2:47 p.m.
*how to test Peron (1989) the gretl for the series break?*
--
*Augusta Pelinski Raiher*
*(Docente do curso de Economia e do Programa de Pós-Graduação em Ciências
Sociais na Universidade Estadual de Ponta Grossa)*
4:48 p.m.
nd how I program it in gretl? I do not have much knowledge of gratl to do
this.
2015-12-12 14:28 GMT-02:00 Allin Cottrell <cottrell(a)wfu.edu>:
On Sat, 12 Dec 2015, Augusta Pelinski wrote:
*how to test Peron (1989) the gretl for the series break?*
>
Take a look at the script perron97.inp -- it's under /File/Script
files/Practice file and the "Gretl" tab.
Allin Cottrell
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--
*Augusta Pelinski Raiher*
*(Docente do curso de Economia e do Programa de Pós-Graduação em Ciências
Sociais na Universidade Estadual de Ponta Grossa)*
5:18 p.m.
Am 12.12.2015 um 17:48 schrieb Augusta Pelinski:
nd how I program it in gretl? I do not have much knowledge of gratl
to
do this.
Well we're not at a Star Trek level yet where you talk to gretl and say
"gretl, please run this test for me, you know what I mean". So you need
to learn how to use it. Start reading the documentation.
Apart from that, if you understand that Perron test and if I remember
the test correctly (which by the way doesn't test the break but instead
tests for a unit root _allowing_ for a break), then you can implement it
in the graphical interface as well, it's just a regression with suitable
right-hand side variables.
The only thing that perhaps is not doable with the mouse alone is to
construct the break dummy. Not sure if now there exists a function
package that makes it easier to construct such a dummy in the GUI. (->
question to all)
cheers,
sven
12:34 a.m.
On Sat, 12 Dec 2015, Sven Schreiber wrote:
Am 12.12.2015 um 17:48 schrieb Augusta Pelinski:
> nd how I program it in gretl? I do not have much knowledge of gratl to
> do this.
Well we're not at a Star Trek level yet where you talk to gretl and say
"gretl, please run this test for me, you know what I mean". So you need to
learn how to use it. Start reading the documentation.
Apart from that, if you understand that Perron test and if I remember the
test correctly (which by the way doesn't test the break but instead tests for
a unit root _allowing_ for a break), then you can implement it in the
graphical interface as well, it's just a regression with suitable right-hand
side variables.
The only thing that perhaps is not doable with the mouse alone is to
construct the break dummy. Not sure if now there exists a function package
that makes it easier to construct such a dummy in the GUI. (-> question to
all)
That should be doable via "/Add/Observation range dummy" in the main
gretl window.
Allin Cottrell
8:52 a.m.
Am 13.12.2015 um 01:34 schrieb Allin Cottrell:
On Sat, 12 Dec 2015, Sven Schreiber wrote:
>
> The only thing that perhaps is not doable with the mouse alone is to
> construct the break dummy. Not sure if now there exists a function
> package that makes it easier to construct such a dummy in the GUI. (->
> question to all)
That should be doable via "/Add/Observation range dummy" in the main
gretl window.
Ah, of course! Maybe I should change the German translation for that, I
don't understand it myself... (not easy to find something better though).
thanks,
sven
5:23 p.m.
On Sat, 12 Dec 2015, Augusta Pelinski wrote:
And how I program it in gretl? I do not have much knowledge of gratl
to
do this.
I'm going to surprise you with a secret we've managed to keep for years:
gretl comes with a fine set of assorted manuals. Since we wanted nobody to
know of their existence, we stashed them in a place where nobody would
even think of looking: the "Help" menu. There, I said it.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
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6 comments
4 participants
participants (4)
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Allin Cottrell -
Augusta Pelinski -
Riccardo (Jack) Lucchetti -
Sven Schreiber