8:28 a.m.
Hi,
I'm trying to estimate the parameters for an ARMA model and then
forecast the next value. I've linked the library (libgretl-1.0) to my
program and am able to create datasets and estimate the ARMA model. I'm
however unable to use the forecast code.
I've noticed that forecast.h is not included in libgretl.h, which seems
strange. So I manually added forecast.h to my program. I now get
*undefined references* to all the functions in forecast.h. So I assume
the forecast functionality is not part of the libgretl-1.0 library.
Which library should I link to, to make use of this functionality? I've
tried linking all the libs in /usr/lib/gretl-gtk2, but that didn't help
either.
Any help would be appreciated
Chris
10:30 a.m.
On Sat, 29 Mar 2014, GOO Creations wrote:
I'm trying to estimate the parameters for an ARMA model and then
forecast the
next value. I've linked the library (libgretl-1.0) to my program and am able
to create datasets and estimate the ARMA model. I'm however unable to use the
forecast code.
I've noticed that forecast.h is not included in libgretl.h, which seems
strange.
libgretl.h includes the "basic" gretl headers, but for some extra
functionality it's necessary to include additional headers. This is
indicated in the API doc, for example
http://gretl.sourceforge.net/API/new/gretl/gretl-Forecasting.html
So I manually added forecast.h to my program. I now get *undefined
references* to all the functions in forecast.h. So I assume the forecast
functionality is not part of the libgretl-1.0 library.
It is included in libgretl. I don't know why you would be getting
undefined references. I'm attaching a sample C file and accompanying
Makefile which illustrates obtaining a forecast after ARMA estimation.
Allin Cottrell
10:38 a.m.
Hi Allin,
Thanks for the example program. I've fixed the reference errors (have
send an email 5min ago).
On a different note. I'm new to gretl and still struggeling to figure
out how to work with DATASET. I have a double array with my time series
samples. I want to create a DATASET directly from this array (without
reading it from file or DB). This is what I've done:
int length = 8;
double d[] = {0.1, 0.2, 0.3, 0.2, 0.1, 0.3, 0.4, 0.6};
DATASET *data = create_new_dataset(length, 1, 0);
dataset_add_series_as(data, d, "data");
Is this the correct way of doing it?
Chris
On 2014/03/29 12:30 PM, Allin Cottrell wrote:
On Sat, 29 Mar 2014, GOO Creations wrote:
> I'm trying to estimate the parameters for an ARMA model and then
> forecast the next value. I've linked the library (libgretl-1.0) to my
> program and am able to create datasets and estimate the ARMA model.
> I'm however unable to use the forecast code.
>
> I've noticed that forecast.h is not included in libgretl.h, which
> seems strange.
libgretl.h includes the "basic" gretl headers, but for some extra
functionality it's necessary to include additional headers. This is
indicated in the API doc, for example
http://gretl.sourceforge.net/API/new/gretl/gretl-Forecasting.html
> So I manually added forecast.h to my program. I now get *undefined
> references* to all the functions in forecast.h. So I assume the
> forecast functionality is not part of the libgretl-1.0 library.
It is included in libgretl. I don't know why you would be getting
undefined references. I'm attaching a sample C file and accompanying
Makefile which illustrates obtaining a forecast after ARMA estimation.
Allin Cottrell
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
11:36 a.m.
On Sat, 29 Mar 2014, GOO Creations wrote:
Thanks for the example program. I've fixed the reference errors
(have send an
email 5min ago).
On a different note. I'm new to gretl and still struggeling to figure out how
to work with DATASET. I have a double array with my time series samples. I
want to create a DATASET directly from this array (without reading it from
file or DB). This is what I've done:
int length = 8;
double d[] = {0.1, 0.2, 0.3, 0.2, 0.1, 0.3, 0.4, 0.6};
DATASET *data = create_new_dataset(length, 1, 0);
dataset_add_series_as(data, d, "data");
Is this the correct way of doing it?
Close but not quite. Instead of using dataset_add_series_as(), which is
intended for internal use and will not do what you want, you can do
dataset_add_series(data, 1);
int t, newvar = data->v - 1;
for (t=0; t<length; t++) {
data->Z[newvar][t] = d[t];
}
strcpy(data->varname[newvar], "data");
It is also possible to use dataset_add_allocated_series(), in which case
you don't have to copy the values across, but this requires that the array
passed in has been obtained via malloc, and the dataset struct takes
ownership of it.
Allin Cottrell
10:32 a.m.
Hi again,
Found a solution. Seems you have to specifically specify that the
forecast functions are C (when compiling with a C++ compiler). Added
this to the top of my file:
/extern "C"//
//{//
// void free_fit_resid (FITRESID *fr);//
// FITRESID *get_fit_resid (const MODEL *pmod, const DATASET
*dset, int *err);//
// FITRESID *get_forecast (MODEL *pmod, int t1, int t2, int
pre_n, DATASET *dset, gretlopt opt, int *err);//
// FITRESID *get_system_forecast (void *p, int ci, int i, int t1,
int t2, int pre_n, DATASET *dset, gretlopt opt, int *err);//
// int do_forecast (const char *str, DATASET *dset, gretlopt opt,
PRN *prn);//
// void forecast_options_for_model (MODEL *pmod, const DATASET
*dset, int *flags, int *dt2max, int *st2max);//
// gretl_matrix *get_forecast_matrix (int idx, int *err);//
// FITRESID *rolling_OLS_k_step_fcast (MODEL *pmod, DATASET
*dset, int t1, int t2, int k, int pre_n, int *err);//
// void fcast_get_continuous_range (const FITRESID *fr, int *pt1,
int *pt2);//
// void forecast_matrix_cleanup (void);//
//}//
//#include <forecast.h>//
/
Chris
On 2014/03/29 10:28 AM, GOO Creations wrote:
Hi,
I'm trying to estimate the parameters for an ARMA model and then
forecast the next value. I've linked the library (libgretl-1.0) to my
program and am able to create datasets and estimate the ARMA model.
I'm however unable to use the forecast code.
I've noticed that forecast.h is not included in libgretl.h, which
seems strange. So I manually added forecast.h to my program. I now get
*undefined references* to all the functions in forecast.h. So I assume
the forecast functionality is not part of the libgretl-1.0 library.
Which library should I link to, to make use of this functionality?
I've tried linking all the libs in /usr/lib/gretl-gtk2, but that
didn't help either.
Any help would be appreciated
Chris
10:40 a.m.
On Sat, 29 Mar 2014, GOO Creations wrote:
Hi again,
Found a solution. Seems you have to specifically specify that the forecast
functions are C (when compiling with a C++ compiler).
Ah, OK. In CVS I've now wrapped forecast.h in extern "C" {} conditional on
C++ compilation (libgretl.h had that set up already).
Allin Cottrell
3680
days inactive
3680
days old
5 comments
2 participants
participants (2)
-
Allin Cottrell -
GOO Creations