Alecos Papadopoulos | 19 May 22:26 2016
Picon

Re: Gretl's current Random Number Generator?

Good afternoon.

Has anything changed in Gretl's RNG after Yalta & Schreiber's (2012), 
"Random Number Generation in gretl", Journal of Statistical Software ?

I need to put the information in a paper (not any detailed technical 
description, just a sentence or two).

Thank you.

--

-- 
Alecos Papadopoulos
PhD Candidate
Athens University of Economics and Business, Greece
School of Economic Sciences
Department of Economics
https://alecospapadopoulos.wordpress.com/

Summers, Peter | 19 May 19:06 2016

odd behavior of "diff"

Dear all,

 

I’ve run across something strange when using diff() in a loop. Given a series with missing values, Gretl seems to be “recycling” values from the previous loop iteration. The following script illustrates the problem: on the second loop iteration, the series “r” should be missing for the first half of the sample but instead the values from the first loop iteration are printed. Doing the same thing “by hand” after the loop produces what I’d expect. Is this intended?

 

<hansl>

nulldata 104

setobs 52 2006-01-03

 

series y1 = uniform()

series y2 = uniform()*(obs>obsnum(2006-07-04))

y2 = zeromiss(y2) # y2 is missing for first half

 

list ylist = y1 y2

loop foreach i ylist --quiet

    r = 100*diff(log(ylist[i]))

    print ylist[i] r --byobs

endloop

 

r1 = 100*diff(log(y1))

r2 = 100*diff(log(y2))

 

print r1 r2 --byobs

</hansl>

 

TIA,

PS

 

 

<div>
<div class="WordSection1">
<p class="MsoNormal">Dear all,<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">I&rsquo;ve run across something strange when using diff() in a loop. Given a series with missing values, Gretl seems to be &ldquo;recycling&rdquo; values from the previous loop iteration. The following script illustrates the problem: on the second loop iteration,
 the series &ldquo;r&rdquo; should be missing for the first half of the sample but instead the values from the first loop iteration are printed. Doing the same thing &ldquo;by hand&rdquo; after the loop produces what I&rsquo;d expect. Is this intended?<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><span>&lt;hansl&gt;<p></p></span></p>
<p class="MsoNormal"><span>nulldata 104<p></p></span></p>
<p class="MsoNormal"><span>setobs 52 2006-01-03<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>series y1 = uniform()<p></p></span></p>
<p class="MsoNormal"><span>series y2 = uniform()*(obs&gt;obsnum(2006-07-04))<p></p></span></p>
<p class="MsoNormal"><span>y2 = zeromiss(y2) # y2 is missing for first half<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>list ylist = y1 y2<p></p></span></p>
<p class="MsoNormal"><span>loop foreach i ylist --quiet<p></p></span></p>
<p class="MsoNormal"><span>&nbsp;&nbsp;&nbsp; r = 100*diff(log(ylist[i]))<p></p></span></p>
<p class="MsoNormal"><span>&nbsp;&nbsp;&nbsp; print ylist[i] r --byobs
<p></p></span></p>
<p class="MsoNormal"><span>endloop<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>r1 = 100*diff(log(y1))<p></p></span></p>
<p class="MsoNormal"><span>r2 = 100*diff(log(y2))<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>print r1 r2 --byobs<p></p></span></p>
<p class="MsoNormal"><span>&lt;/hansl&gt;<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal">TIA,<p></p></p>
<p class="MsoNormal">PS<p></p></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
</div>
</div>
Ma. jo Arteaga Garavito | 16 May 20:53 2016
Picon

Double loop

Hi!

 

I’m new to gretl programming. Please, can anyone tell me why my code doesn’t recognize my double loop. I don’t understand.

