Berend Hasselman | 21 Nov 21:09 2014
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Running gretlcli on Mac OS X


If I want to execute the commandline gretl on OS X  will this suffice (in a terminal of course)?

/Applications/Gretl.app/Contents/Resources/bin/gretlcli  <any options>

Berend

José Belbute | 20 Nov 10:41 2014
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Problems running X-13-ARIMA-SEATS

Dear
I've just  downloaded and installed into my PC the X-13-ARIMA-SEATS program.
However,  when I use the option x12arima in the command "arma" the gretl returns:
"Failed to run x12arima. The system cannot find the specific file."
I must say that x12arma is correctly located at Tools/Preferences/General/programs.
I would be grateful for help to solve this problem
 

José M. M. Belbute, Ph.D.
Department of Economics | Centre for Advanced Studies in Management and Economics (CEFAGE)


              
<div><div dir="ltr">Dear<div>I've just &nbsp;downloaded and installed into my PC the&nbsp;<span>X-13-ARIMA-SEATS program.</span>
</div>
<div>
<span>However, &nbsp;</span><span>when I use the option x12arima in the command "arma" the gretl returns:</span>
</div>
<div>
<span>"Failed to run x12arima.&nbsp;</span><span>The system cannot find the specific file."</span>
</div>
<div><span>I must say that x12arma is correctly located at Tools/Preferences/General/programs.</span></div>
<div>I would be grateful for help to solve this problem</div>
<div>&nbsp;<br>
</div>
<div><br></div>
<div>
<div><div class="gmail_signature"><div dir="ltr">
<div>Jos&eacute; M. M. Belbute, Ph.D.</div>
<div>Department of Economics | Centre for Advanced Studies in Management and Economics (CEFAGE)</div>
<div><br></div>
<br><div><span>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</span></div>
</div></div></div>
</div>
</div></div>
Allin Cottrell | 19 Nov 14:48 2014
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Re: System Weighted R-squared and MSE

On Tue, 18 Nov 2014, Juehui Shi wrote:

> I am wondering if gretl is able to calculate or display the system weighted
> r-squared value for SUR.

Not "out of the box". You'd have to calculate that yourself.

Allin Cottrell
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Favor: code of the TRAMO program

Good morning.

My name is Dario Hernández, i am student of master in statistic of National University of Colombia, i have been checking your main page and in this i read that the codes are open-source software, i would like to get the codes of TRAMO, this codes are very useful for my thesis, because of the following reasons, first at all, this codes  not only are based on the paper of Gomez & Marraval 1994, which is very important for me, but also are fundamental in order to understand  how i can program the equations that appear in Gomez & Marraval 1994.

I have already subscribed me at the mailing list.

I look forward to your answer!

Regards,

Dario Hernández
Student of master in Statistic
National University of Colombia
<div><div dir="ltr">
<div>Good morning.<br>
</div>
<div><br></div>
<div>My name is Dario Hern&aacute;ndez, i am student of master in statistic of National University of Colombia, i have been checking your main page and in this i read that the codes are open-source software, i would like to get the codes of TRAMO, this codes are very useful for my thesis, because of the following reasons, first at all, this codes&nbsp;&nbsp;not only are based on the paper of Gomez &amp; Marraval 1994, which is very important for me, but also are fundamental in order to understand &nbsp;how i can program the equations that appear in Gomez &amp; Marraval 1994.</div>
<div><br></div>
<div>I have already subscribed me at the mailing list.<br>
</div>
<div><br></div>
<div>I look forward to your answer!<br>
</div>
<div><br></div>
<div>Regards,<br>
</div>
<div><br></div>
<div>
<div>Dario Hern&aacute;ndez</div>
<div>Student&nbsp;<span>of master in Statistic</span>
</div>
<div>
<span>National University of Colombia</span><br>
</div>
</div>
</div></div>
Artur T. | 9 Nov 14:41 2014

draw a specific fitted line

Dear gretl users,

I trying to draw a specific fitted line into a scatter plot. However, I 
can't figure out how the series called "fitted" in the example below 
does appear as a straight line. The option --with-lines=fitted does not 
solve the issue. Does anybody have a nice solution to this?

<hansl>
open denmark.gdt --quiet

series D = (diff(LRY)>0)       # define dummy
series d_LRY = diff(LRY)
series DLRY = D*d_LRY        # interaction term
series dM = diff(LRM)
ols dM 0 d_LRY DLRY            # Threshold OLS
series fitted = $yhat

gnuplot dM fitted d_LRY --output=display \
   { set style line 1 lc rgb 'blue' pt 6 ; \
   set style line 2 lc rgb 'red' pt 5 ; }
<\hansl>

Best,
Artur
Sven Schreiber | 8 Nov 17:06 2014
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Re: GARCH variant forecasting

Am 08.11.2014 um 15:48 schrieb Karthik Raju:
> Hello Sven,

Please send these things to the gretl mailing list, not by private 
email. (This now goes to gretl-users.)

