Dear all, this message is to inform the community about the activity in our function package repository: during the month of December 2024, 3 packages were updated to a new version: "graphlasso", by Sven Schreiber (graphical Lasso --- l1 shrinkage for covariance matrices) "lomackinlay", by Allin Cottrell and Sven Schreiber (Lo-MacKinlay variance ratio test for determining if a time series is a random walk process) "BACE", by Marcin Błażejowski and Jacek Kwiatkowski (Bayesian Averaging of Classical Estimates) I'll reserve a special mention for the "graphlasso", which now uses a new internal function to speed up computation. Sorry if this message comes relatively late in the month, but I was away ;) Download and enjoy! ------------------------------------------------------- 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 ------------------------------------------------------- _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Hi Brian, cannot confirm that the choice is gone, I just checked with gretl 2025a. Please double-check, and if you still think it's not there anymore, please tell us as always: what version are you running, and ideally exactly what data / sample combination you are using. cheers sven Am 08.05.2025 um 18:05 schrieb Brian Revell: HI it would appear that the latest Gretl version post estimation in both Arima and OLS Analysis Forecast no longer provides the shaded area confidence interval option that was hitherto available. It is a much preferable option to the confidence interval bars which is the only mrthod and clutters up the graphical presentation which aesthetically clutters up the graphical presentation. Indeed the Arima forecast graphic provides the erro bar in the key, but doesn't even plot it. Any chance of restoring the previous choice selection and functionality? Brian Revell On Sat, 11 Jan 2025 at 11:20, Riccardo (Jack) Lucchetti < p002264(a)staff.univpm.it&gt; wrote: > Dear all, > > this message is to inform the community about the activity in our > function package repository: during the month of December 2024, 3 > packages were updated to a new version: > > "graphlasso", by Sven Schreiber (graphical Lasso --- l1 shrinkage for > covariance matrices) > "lomackinlay", by Allin Cottrell and Sven Schreiber (Lo-MacKinlay > variance ratio test for determining if a time series is a random walk > process) > "BACE", by Marcin Błażejowski and Jacek Kwiatkowski (Bayesian Averaging > of Classical Estimates) > > I'll reserve a special mention for the "graphlasso", which now uses a > new internal function to speed up computation. > > Sorry if this message comes relatively late in the month, but I was away > ;) > > Download and enjoy! > > ------------------------------------------------------- > 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 > ------------------------------------------------------- > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Well, where exactly are you looking for the option and find that it's absent? In the Arima estimated model window, I go to Analysis/Forecasts (add some extra obs if necessary), and then in the dialog window in the lower part I can switch from error bars to shaded. Please describe what you do instead. -s Am 08.05.2025 um 19:40 schrieb Brian Revell: HI Sven Gretl 2025a version being run. Sample data 2001-2023. Brian On Thu, 8 May 2025 at 17:25, Sven Schreiber <sven.schreiber(a)fu-berlin.de&gt; wrote: > Hi Brian, > > cannot confirm that the choice is gone, I just checked with gretl 2025a. > Please double-check, and if you still think it's not there anymore, please > tell us as always: what version are you running, and ideally exactly what > data / sample combination you are using. > > cheers > > sven > Am 08.05.2025 um 18:05 schrieb Brian Revell: > > HI > it would appear that the latest Gretl version post estimation in both > Arima and OLS Analysis Forecast no longer provides the shaded area > confidence interval option that was hitherto available. It is a much > preferable option to the confidence interval bars which is the only mrthod > and clutters up the graphical presentation which aesthetically clutters up > the graphical presentation. Indeed the Arima forecast graphic provides the > erro bar in the key, but doesn't even plot it. Any chance of restoring the > previous choice selection and functionality? > > Brian Revell > > On Sat, 11 Jan 2025 at 11:20, Riccardo (Jack) Lucchetti < > p002264(a)staff.univpm.it&gt; wrote: > >> Dear all, >> >> this message is to inform the community about the activity in our >> function package repository: during the month of December 2024, 3 >> packages were updated to a new version: >> >> "graphlasso", by Sven Schreiber (graphical Lasso --- l1 shrinkage for >> covariance matrices) >> "lomackinlay", by Allin Cottrell and Sven Schreiber (Lo-MacKinlay >> variance ratio test for determining if a time series is a random walk >> process) >> "BACE", by Marcin Błażejowski and Jacek Kwiatkowski (Bayesian Averaging >> of Classical Estimates) >> >> I'll reserve a special mention for the "graphlasso", which now uses a >> new internal function to speed up computation. >> >> Sorry if this message comes relatively late in the month, but I was away >> ;) >> >> Download and enjoy! >> >> ------------------------------------------------------- >> 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 >> ------------------------------------------------------- >> _______________________________________________ >> Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it >> To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it >> Website: >> https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ >> > > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > > _______________________________________________ > Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it > To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it > Website: > https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ > _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/ _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/

Re 2025a Gretl version Sven the 2 attached screen grabs clearly show for both OLS and Arima that the options for the CI are greyed out with effectively a default to range bars.

On Fri, May 9, 2025 at 5:21 AM Brian Revell <bjr.newmail(a)gmail.com&gt; wrote: > > Re 2025a Gretl version > Sven > the 2 attached screen grabs clearly show for both OLS and Arima that the options for the CI are greyed out with effectively a default to range bars. The "range bars" only situation is supposed to arise when only a single forecast is possible. Could you try running the following script and see what you get in the forecast dialog, please? nulldata 50 set seed 654321 setobs 1 1975 --time series u = normal() series y = 5 y = 0.5*y(-1) + u + 0.2*u(-1) smpl ; 2012 arma 1 1 ; y -w Allin Cottrell _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/