 

# a 14 de mayo de 2016

# función que genera la contribución de Shapley

include drop_majo.inp

include R2_majo.inp

 

function matrix shapley(matrix X "Variables explicativas",

    matrix y "Variable dependiente")

   

    scalar T=rows(X) #número de observaciones

    scalar N=cols(X) #número de variables explicativas

    scalar M=2^N               #número de regresiones factibles

    scalar M2=M-1

    scalar N2=N-1

    matrix Z = zeros(M,1)

    matrix C = zeros(1,N)

   

loop k=0..M2

    matrix Xs=X

    loop for (i=N; i=1;i-=1) 

        if floor((k%(2^i))/2^(i-1))==0

            matrix Xs=dropcol(Xs,i)

        endif      

    endloop

    matrix Z[k+1]=R2(Xs,y)

endloop

print Z

 

loop j=1..N

    loop m=0..M2

        if floor(m%(2^j)/2^(j-1))==0

            matrix C[j]=C[j]+Z[m+1]

        else

            matrix C[j]=C[j]-Z[m+1]

        endif

    endloop

    matrix C[j]=C[j]/(2^(N-1))

endloop

print C

 

end

 

Also, sometimes the console freezes. It doesn’t respond to anything I write, so I have to constantly close Gretl.

Thanks!

 

María José

 

Enviado desde Correo para Windows 10

 

<div><div class="WordSection1">
<p class="MsoNormal"><span lang="EN-US">Hi!<p></p></span></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><span lang="EN-US">I&rsquo;m new to gretl programming. Please, can anyone tell me why my code doesn&rsquo;t recognize my double loop. I don&rsquo;t understand.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"># a 14 de mayo de 2016<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"># funci&oacute;n que genera la contribuci&oacute;n de Shapley<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">include drop_majo.inp<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">include R2_majo.inp<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">function matrix shapley(matrix X "Variables explicativas",<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; matrix y "Variable dependiente")<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;scalar T=rows(X) #n&uacute;mero de observaciones<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; scalar N=cols(X) #n&uacute;mero de variables explicativas<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; scalar M=2^N&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;  #n&uacute;mero de regresiones factibles<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp; &nbsp;scalar M2=M-1<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; scalar N2=N-1<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; matrix Z = zeros(M,1)<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; matrix C = zeros(1,N)<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">loop k=0..M2 <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;matrix Xs=X <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;loop for (i=N; i=1;i-=1)&nbsp; <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;if floor((k%(2^i))/2^(i-1))==0<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; matrix Xs=dropcol(Xs,i)<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; endif&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;endloop<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; matrix Z[k+1]=R2(Xs,y)<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">endloop<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">print Z<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">loop j=1..N<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; loop m=0..M2<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; if floor(m%(2^j)/2^(j-1))==0<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; matrix C[j]=C[j]+Z[m+1]<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; else<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; matrix C[j]=C[j]-Z[m+1]<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; endif<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; endloop<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">&nbsp;&nbsp;&nbsp; matrix C[j]=C[j]/(2^(N-1))<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">endloop<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">print C<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">end<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Also, sometimes the console freezes. It doesn&rsquo;t respond to anything I write, so I have to constantly close Gretl. </span><p></p></p>
<p class="MsoNormal"><span lang="EN-US">Thanks!<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Mar</span>&iacute;a Jos&eacute;</p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">Enviado desde <a href="https://go.microsoft.com/fwlink/?LinkId=550986">Correo</a> para Windows 10</p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
</div></div>
Fernando Fernandes Neto | 16 May 20:19 2016
Picon

Fractional Differencing / Integration

Hello folks.

I'd like to know if there is a simple way of making a fractional integration of a time series.

I.e., I've built a model for a fractional differenced series. Then, I'd like to obtain the original level series again, for comparison purposes with other traditional models. How can I do that?

Thanks in advance,

Fernando Fernandes Neto
<div><div dir="ltr">Hello folks.<div><br></div>
<div>I'd like to know if there is a simple way of making a fractional integration of a time series.</div>
<div><br></div>
<div>I.e., I've built a model for a fractional differenced series. Then, I'd like to obtain the original level series again, for comparison purposes with other traditional models. How can I do that?</div>
<div><br></div>
<div>Thanks in advance,</div>
<div><br></div>
<div>Fernando Fernandes Neto</div>
</div></div>
Jan Tille | 13 May 16:06 2016
Picon

pooled probit - normality test

Dear list members,

 

I have a question regarding the normality test that is printed out if one estimates a pooled probit model.

The user guide says it is a conditional moment test on skewness and kurtosis (p.285). The next paragraph begins with “In this context $uhat….” and references to Gourieroux et al. (1987).

 

I understand that the normality test is conducted using the generalized residuals. Is this test also presented in their paper? If not, would it be possible to provide a reference?

