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. ARMA (1,1) (F?bio Alo?sio) 2. Re: ARMA (1,1) (Henrique) 3. yahoo_get.gfn: ticker(s) not recognized? (guido giaume) 4. Re: yahoo_get.gfn: ticker(s) not recognized? (Riccardo (Jack) Lucchetti) 5. Re: ARMA (1,1) (Ignacio Diaz-Emparanza) 6. Re: ARMA (1,1) (Ignacio Diaz-Emparanza) ---------------------------------------------------------------------- Message: 1 Date: Mon, 2 May 2016 13:52:45 -0300 From: F?bio Alo?sio <fabioaloisio(a)gmail.com&gt; To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] ARMA (1,1) Message-ID: <CA+= LW+yFBfRnT8aVWkbPdkKwHKiaxcmGRX4JbXK_qmFORc5Kkg(a)mail.gmail.com&gt; Content-Type: text/plain; charset="utf-8" Good afternoon, Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process out of sample (X t+1), but it shows a message that this cannot be done (only in sample fcast). I tried everything, including some commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. I also tried to ad new observations via the graphical interface, to generate forecast, but, without success either. There is something that I'm not doing right. Can anyone please give a thought, what goes wrong? Maybe my commands are inadequate. Tanks in advance, for any valuable help. My best, Fabio ps. I know I can use the coeficients in spreadsheet to generate the fcast, but Im trying to figure out whats is happening. -------------- next part -------------- An HTML attachment was scrubbed... URL: < http://lists.wfu.edu/pipermail/gretl-users/attachments/20160502/005647e2/... > ------------------------------ Message: 2 Date: Mon, 02 May 2016 10:41:18 -0700 (PDT) From: Henrique <henrique.coelho(a)gmail.com&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Cc: &quot;gretl-users(a)lists.wfu.edu&quot; <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] ARMA (1,1) Message-ID: <6yl1b9elmkzwl42yplgrp8nl8-0(a)mailer.nylas.com&gt; Content-Type: text/plain; charset="utf-8" Dear F?bio, Does your model have any dummy or exogenous variable? Best, Henrique Sent from Nylas N1, the open source mail client.  On Mai 2 2016, at 1:53 pm, F?bio Alo?sio &amp;lt;fabioaloisio(a)gmail.com&amp;gt; wrote: > Good afternoon, Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process out of sample (X t+1), but it shows a message that this cannot be done (only in sample fcast). I tried everything, including some commands - fcast, \--out- of-sample, dataset addobs 1, --dynamic. I also tried to ad new observations via the graphical interface, to generate forecast, but, without success either. > > There is something that I'm not doing right. Can anyone please give a thought, what goes wrong? Maybe my commands are inadequate. > > Tanks in advance, for any valuable help. > > My best, > > Fabio > > ps. I know I can use the coeficients in spreadsheet to generate the fcast, but Im trying to figure out whats is happening. -------------- next part -------------- An HTML attachment was scrubbed... URL: < http://lists.wfu.edu/pipermail/gretl-users/attachments/20160502/8b49246e/... > ------------------------------ Message: 3 Date: Mon, 02 May 2016 19:45:08 +0200 From: guido giaume <guido(a)giaume.it&gt; To: gretl-users(a)lists.wfu.edu Subject: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized? Message-ID: <1462211108.2440.19.camel(a)giaume.it&gt; Content-Type: text/plain; charset="utf-8" Dear all sincere thanks for your efforts in developing Gretl. Here my question. I was unable to pick a hint looking at the past discussions. It seems to me - sometimes - yahoo_get.gfn does not recognize the "right" ticker [tested only on Linux] this is the gretl output ----------------------------------------------------------------------- --- gretl versione 2016a Sessione corrente: 2016-05-02 19:02 # Apro un set di 100 giornate con ? nulldata 100 Periodicit?: 1, oss. max.: 100 Intervallo delle osservazioni: 1-100 # 5 rilevazioni settimanali che iniziano il 1 gennaio 2015 e indico che ? una serie temporale ? setobs 5 2016-01-01 --time-series Campione completo dei dati: 2016-01-01 - 2016-05-19 (n = 100) # chiama la funzione yahoo_get ? include yahoo_get.gfn /home/guido/.gretl/functions/yahoo_get.gfn # scarico i titoli ? loop foreach i FP.PA UL.PA FR.PA > A=yahoo_full("$i") > endloop ? A=yahoo_full("FP.PA") FP.PA imported ok (full) ? A=yahoo_full("UL.PA") Ticker UL.PA not found [/home/guido/.gretl/yg_0785.csv] ? A=yahoo_full("FR.PA") FR.PA imported ok (full) Numero di iterazioni: 3 --------------------------------------------------------- As you can see UL.PA is a valid ticker http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices It seems a similar behavior happened also with other stocks (some ticker of the LSE). Could somebody explain me if i made something wrong? Many thanks Guido -------------- next part -------------- An HTML attachment was scrubbed... URL: < http://lists.wfu.edu/pipermail/gretl-users/attachments/20160502/bf96dad8/... > ------------------------------ Message: 4 Date: Mon, 2 May 2016 20:08:53 +0200 (CEST) From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized? Message-ID: <alpine.DEB.2.20.1605022007290.2074(a)ec-4.econ.univpm.it&gt; Content-Type: text/plain; charset="utf-8"; Format="flowed" On Mon, 2 May 2016, guido giaume wrote: > > Dear all > sincere thanks for your efforts in developing Gretl. > > > Here my question. I was unable to pick a hint looking at the past > discussions. > > > It seems to me - sometimes - yahoo_get.gfn does not recognize the > "right" ticker > [tested only on Linux] The problem is that "UL.PA" stops in June 2013. Clearly, the error should be handled better, but I don't quite know what to do. Let me think about it. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Universit? Politecnica delle Marche (formerly known as Universit? di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- ------------------------------ Message: 5 Date: Tue, 3 May 2016 10:38:16 +0200 From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] ARMA (1,1) Message-ID: <57286378.6050003(a)ehu.eus&gt; Content-Type: text/plain; charset=windows-1252; format=flowed El 02/05/16 a las 18:52, F?bio Alo?sio escribi?: > Good afternoon, > > Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) > process out of sample (X t+1), but it shows a message that this cannot > be done (only in sample fcast). I tried everything, including some > commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. I > also tried to ad new observations via the graphical interface, to > generate forecast, but, without success either. > > There is something that I'm not doing right. Can anyone please give a > thought, what goes wrong? Maybe my commands are inadequate. Dear F?bio: please, try this script. Does it work for you? #Data from 1959 to 1994 open data3-6.gdt arima 0 1 1 ; Ct dataset addobs 1 fcast 1995 1995 -- Ignacio D?az-Emparanza Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3 ------------------------------ Message: 6 Date: Tue, 3 May 2016 11:12:54 +0200 From: Ignacio Diaz-Emparanza <ignacio.diaz-emparanza(a)ehu.eus&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] ARMA (1,1) Message-ID: <57286B96.3090609(a)ehu.eus&gt; Content-Type: text/plain; charset=windows-1252; format=flowed El 03/05/16 a las 10:38, Ignacio Diaz-Emparanza escribi?: > El 02/05/16 a las 18:52, F?bio Alo?sio escribi?: >> Good afternoon, >> >> Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) >> process out of sample (X t+1), but it shows a message that this >> cannot be done (only in sample fcast). I tried everything, including >> some commands - fcast, --out-of-sample, dataset addobs 1, --dynamic. >> I also tried to ad new observations via the graphical interface, to >> generate forecast, but, without success either. >> >> There is something that I'm not doing right. Can anyone please give a >> thought, what goes wrong? Maybe my commands are inadequate. > > Dear F?bio: > > please, try this script. Does it work for you? > > #Data from 1959 to 1994 > open data3-6.gdt > arima 0 1 1 ; Ct > dataset addobs 1 > fcast 1995 1995 > You may try exactly an ARMA(1,1) by changing the third line to arima 1 0 1 ; Ct or arma 1 1 ; Ct the three versions work ok here in my PC. -- Ignacio D?az-Emparanza Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica) Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU Tfno: (+34) 94 601 3732 http://www.ehu.eus/ea3 ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 112, Issue 4 *******************************************