4:38 p.m.
could you be more specific, please? Single equation or VAR, ARMA or
not,
etc. etc.
thanks,
sven
Hi Sven, I'm refering to the Roots in an ARMA model, the thing is that I
need to build the graph for the unit root test in ARMA models, for which I
require acces (through code) to the Roots, Imaginary, Modulus and Frecuency
in the Unit Root Test Results in the ARMA models, I also need to know how to
"draw" a circle in a graph with gretl, it seems I can't get gnuplot to
recognize the circle equation... any help would be welcome...
--
Marcos Larios Santa Rosa
6 p.m.
New subject: Unit Root Test
On Fri, 1 Feb 2008, Marcos Larios wrote:
> could you be more specific, please? Single equation or VAR,
> ARMA or not, etc. etc.
Hi Sven, I'm refering to the Roots in an ARMA model, ...
At present the roots are computed and printed (as you know), but
they're not fetchable via a "$" variable. That probably should
be added.
In the meantime this might be helpful: if you estimate an ar(i)ma
model using the --x-12-arima option in gretl, a plain
text file named varname.rts (where "varname" is the name of the
dependent variable) is written. This is in a simple fixed format
and contains all the roots information. It will be written to
your x12arima working directory. You can find out where that is
using
print "@x12adir"
in gretl.
the thing is that I need to build the graph for the unit root
test in ARMA models, for which I require acces (through code) to
the Roots, Imaginary, Modulus and Frecuency in the Unit Root
Test Results in the ARMA models, I also need to know how to
"draw" a circle in a graph with gretl, it seems I can't get
gnuplot to recognize the circle equation...
We currently have code for graphing the roots when you estimate a
VAR. You can see how we do this in either of these ways.
(a) Estimate a arbitrary VAR in the GUI. In the VAR output window
select Graphs/VAR inverse roots. Click on the graph and select
"Save to session as icon". Open the icon view window (View/Icon
view). Right-click on the graph icon and select "Edit plot
commands". You'll get a window showing the gnuplot commands for
making this sort of graph, which you could save under another name
and use as a template.
(b) Look at the C code that constructs the graph commands for this
case.
http://gretl.cvs.sourceforge.net/*checkout*/gretl/gretl/lib/src/graphing....
and look for "gretl_VAR_roots_plot".
Allin Cottrell
2:15 a.m.
New subject: new string handling (was Re: Unit Root Test)
On Sun, 3 Feb 2008, I wrote:
In the meantime this might be helpful: if you estimate an
ar(i)ma model using the --x-12-arima option in gretl, a plain
text file named varname.rts (where "varname" is the name of the
dependent variable) is written.
Around Christmas I added some functionality for handling strings.
I think the timing was bad and it wasn't much noticed, and as a
result was not much debugged. However, reading roots information
from a X-12-ARIMA .rts file is a handy case in point. I've had a
go at this, and in the process have fixed a few bugs and added
some more functionality. Find below a function that reads an .rts
file and returns a roots matrix. The new string-handling idioms
are explained in (a) "help sscanf" and (b) section 11.2 of the
User's Guide (CVS and Windows snapshot).
<script>
function read_x12a_roots (series y, int type[1:2:1])
# compose the name of the X12A roots file...
sprintf yfile, "%s/%s.rts", @x12adir, argname(y)
# and grab its content into a string
string rts = readfile(@yfile)
matrix r
matrix R
if (type = 1)
string targ = "AR"
else
string targ = "MA"
endif
string line = strstr(@rts, @targ)
loop while isstring(line) --quiet
# offset on line to find the numbers
string line = @line + 18
# get 4 values: real, imaginary, modulus, frequency
sscanf @line, "%m", r
R = R|r
string line = strstr(@line, @targ)
endloop
return matrix R
end function
open data9-7
arma 2 1 ; QNC --x-12-arima
AR_roots = read_x12a_roots(QNC, 1)
MA_roots = read_x12a_roots(QNC, 2)
print AR_roots MA_roots
</script>
Allin.
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Marcos Larios