 

Thanks in advance and best regards,

 

Jan

 

<div><div class="WordSection1">
<p class="MsoNormal">Dear list members, <p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><span lang="EN-US">I have a question regarding the normality test that is printed out if one estimates a pooled probit model.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">The user guide says it is a conditional moment test on skewness and kurtosis (p.285). The next paragraph begins with &ldquo;In this context $uhat&hellip;.&rdquo; and references to Gourieroux et al. (1987). <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">I understand that the normality test is conducted using the generalized residuals. Is this test also presented in their paper? If not, would it be possible to provide a reference?<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thanks in advance and best regards,<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Jan <p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
</div></div>
Allin Cottrell | 12 May 18:53 2016
Picon

plots with "bands"

This is somewhat relevant to
http://lists.wfu.edu/pipermail/gretl-users/2016-May/011845.html
but may be of interest in its own right.

In git and snapshots there's a new option, --band, for the commands 
"gnuplot" and "plot". Right now it's very basic (and not yet 
documented); it could be fancied up in future by adding a parameter to 
inflect the option's effects.

Anyway, here's how it works now. If you have a plot with 3 or more 
"lines", the --band option tells gretl to interpret lines 2 and 3 as 
upper and lower limits (or vice versa) of a band of some sort (e.g. a 
confidence interval). This means that

1) The two band limits will be shown in the same color.

2) The "key" or legend will be suppressed.

3) Gretl will not add a second y-axis, regardless of the scale of the 
data (i.e. the option --single-yaxis is implicit).

To see what this does in practice you can compare these two plots:

<hansl>
nulldata 50
set seed 12345
setobs 1 1 --special-time
series y = normal()
series upper = y + 2
series lower = y - 2
list L = y upper lower
gnuplot L --time-series --with-lines --output=display
gnuplot L --time-series --with-lines --output=display --band
</hansl>

Yes, it would be nice if you could also set the style of the band 
(e.g. make it a shaded area rather than two lines). That may come,
but it's a lot more complicated.

Allin
Stefano | 12 May 15:01 2016
Picon

(possible) bug report

Ps
Windows 7 Professional N

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Stefano | 12 May 14:59 2016
Picon

(possible) bug report

hello,
I encountered an unexpected behaviour in the GUI of 2016(a): the Loess 
and Nadaraya-Watson functions load regularly but clicking "OK" does not 
produce any outcome. Execution from the command line works smoothly. I 
tried with some data of mine and a couple of example datasets (Danish 
and Australian macro data), always with the same results.
bye! and thanks
Stefano

-- 
________________________________________________________________________

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Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax  +39-06-49910072
web http://stefanofachin.site.uniroma1.it/

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Fábio Aloísio | 11 May 23:22 2016
Picon

Re: Gretl-users Digest, Vol 112, Issue 4

Dear Ignacio! work perfectly.

Thank you very much!!

Fábio

2016-05-03 6:12 GMT-03:00 <gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org>:
Send Gretl-users mailing list submissions to
        gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org

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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-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: [Gretl-users] ARMA (1,1)
Message-ID:
        <CA+=LW+yFBfRnT8aVWkbPdkKwHKiaxcmGRX4JbXK_qmFORc5Kkg-JsoAwUIsXosN+BqQ9rBEUg@public.gmane.org>
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.
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Message: 2
Date: Mon, 02 May 2016 10:41:18 -0700 (PDT)
From: Henrique <henrique.coelho-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org>
To: Gretl list <gretl-users <at> lists.wfu.edu>
Cc: "gretl-users-npDYnXcwJHk@public.gmane.orgu.edu" <gretl-users <at> lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <6yl1b9elmkzwl42yplgrp8nl8-0-td+GCIuhv3f2V2vqZVDoCQ@public.gmane.org>
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.


![](https://link.nylas.com/open/84tmy7b1yjbef47yoy4hz2crc/local-5eae64c2-7168)

On Mai 2 2016, at 1:53 pm, F?bio Alo?sio &lt;fabioaloisio-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org&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.