>
> I want to do 'out of sample' forecasting using GARCH variants like TARCH
> or EGARCH. For example, after estimating a EGARCH model and saving the
> bundle contents I use the following script,
>
> series forecast = omega + alpha * (ok(uhat(-1)) ? uhat(-1)^2 :
> forecast(-1)) / forecast(-1) + beta * forecast(-1) + gamma *
> (ok(uhat(-1)) ? uhat(-1)^2 : forecast(-1))/(forecast(-1))
>
> But the forecasted values has higher magnitude of deviations from
> realized values.

I have also seen negative R2s with ARCH models which is even worse.

>
> Could you please suggest for a solution ?
>

Well, you have to find a better model. That's what research is about, 
it's nothing gretl-specific.

good luck,
sven
Artur T. | 7 Nov 11:31 2014

problems compiling gretl

Dear all,

I am trying to install gretl cvs on the linux distribution "elementary 
os" (has an ubuntu-base). Unfortunately, I obtain an error when running 
the "make" (not yet "sudo make install") command. I attached a log-file 
which I don't understand.

The full compilation command I used within the "/cvs/gretl" folder is 
given by:
./configure --prefix=/opt --enable-openmp --enable-build-doc && make

Does anybody have a clue what's the error here?

Best,
Artur

Attachment (make.log): text/x-log, 958 bytes
Dear all,

I am trying to install gretl cvs on the linux distribution "elementary 
os" (has an ubuntu-base). Unfortunately, I obtain an error when running 
the "make" (not yet "sudo make install") command. I attached a log-file 
which I don't understand.

The full compilation command I used within the "/cvs/gretl" folder is 
given by:
./configure --prefix=/opt --enable-openmp --enable-build-doc && make

Does anybody have a clue what's the error here?

Best,
Artur

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Multiplot with two lines per plot

Hello everyone, 

I have done this graph

Energy Capital ratio 
Europe and Latin America 1870 -1970


The problem, i that I need to put en any little graph another variable (Energy Intensity in this case), something similar to this simple plot




Do you have some ideas or I must do it with R? 
I'm a really Gretl fan so i preffer to do with this great software!
Thank you everyone for this user list 



--
Atte.
Cristián Arturo Ducoing Ruiz

<div><div dir="ltr">Hello everyone,&nbsp;<div><br></div>
<div>I'm working in a paper (<a href="https://www.researchgate.net/publication/264418342_Capital_Stock_in_Machinery__Equipment_and_Energy_Consumption_Patterns_between_Latin_America_and_Western_Europe._1800_-_1970">https://www.researchgate.net/publication/264418342_Capital_Stock_in_Machinery__Equipment_and_Energy_Consumption_Patterns_between_Latin_America_and_Western_Europe._1800_-_1970</a>) with several times series and I want to save some space.&nbsp;</div>
<div>I have done this graph</div>
<div><br></div>
<div>Energy Capital ratio&nbsp;</div>
<div>Europe and Latin America 1870 -1970</div>
<div>
<br>&#8203;<br>
</div>
<div>The problem, i that I need to put en any little graph another variable (Energy Intensity in this case), something similar to this simple plot</div>
<div><br></div>
<div>
<br>&#8203;<br>
</div>
<div><br></div>
<div>Do you have some ideas or I must do it with R?&nbsp;</div>
<div>I'm a really Gretl fan so i preffer to do with this great software!</div>
<div>Thank you everyone for this user list&nbsp;</div>
<div><br></div>
<div>
<br clear="all"><div><br></div>-- <br><div class="gmail_signature"><div dir="ltr">Atte.<br>Cristi&aacute;n Arturo Ducoing Ruiz<br><br>
</div></div>
</div>
</div></div>
Sven Schreiber | 5 Nov 17:14 2014
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Possible redundancy of some function packages?

Hi everybody,

I'm wondering whether some of the function packages are still needed, 
because sometimes it looks as if the same functionality is already built 
into gretl. Here's a quick list in random order:

1) "clustered_ols" by Claudia Pigini. In what way is this different from 
the built-in "ols ... --cluster=xyz"?

2) "cnumber" by Monsueto, S.E -- Here I don't think it's redundant but 
I'm not getting the same results as with other code that should (?) be 
equivalent. Consider this example and please explain why the results are 
different:
<hansl>
include cnumber.gfn
open greene12_1.gdt
matrix X = {age, income, expend}
cnumber (X)
l = eigensym(X'X, null)	# lines taken from Allin's email
CN = maxc(l)/minc(l)	#
printf "CN = %g, (square root = %g)\n", CN, sqrt(CN)
</hansl>

3) "fgls" by Yi-Nung Yang: the help just says feasible GLS which is very 
vague and generic; in what way is this different from gretl's "hsk" or 
"wls" commands? If it is different, I would suggest to make the help 
text more informative.

4) "GHegy" by Ignacio Díaz-Emparanza and "HEGY_test" by Jack Lucchetti. 
Could you guys perhaps consolidate these?

