good luck. On Wed, Oct 17, 2012 at 10:52 PM, ?? ? <dianpenginuk(a)live.cn&gt; wrote: > To whom it may concern, > > Sorry to bother you. I am a student from University of Glasgow UK. For my > dissertation purpose I need to run Granger Causality tests using Gretl. I > am using panel data, "time series" function didn't work? Would you mind > giving me some advice on the following questions: > > Is the Granger Causality test for autoregression? > > How to run Granger Causality in Gretl using panel data? Do I need to change > my data structure to time series in order to finish the Granger causality > test of variables. > > Thank you for your time > > Best regards > Dianpeng > > > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users ------------------------------ Message: 4 Date: Wed, 17 Oct 2012 20:02:50 -0400 (EDT) From: Allin Cottrell <cottrell(a)wfu.edu&gt; Subject: Re: [Gretl-users] Granger Causality test in Gretl To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <alpine.LFD.2.01.1210171952360.1488@myrtle> Content-Type: text/plain; charset="gb2312" On Wed, 17 Oct 2012, ?? ? wrote: > Sorry to bother you. I am a student from University of Glasgow UK. > For my dissertation purpose I need to run Granger Causality tests > using Gretl. I am using panel data, "time series" function didn't > work? Would you mind giving me some advice on the following > questions: > Is the Granger Causality test for autoregression? The Granger test is not "for" autoregression, but it is conducted in the framework of a vector autoregression (VAR). > How to run Granger Causality in Gretl using panel data? Do I need > to change my data structure to time series in order to finish the > Granger causality test of variables. The theory of Granger causality is well developed for the time series case. For panel data it is more complicated; for one thing you'd have to decide if the causality result is supposed to be in common ("homogeneous") across your panel units, or not. If you google "Granger causality panel data" you'll find discussions of this. In gretl, Granger causality tests are provided among the results when estimating a VAR, but the "var" command is not available for panel data, only time series. I think this is true of most econometric software. Gretl scripting has the flexibility to allow you to construct a related test for panel data, if you can figure out exactly what it is you want to test. Allin Cottrell ------------------------------ Message: 5 Date: Thu, 18 Oct 2012 10:35:20 +0200 From: mariusz doszy? <madosz(a)wp.pl&gt; Subject: [Gretl-users] Gamma distribution in gretl? To: "gretl-users" <gretl-users(a)lists.wfu.edu&gt; Message-ID: <507fbf48de9c76.68846749(a)wp.pl&gt; Content-Type: text/plain; charset="us-ascii" An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20121018/a5629910/... ------------------------------ Message: 6 Date: Thu, 18 Oct 2012 14:58:17 +0200 From: Luc Hens <luc.hens.econ(a)vub.ac.be&gt; Subject: [Gretl-users] Gretl on Mac OS X 10.8.2 To: gretl-users(a)lists.wfu.edu Message-ID: <8C8B3547-A0CF-46D5-8D7D-99E4946B73B2(a)vub.ac.be&gt; Content-Type: text/plain; charset="windows-1252" I installed Gretl on a MacBook Pro running OS X 10.8.2. When I leave Gretl in the disk image, it runs fine. However, when I move Gretl to the Applications folder it appears greyed out (and with a no-go trafiic sign across the icon) and won't run. Does anyone know what is going on and how to fix this? L u c H e n s ------------------------------------------------------- Vrije Universiteit Brussel & Vesalius College Pleinlaan 2 ? Room C2.146 ? B-1050 Brussels ? Belgium office hours: Wednesdays 13:00-16:00, Karel Van Miert building (Pleinlaan 5), mezzanine e-mail: luc.hens.econ(a)vub.ac.be home page: http://homepages.vub.ac.be/~lmahens/ Vesalius College: www.vesalius.edu Vrije Universiteit Brussel: http://www.vub.ac.be/ -------------- next part -------------- An HTML attachment was scrubbed... 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