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------------------------------

Message: 3
Date: Mon, 02 May 2016 19:45:08 +0200
From: guido giaume <guido-JFbnvgXm5vheoWH0uzbU5w@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?
Message-ID: <1462211108.2440.19.camel-JFbnvgXm5vheoWH0uzbU5w@public.gmane.org>
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



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Message: 4
Date: Mon, 2 May 2016 20:08:53 +0200 (CEST)
From: "Riccardo (Jack) Lucchetti" <r.lucchetti-kONsfx5siupeoWH0uzbU5w@public.gmane.org>
To: Gretl list <gretl-users <at> lists.wfu.edu>
Subject: Re: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?
Message-ID: <alpine.DEB.2.20.1605022007290.2074-daYPOPE8f9Eay0zuAyHWDjUZDU+1vuVT@public.gmane.org>
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-kONsfx5siupeoWH0uzbU5w@public.gmane.org
   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-W+/JjNERjCw@public.gmane.org>
To: Gretl list <gretl-users <at> lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <57286378.6050003-W+/JjNERjCw@public.gmane.org>
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-W+/JjNERjCw@public.gmane.org>
To: Gretl list <gretl-users <at> lists.wfu.edu>
Subject: Re: [Gretl-users] ARMA (1,1)
Message-ID: <57286B96.3090609-W+/JjNERjCw@public.gmane.org>
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



------------------------------

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End of Gretl-users Digest, Vol 112, Issue 4
*******************************************