5) "HoltWinters" by Ignacio Díaz-Emparanza. This sounds a lot like it's 
also done by the "fcModels" package by Yi-Nung Yang. Is this true?

6) "JB" by Yi-Nung Yang. This does a Jarque-Bera test and even the help 
text mentions that it is built into gretl (as "normtest ... --jbera"). 
So it's not obvious to me what the purpose of the package is.

7) "MWU" and "mwu" by Yi-Nung Yang. AFAICS the only difference is 
whether you pass the arguments as series or as vectors (matrices). This 
may be a matter of taste, but personally I would suggest that you choose 
which is the interface of your function, i.e. series or matrices, and 
then the user/caller will have to follow that rule, and the other 
package with the other interface would be gone.
And with respect to "mwu_dummy", this is even more of a personal taste 
thing, but perhaps you could consolidate all this into one function, for 
example by introducing a third function parameter with a default value:
"function void mwu(series x, series y, int dummy[0])"
So to do what "mwu_dummy()" does now you would pass your 'group' 
variable as y, and call the function with dummy=1.

Thanks,
sven

_______________________________________________
Gretl-users mailing list
Gretl-users <at> lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Summers, Peter | 3 Nov 18:38 2014

missing tests in IV/2sls regression

Folks,

 

Using mroz.gdt in the PoE 4th ed. data sets, the following works as expected in the console or via script:

tsls l_wage educ exper sq_exper; exper sq_exper mothereduc fathereduc

 

However when I estimate the same model via the gui, the Hausman, Sargan and weak instruments tests don’t appear (Windows 7, v. 1.10.0cvs, 64-bit version).

 

PS

 

 

<div>
<div class="WordSection1">
<p class="MsoNormal">Folks,<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">Using mroz.gdt in the PoE 4th ed. data sets, the following works as expected in the console or via script:<p></p></p>
<p class="MsoNormal">tsls l_wage educ exper sq_exper; exper sq_exper mothereduc fathereduc<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">However when I estimate the same model via the gui, the Hausman, Sargan and weak instruments tests don&rsquo;t appear (Windows 7, v. 1.10.0cvs, 64-bit version).<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal">PS<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
</div>
</div>
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LaTeX export bug: underscore not escaped

Dear developers,

Today I was using gretl for producing some beautiful tables with coefficients after OLS estimaton when I came across the following little problem: when a model name contains an underscore (like “mod_Chow <- ols price Xlist”), then the LaTeX output begins with the following:

\begin{center}
mod_Chow: OLS, using observations 1--992 ($n$ = 959)\\

Of course it fails to render, and the menu item “LaTeX — View — Tabular” does nothing. After I did “LaTeX — Save — Tabular” and changed “mod_Chow” to “mod\_Chow”, everything was fine in the document.

Could you implement the TeX underscore escape for model names, please? Or, maybe, enforce some restrictions on characters in model names (just to be on the safe side)?

--
Yours sincerely,      | С уважением,
Andreï V. Kostyrka. | Андрей Викторович Костырка.
http://kostyrka.ru, http://kostyrka.ru/blog
<div><div dir="ltr">Dear developers,<br><br>Today I was using gretl for producing some beautiful tables with coefficients after OLS estimaton when I came across the following little problem: when a model name contains an underscore (like &ldquo;mod_Chow &lt;- ols price Xlist&rdquo;), then the LaTeX output begins with the following:<br><br>\begin{center}<br>mod_Chow: OLS, using observations 1--992 ($n$ = 959)\\<br><br>Of course it fails to render, and the menu item &ldquo;LaTeX &mdash; View &mdash; Tabular&rdquo; does nothing. After I did &ldquo;LaTeX &mdash; Save &mdash; Tabular&rdquo; and changed &ldquo;mod_Chow&rdquo; to &ldquo;mod\_Chow&rdquo;, everything was fine in the document.<br><br>Could you implement the TeX underscore escape for model names, please? Or, maybe, enforce some restrictions on characters in model names (just to be on the safe side)?<br><br clear="all"><div><div class="gmail_signature"><div dir="ltr">--<br>Yours sincerely, &nbsp; &nbsp;&nbsp; | &#1057; &#1091;&#1074;&#1072;&#1078;&#1077;&#1085;&#1080;&#1077;&#1084;,<br>Andre&iuml; V. Kostyrka. | &#1040;&#1085;&#1076;&#1088;&#1077;&#1081; &#1042;&#1080;&#1082;&#1090;&#1086;&#1088;&#1086;&#1074;&#1080;&#1095; &#1050;&#1086;&#1089;&#1090;&#1099;&#1088;&#1082;&#1072;.<br><a href="http://kostyrka.ru" target="_blank">http://kostyrka.ru</a>, <a href="http://kostyrka.ru/blog" target="_blank">http://kostyrka.ru/blog</a><br>
</div></div></div>
</div></div>

Gmane