I think it is worth stressing that you would make the package more user-friendly if a cross-linking information strategy would be implemented connecting the underlying functions like movavg() with the corresponding menu items, in this case exponential moving average menu. Raul Gimeno -----Ursprüngliche Nachricht----- Von: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] Im Auftrag von gretl-users-request(a)lists.wfu.edu Gesendet: Donnerstag, 24. September 2015 12:53 An: gretl-users(a)lists.wfu.edu Betreff: Gretl-users Digest, Vol 104, Issue 34 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. exponential moving average (Raul Gimeno) 2. Re: exponential moving average (Riccardo (Jack) Lucchetti) 3. Re: exponential moving average (Sven Schreiber) ---------------------------------------------------------------------- Message: 1 Date: Thu, 24 Sep 2015 09:49:41 +0200 From: "Raul Gimeno" <mrexito(a)vtxmail.ch&gt; To: <gretl-users(a)lists.wfu.edu&gt; Subject: [Gretl-users] exponential moving average Message-ID: <008801d0f69d$9207d6b0$b6178410$(a)vtxmail.ch&gt; Content-Type: text/plain; charset="iso-8859-1" Dear Allin Thank you for your answer. Could you please remove the restriction for the exponential moving average filter to allow up to T/2 observations for the mean calculation? It would be helpful if all the fillters you find under "variable" like the exponential moving average have their own short explanation in the Gretl's guide. I am using the Roberts formula but I get a different result from Gretl with alpha = 0.1 Value one-step forecast Y(T) Y^ (T-1) T = 0 351.2917 T = 1 362 352.363 = 0.1(362) + 0.9(351.2917) --> Gretl: 354.2625 T = 2 381 Would it be possible to include a solver function like in Excel in order to do minimizing calculations to find the optimal alpha? Thank you in advance Raul Gimeno ______________________________________ -----Urspr?ngliche Nachricht----- Von: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users-bounces@lists.wfu.edu] Im Auftrag von gretl-users-request(a)lists.wfu.edu Gesendet: Mittwoch, 23. September 2015 18:00 An: gretl-users(a)lists.wfu.edu Betreff: Gretl-users Digest, Vol 104, Issue 32 Send Gretl-users mailing list submissions to <mailto:gretl-users@lists.wfu.edu> gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit <http://lists.wfu.edu/mailman/listinfo/gretl-users> http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to <mailto:gretl-users-request@lists.wfu.edu> gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at <mailto:gretl-users-owner@lists.wfu.edu> 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: Help please cannot get latex to work (Allin Cottrell) 2. Re: exponential moving average (Allin Cottrell) ---------------------------------------------------------------------- Message: 1 Date: Wed, 23 Sep 2015 08:58:25 -0400 (EDT) From: Allin Cottrell < <mailto:cottrell@wfu.edu> cottrell(a)wfu.edu&gt; To: Gretl list < <mailto:gretl-users@lists.wfu.edu> gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] Help please cannot get latex to work Message-ID: < <mailto:alpine.LNX.2.20.3.1509230853170.30212@localhost.localdomain> alpine.LNX.2.20.3.1509230853170.30212(a)localhost.localdomain&gt; Content-Type: text/plain; charset=US-ASCII; format=flowed On Tue, 22 Sep 2015, Cameron Heimerdinger wrote: I've looked into this, and I'm afraid LaTeXit.app is not going to work for this purpose. The author of the program says, "LaTeXiT is 'simply' a graphical interface above a LaTeX engine" (See <http://www.chachatelier.fr/latexit/> http://www.chachatelier.fr/latexit/ ). What gretl needs is the path to the "LaTeX engine" itself, which should probably be a binary named "pdflatex". Where exactly that is on your system, I don't know, but you should be able to find out by doing locate pdflatex in a Terminal window. Allin Cottrell ------------------------------ Message: 2 Date: Wed, 23 Sep 2015 11:19:12 -0400 (EDT) From: Allin Cottrell < <mailto:cottrell@wfu.edu> cottrell(a)wfu.edu&gt; To: Gretl list < <mailto:gretl-users@lists.wfu.edu> gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] exponential moving average Message-ID: < <mailto:alpine.LNX.2.20.3.1509231040540.32043@localhost.localdomain> alpine.LNX.2.20.3.1509231040540.32043(a)localhost.localdomain&gt; Content-Type: text/plain; charset=US-ASCII; format=flowed On Wed, 23 Sep 2015, Raul Gimeno wrote: The general limitation is not 6 but T/4. I suppose we could increase it to T/2 if that's commonly used. In the Help for the movavg() function. Also see <https://en.wikipedia.org/wiki/Moving_average> https://en.wikipedia.org/wiki/Moving_average ; we compute the Roberts version. S_t = a*y_t + (1-a)*S_{t-1} Using Roberts the second value of S should be 0.1 times the second y observation + 0.9 times the initial value of S. You could use a line search in a loop, or one of gretl's numerical tools such as BFGSmax. Allin Cottrell ------------------------------ _______________________________________________ Gretl-users mailing list <mailto:Gretl-users@lists.wfu.edu> Gretl-users(a)lists.wfu.edu <http://lists.wfu.edu/mailman/listinfo/gretl-users> http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 104, Issue 32 ********************************************