<div>
<div dir="ltr">
<div>
<div>Dear Ignacio! work perfectly.<br><br>
</div>Thank you very much!!<br><br>
</div>F&aacute;bio<br>
</div>
<div class="gmail_extra">
<br><div class="gmail_quote">2016-05-03 6:12 GMT-03:00  <span dir="ltr">&lt;<a href="mailto:gretl-users-request@..." target="_blank">gretl-users-request@...</a>&gt;</span>:<br><blockquote class="gmail_quote">Send Gretl-users mailing list submissions to<br>
&nbsp; &nbsp; &nbsp; &nbsp; <a href="mailto:gretl-users@...">gretl-users@...</a><br><br>
To subscribe or unsubscribe via the World Wide Web, visit<br>
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or, via email, send a message with subject or body 'help' to<br>
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When replying, please edit your Subject line so it is more specific<br>
than "Re: Contents of Gretl-users digest..."<br><br><br>
Today's Topics:<br><br>
&nbsp; &nbsp;1. ARMA (1,1) (F?bio Alo?sio)<br>
&nbsp; &nbsp;2. Re: ARMA (1,1) (Henrique)<br>
&nbsp; &nbsp;3. yahoo_get.gfn: ticker(s) not recognized? (guido giaume)<br>
&nbsp; &nbsp;4. Re: yahoo_get.gfn: ticker(s) not recognized?<br>
&nbsp; &nbsp; &nbsp; (Riccardo (Jack) Lucchetti)<br>
&nbsp; &nbsp;5. Re: ARMA (1,1) (Ignacio Diaz-Emparanza)<br>
&nbsp; &nbsp;6. Re: ARMA (1,1) (Ignacio Diaz-Emparanza)<br><br><br>
----------------------------------------------------------------------<br><br>
Message: 1<br>
Date: Mon, 2 May 2016 13:52:45 -0300<br>
From: F?bio Alo?sio &lt;<a href="mailto:fabioaloisio@...">fabioaloisio@...</a>&gt;<br>
To: <a href="mailto:gretl-users@...">gretl-users@...</a><br>
Subject: [Gretl-users] ARMA (1,1)<br>
Message-ID:<br>
&nbsp; &nbsp; &nbsp; &nbsp; &lt;CA+=<a href="mailto:LW%2ByFBfRnT8aVWkbPdkKwHKiaxcmGRX4JbXK_qmFORc5Kkg@...">LW+yFBfRnT8aVWkbPdkKwHKiaxcmGRX4JbXK_qmFORc5Kkg@...</a>&gt;<br>
Content-Type: text/plain; charset="utf-8"<br><br>
Good afternoon,<br><br>
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process<br>
out of sample (X t+1), but it shows a message that this cannot be done<br>
(only in sample fcast). I tried everything, including some commands -<br>
fcast,&nbsp; --out-of-sample, dataset addobs 1, --dynamic. I also tried to ad<br>
new observations via the graphical interface, to generate forecast, but,<br>
without success either.<br><br>
There is something that I'm not doing right. Can anyone please give a<br>
thought, what goes wrong? Maybe my commands are inadequate.<br><br>
Tanks in advance, for any valuable help.<br><br>
My best,<br><br>
Fabio<br><br>
ps. I know I can use the coeficients in spreadsheet to generate the fcast,<br>
but Im trying to figure out whats is happening.<br>
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------------------------------<br><br>
Message: 2<br>
Date: Mon, 02 May 2016 10:41:18 -0700 (PDT)<br>
From: Henrique &lt;<a href="mailto:henrique.coelho@...">henrique.coelho@...</a>&gt;<br>
To: Gretl list &lt;<a href="mailto:gretl-users@...">gretl-users <at> lists.wfu.edu</a>&gt;<br>
Cc: "<a href="mailto:gretl-users@...">gretl-users@...u.edu</a>" &lt;<a href="mailto:gretl-users@...">gretl-users <at> lists.wfu.edu</a>&gt;<br>
Subject: Re: [Gretl-users] ARMA (1,1)<br>
Message-ID: &lt;<a href="mailto:6yl1b9elmkzwl42yplgrp8nl8-0@...com">6yl1b9elmkzwl42yplgrp8nl8-0@...</a>&gt;<br>
Content-Type: text/plain; charset="utf-8"<br><br>
Dear F?bio,<br><br><br><br>
Does your model have any dummy or exogenous variable?<br><br><br><br>
Best,<br><br>
Henrique<br><br><br>
&nbsp; Sent from Nylas N1, the open source mail client.<br><br><br>
![](<a href="https://link.nylas.com/open/84tmy7b1yjbef47yoy4hz2crc/local-5eae64c2-7168" rel="noreferrer" target="_blank">https://link.nylas.com/open/84tmy7b1yjbef47yoy4hz2crc/local-5eae64c2-7168</a>)<br><br>
On Mai 2 2016, at 1:53 pm, F?bio Alo?sio &amp;<a href="mailto:lt%3Bfabioaloisio@...">lt;fabioaloisio@...</a>&amp;gt; wrote:<br><br>
&gt; Good afternoon,<br><br>
Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) process out<br>
of sample (X t+1), but it shows a message that this cannot be done (only in<br>
sample fcast). I tried everything, including some commands - fcast,&nbsp; \--out-≤br>
of-sample, dataset addobs 1, --dynamic. I also tried to ad new observations<br>
via the graphical interface, to generate forecast, but, without success<br>
either.<br><br><br>
&gt;<br><br>
&gt; There is something that I'm not doing right. Can anyone please give a<br>
thought, what goes wrong? Maybe my commands are inadequate.<br><br><br>
&gt;<br><br>
