11:09 p.m.
Hi,
How can I get back the seasonality in my time series what I previously
deseasonalized please? Any function for that in Gretl?
Thank you.
Peter
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Today's Topics:
1. Re: "Data types not conformable for operation" problem using
SVAR (Gregory Chaudoin)
2. Re: Creating matrix rownames from varname(X) (Lee Adkins)
3. Re: Creating matrix rownames from varname(X) (Allin Cottrell)
4. Re: Creating matrix rownames from varname(X) (Lee Adkins)
5. Re: "Data types not conformable for operation" problem using
SVAR (Allin Cottrell)
----------------------------------------------------------------------
Message: 1
Date: Sat, 30 Mar 2013 11:11:22 -0500
From: Gregory Chaudoin <gchaudo(a)stuart.iit.edu>
Subject: Re: [Gretl-users] "Data types not conformable for operation"
problem using SVAR
To: Gretl list <gretl-users(a)lists.wfu.edu>
Message-ID:
<CAJPhEP5A3LVAnUrgq38DSEbFKvddx4r6D6aZN64JeOuVBDU2KQ(a)mail.gmail.com>
Content-Type: text/plain; charset="iso-8859-1"
Thanks for the response. I am using version 0.992, but I'll have to check
if have more than one. I know I am doing a very basic mistake. But it
escapes me at the moment.
-Greg
On Sat, Mar 30, 2013 at 10:56 AM, Gabriela Nodari <gabriela.nodari(a)gmail.com
wrote:
> Hi,
>
> I am also almost a new user. I am not able to solve your problem.. but
> the latest version of the svar pack should be 0.992.
>
> You can check on File>Function files>On local Machine. You may even
> have more than one. The version you want is 0.992.
> On 30/03/2013 4:24 PM, "Gregory Chaudoin" <gchaudo(a)stuart.iit.edu wrote:
>
>> Hello,
>>
>> I am a fairly new GRETL user in the classroom. I am teaching an
>> intro econometrics course where the students can use GRETL or Eviews.
>> Everything is going well, so far. But I would like to use SVAR in a
follow up course.
> However, I am stuck in neutral. I downloaded the SVAR package
and
> was testing it out using the provided HANSL:
>
> # turn extra output off
> set echo off
> set messages off
> # open the data and do some preliminary transformations open
> sw_ch14.gdt genr infl = 400*ldiff(PUNEW) rename LHUR unemp list X =
> unemp infl list Z = const # load the SVAR package include SVAR.gfn #
> set up the SVAR Mod = SVAR_setup("C", X, Z, 3)
>
>
> This generates the following:
>
> gretl version 1.9.9
> Current session: 2013-03-30 02:18
> # turn extra output off
> ? set echo off
>
> Read datafile C:Files_ch14.gdt
> periodicity: 4, maxobs: 164
> observations range: 1959:1-1999:4
>
> Listing 3 variables:
> 0) const 1) LHUR 2) PUNEW
>
> Data types not conformable for operation
> *** error in function SVAR_setup
> > bundle ret = null
>
> Error executing script: halting
> > Mod = SVAR_setup("C", X, Z, 3)
>
> I suspect that I installed the package wrong. How can I get it to
> work without the "*** error in function SVAR_setup
> > bundle ret = null"?
>
> Thanks.
>
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1:05 a.m.
New subject: Seasonalize
On Tue, 2 Apr 2013, Peter Toth wrote:
How can I get back the seasonality in my time series what I
previously
deseasonalized please? Any function for that in Gretl?
Excuse me, but of course there's no function for that, in gretl or
in any other software. If you want the original seasonal data you're
supposed to keep them.
That said, if you deseasonalized by regression on seasonal dummies,
and you preserved a record of the coefficients from that regression,
then you can get back the original series using those coefficients.
For example,
<hansl>
open data9-7
# form seasonalized series
ols QNC const WINTER SPRING SUMMER
series QNC_deseas = $coeff[1] + $uhat
# record the coefficients
matrix dumcoeff = $coeff[2:]
# reconstitute the original series
list D = WINTER SPRING SUMMER
series seasonal = lincomb(D, dumcoeff)
series QNC_orig = QNC_deseas + seasonal
# check the agreement
ols QNC_orig const QNC
</hansl>
If you used X-12-ARIMA or TRAMO/SEATS to deseasonalize via an ARIMA
model it will be more complicated but the principle is the same: you
can perform the inverse operation if (and only if) you have a record
of the model specification and the parameter estimates used in
deseasonalizing.
Allin Cottrell
4044
days inactive
4045
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Allin Cottrell -
Peter Toth