&gt; Tanks in advance, for any valuable help.<br><br><br>
&gt;<br><br>
&gt; My best,<br><br><br>
&gt;<br><br>
&gt; Fabio<br><br><br>
&gt;<br><br>
&gt; ps. I know I can use the coeficients in spreadsheet to generate the fcast,<br>
but Im trying to figure out whats is happening.<br><br>
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------------------------------<br><br>
Message: 3<br>
Date: Mon, 02 May 2016 19:45:08 +0200<br>
From: guido giaume &lt;<a href="mailto:guido@...">guido@...</a>&gt;<br>
To: <a href="mailto:gretl-users@...">gretl-users@...</a><br>
Subject: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?<br>
Message-ID: &lt;<a href="mailto:1462211108.2440.19.camel@...">1462211108.2440.19.camel@...</a>&gt;<br>
Content-Type: text/plain; charset="utf-8"<br><br><br>
Dear all<br>
sincere thanks for your efforts in developing Gretl.<br><br><br>
Here my question. I was unable to pick a hint looking at the past<br>
discussions.<br><br><br>
It seems to me - sometimes - yahoo_get.gfn does not recognize the<br>
"right" ticker<br>
[tested only on Linux]<br><br><br>
this is the gretl output<br><br>
-----------------------------------------------------------------------<br>
---<br>
gretl versione 2016a<br>
Sessione corrente: 2016-05-02 19:02<br><br>
# Apro un set di 100 giornate con<br>
? nulldata 100<br>
Periodicit?: 1, oss. max.: 100<br>
Intervallo delle osservazioni: 1-100<br><br>
# 5 rilevazioni settimanali che iniziano il 1 gennaio 2015 e indico che<br>
? una serie temporale<br>
? setobs 5 2016-01-01 --time-series<br>
Campione completo dei dati: 2016-01-01 - 2016-05-19 (n = 100)<br><br>
# chiama la funzione yahoo_get<br>
? include yahoo_get.gfn<br>
&nbsp;/home/guido/.gretl/functions/yahoo_get.gfn<br><br>
# scarico i titoli<br>
? loop foreach i <a href="http://FP.PA" rel="noreferrer" target="_blank">FP.PA</a> <a href="http://UL.PA" rel="noreferrer" target="_blank">UL.PA</a> <a href="http://FR.PA" rel="noreferrer" target="_blank">FR.PA</a><br>
&gt; A=yahoo_full("$i")<br>
&gt; endloop<br><br>
? A=yahoo_full("<a href="http://FP.PA" rel="noreferrer" target="_blank">FP.PA</a>")<br><a href="http://FP.PA" rel="noreferrer" target="_blank">FP.PA</a> imported ok (full)<br><br>
? A=yahoo_full("<a href="http://UL.PA" rel="noreferrer" target="_blank">UL.PA</a>")<br>
Ticker <a href="http://UL.PA" rel="noreferrer" target="_blank">UL.PA</a> not found [/home/guido/.gretl/yg_0785.csv]<br><br>
? A=yahoo_full("<a href="http://FR.PA" rel="noreferrer" target="_blank">FR.PA</a>")<br><a href="http://FR.PA" rel="noreferrer" target="_blank">FR.PA</a> imported ok (full)<br><br>
Numero di iterazioni: 3<br><br>
---------------------------------------------------------<br><br>
As you can see <a href="http://UL.PA" rel="noreferrer" target="_blank">UL.PA</a> is a valid ticker<br><a href="http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices" rel="noreferrer" target="_blank">http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices</a><br><br>
It seems a similar behavior happened also with other stocks (some<br>
ticker of the LSE).<br><br><br>
Could somebody explain me if i made something wrong?<br><br>
Many thanks<br><br>
Guido<br><br><br><br>
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------------------------------<br><br>
Message: 4<br>
Date: Mon, 2 May 2016 20:08:53 +0200 (CEST)<br>
From: "Riccardo (Jack) Lucchetti" &lt;<a href="mailto:r.lucchetti@...">r.lucchetti@...</a>&gt;<br>
To: Gretl list &lt;<a href="mailto:gretl-users@...">gretl-users <at> lists.wfu.edu</a>&gt;<br>
Subject: Re: [Gretl-users] yahoo_get.gfn: ticker(s) not recognized?<br>
Message-ID: &lt;<a href="mailto:alpine.DEB.2.20.1605022007290.2074 <at> ec-4.econ.univpm.it">alpine.DEB.2.20.1605022007290.2074@...</a>&gt;<br>
Content-Type: text/plain; charset="utf-8"; Format="flowed"<br><br>
On Mon, 2 May 2016, guido giaume wrote:<br><br>
&gt;<br>
&gt; Dear all<br>
&gt; sincere thanks for your efforts in developing Gretl.<br>
&gt;<br>
&gt;<br>
&gt; Here my question. I was unable to pick a hint looking at the past<br>
&gt; discussions.<br>
&gt;<br>
&gt;<br>
&gt; It seems to me - sometimes - yahoo_get.gfn does not recognize the<br>
&gt; "right" ticker<br>
&gt; [tested only on Linux]<br><br>
The problem is that "<a href="http://UL.PA" rel="noreferrer" target="_blank">UL.PA</a>" stops in June 2013.<br><br>
Clearly, the error should be handled better, but I don't quite know what<br>
to do. Let me think about it.<br><br><br>
-------------------------------------------------------<br>
&nbsp; &nbsp;Riccardo (Jack) Lucchetti<br>
&nbsp; &nbsp;Dipartimento di Scienze Economiche e Sociali (DiSES)<br><br>
&nbsp; &nbsp;Universit? Politecnica delle Marche<br>
&nbsp; &nbsp;(formerly known as Universit? di Ancona)<br><br>
&nbsp; &nbsp;<a href="mailto:r.lucchetti@...">r.lucchetti@...</a><br>
&nbsp; &nbsp;<a href="http://www2.econ.univpm.it/servizi/hpp/lucchetti" rel="noreferrer" target="_blank">http://www2.econ.univpm.it/servizi/hpp/lucchetti</a><br>
-------------------------------------------------------<br><br>
------------------------------<br><br>
Message: 5<br>
Date: Tue, 3 May 2016 10:38:16 +0200<br>
From: Ignacio Diaz-Emparanza &lt;ignacio.diaz-emparanza@...&gt;<br>
To: Gretl list &lt;<a href="mailto:gretl-users@...">gretl-users <at> lists.wfu.edu</a>&gt;<br>
Subject: Re: [Gretl-users] ARMA (1,1)<br>
Message-ID: &lt;57286378.6050003@...&gt;<br>
Content-Type: text/plain; charset=windows-1252; format=flowed<br><br>
El 02/05/16 a las 18:52, F?bio Alo?sio escribi?:<br>
&gt; Good afternoon,<br>
&gt;<br>
&gt; Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1)<br>
&gt; process out of sample (X t+1), but it shows a message that this cannot<br>
&gt; be done (only in sample fcast). I tried everything, including some<br>
&gt; commands - fcast,&nbsp; --out-of-sample, dataset addobs 1, --dynamic. I<br>
&gt; also tried to ad new observations via the graphical interface, to<br>
&gt; generate forecast, but, without success either.<br>
&gt;<br>
&gt; There is something that I'm not doing right. Can anyone please give a<br>
&gt; thought, what goes wrong? Maybe my commands are inadequate.<br><br>
Dear F?bio:<br><br>
please, try this script. Does it work for you?<br><br>
#Data from 1959 to 1994<br>
open data3-6.gdt<br>
arima 0 1 1 ; Ct<br>
dataset addobs 1<br>
fcast 1995 1995<br><br>
--<br>
Ignacio D?az-Emparanza<br>
Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)<br>
Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU<br>
Tfno: (+34) 94 601 3732<br><a href="http://www.ehu.eus/ea3" rel="noreferrer" target="_blank">http://www.ehu.eus/ea3</a><br><br><br><br>
------------------------------<br><br>
Message: 6<br>
Date: Tue, 3 May 2016 11:12:54 +0200<br>
From: Ignacio Diaz-Emparanza &lt;ignacio.diaz-emparanza@...&gt;<br>
To: Gretl list &lt;<a href="mailto:gretl-users@...">gretl-users <at> lists.wfu.edu</a>&gt;<br>
Subject: Re: [Gretl-users] ARMA (1,1)<br>
Message-ID: &lt;57286B96.3090609@...&gt;<br>
Content-Type: text/plain; charset=windows-1252; format=flowed<br><br>
El 03/05/16 a las 10:38, Ignacio Diaz-Emparanza escribi?:<br>
&gt; El 02/05/16 a las 18:52, F?bio Alo?sio escribi?:<br>
&gt;&gt; Good afternoon,<br>
&gt;&gt;<br>
&gt;&gt; Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1)<br>
&gt;&gt; process out of sample (X t+1), but it shows a message that this<br>
&gt;&gt; cannot be done (only in sample fcast). I tried everything, including<br>
&gt;&gt; some commands - fcast,&nbsp; --out-of-sample, dataset addobs 1, --dynamic.<br>
&gt;&gt; I also tried to ad new observations via the graphical interface, to<br>
&gt;&gt; generate forecast, but, without success either.<br>
&gt;&gt;<br>
&gt;&gt; There is something that I'm not doing right. Can anyone please give a<br>
&gt;&gt; thought, what goes wrong? Maybe my commands are inadequate.<br>
&gt;<br>
&gt; Dear F?bio:<br>
&gt;<br>
&gt; please, try this script. Does it work for you?<br>
&gt;<br>
&gt; #Data from 1959 to 1994<br>
&gt; open data3-6.gdt<br>
&gt; arima 0 1 1 ; Ct<br>
&gt; dataset addobs 1<br>
&gt; fcast 1995 1995<br>
&gt;<br>
You may try exactly an ARMA(1,1) by changing the third line to<br><br>
arima 1 0 1 ; Ct<br><br>
or<br><br>
arma 1 1 ; Ct<br><br>
the three versions work ok here in my PC.<br><br><br><br>
--<br>
Ignacio D?az-Emparanza<br>
Departamento de Econom?a Aplicada III (Econometr?a y Estad?stica)<br>
Universidad del Pa?s Vasco - Euskalherriko Unibertsitatea, UPV/EHU<br>
Tfno: (+34) 94 601 3732<br><a href="http://www.ehu.eus/ea3" rel="noreferrer" target="_blank">http://www.ehu.eus/ea3</a><br><br><br><br>
------------------------------<br><br>
_______________________________________________<br>
Gretl-users mailing list<br><a href="mailto:Gretl-users@...">Gretl-users@...</a><br><a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" rel="noreferrer" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br><br>
End of Gretl-users Digest, Vol 112, Issue 4<br>
*******************************************<br>
</blockquote>
</div>
<br>
</div>
</div>
guido giaume | 2 May 19:45 2016
Picon

yahoo_get.gfn: ticker(s) not recognized?


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
Periodicità: 1, oss. max.: 100
Intervallo delle osservazioni: 1-100

# 5 rilevazioni settimanali che iniziano il 1 gennaio 2015 e indico che è 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

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




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<div><br></div>
<div>Dear all</div>
<div>sincere thanks for your efforts in developing Gretl.</div>
<div><br></div>
<div><br></div>
<div>Here my question. I was unable to pick a hint looking at the past discussions.</div>
<div><br></div>
<div><br></div>
<div>It seems to me - sometimes - yahoo_get.gfn does not recognize the "right" ticker</div>
<div>[tested only on Linux]</div>
<div><br></div>
<div><br></div>
<div>this is the gretl output</div>
<div><br></div>
<div>--------------------------------------------------------------------------</div>
<div>gretl versione 2016a</div>
<div>Sessione corrente: 2016-05-02 19:02</div>
<div><br></div>
<div># Apro un set di 100 giornate con</div>
<div>? nulldata 100</div>
<div>Periodicit&agrave;: 1, oss. max.: 100</div>
<div>Intervallo delle osservazioni: 1-100</div>
<div><br></div>
<div># 5 rilevazioni settimanali che iniziano il 1 gennaio 2015 e indico che &egrave; una serie temporale</div>
<div>? setobs 5 2016-01-01 --time-series</div>
<div>Campione completo dei dati: 2016-01-01 - 2016-05-19 (n = 100)</div>
<div><br></div>
<div># chiama la funzione yahoo_get</div>
<div>? include yahoo_get.gfn</div>
<div>&nbsp;/home/guido/.gretl/functions/yahoo_get.gfn</div>
<div><br></div>
<div># scarico i titoli</div>
<div>? loop foreach i FP.PA UL.PA FR.PA</div>
<div>&gt; A=yahoo_full("$i")</div>
<div>&gt; endloop</div>
<div><br></div>
<div>? A=yahoo_full("FP.PA")</div>
<div>FP.PA imported ok (full)</div>
<div><br></div>
<div>? A=yahoo_full("UL.PA")</div>
<div>Ticker UL.PA not found [/home/guido/.gretl/yg_0785.csv]</div>
<div><br></div>
<div>? A=yahoo_full("FR.PA")</div>
<div>FR.PA imported ok (full)</div>
<div><br></div>
<div>Numero di iterazioni: 3</div>
<div><br></div>
<div>---------------------------------------------------------</div>
<div><br></div>
<div>As you can see UL.PA is a valid ticker</div>
<div><a href="http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices">http://finance.yahoo.com/q/hp?s=UL.PA+Historical+Prices</a></div>
<div><br></div>
<div>It seems a similar behavior happened also with other stocks (some ticker of the LSE).</div>
<div><br></div>
<div><br></div>
<div>Could somebody explain me if i made something wrong?</div>
<div><br></div>
<div>Many thanks</div>
<div><br></div>
<div>Guido</div>
<div><br></div>
<div><br></div>
<div><br></div>
<div><br></div>
<div></div>
</div>
Fábio Aloísio | 2 May 18:52 2016
Picon

ARMA (1,1)

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. 
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<div>
<div>
<div>
<div>Good afternoon,<br><br>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,&nbsp; --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.<br><br>
</div>There is something that I'm not doing right. Can anyone please give a thought, what goes wrong? Maybe my commands are inadequate. <br><br>
</div>Tanks in advance, for any valuable help.<br><br>
</div>My best,<br><br>
</div>Fabio <br><br>
</div>ps. I know I can use the coeficients in spreadsheet to generate the fcast, but Im trying to figure out whats is happening.&nbsp; <br>
</div></div>

Gmane