Charles Gagnon | 10 Sep 16:12 2014

Compiling Gretl on RHEL 5

I support gretl for a group who uses it, so I don't use it myself. But I'm running into issues compiling and installing.

I'm trying to deploy the latest gretl-1.9.91 on a RHEL 5.9 box.

The configure script complains that:

Please install glib-2.0 >= 2.12.0 and then reconfigure gretl.
glib-2.0 is available from http://www.gtk.org/

Yet I have glib 2.12.3 installed. I checked in the config.log and it seems like to be looking for > 2.14 so I'm confused:

configure:17635: $PKG_CONFIG --exists --print-errors "glib-2.0 >= 2.14.0"
Requested 'glib-2.0 >= 2.14.0' but version of GLib is 2.12.3
configure:17652: $PKG_CONFIG --exists --print-errors "glib-2.0 >= 2.14.0"
Requested 'glib-2.0 >= 2.14.0' but version of GLib is 2.12.3
Requested 'glib-2.0 >= 2.14.0' but version of GLib is 2.12.3

I would just upgrade glib but it seems involved since the repository does not have it available for RHEL 5.

Regards,

--
Charles Gagnon
charlesg at unixrealm.com
<div><div dir="ltr">I support gretl for a group who uses it, so I don't use it myself. But I'm running into issues compiling and installing.<div><br></div>
<div>I'm trying to deploy the latest gretl-1.9.91 on a RHEL 5.9 box.</div>
<div><br></div>
<div>The configure script complains that:</div>
<div><br></div>
<div>
<div>Please install glib-2.0 &gt;= 2.12.0 and then reconfigure gretl.</div>
<div>glib-2.0 is available from <a href="http://www.gtk.org/">http://www.gtk.org/</a>
</div>
<div><br></div>
<div>Yet I have glib 2.12.3 installed. I checked in the config.log and it seems like to be looking for &gt; 2.14 so I'm confused:</div>
<div><br></div>
<div>
<div>configure:17635: $PKG_CONFIG --exists --print-errors "glib-2.0 &gt;= 2.14.0"</div>
<div>Requested 'glib-2.0 &gt;= 2.14.0' but version of GLib is 2.12.3</div>
<div>configure:17652: $PKG_CONFIG --exists --print-errors "glib-2.0 &gt;= 2.14.0"</div>
<div>Requested 'glib-2.0 &gt;= 2.14.0' but version of GLib is 2.12.3</div>
<div>Requested 'glib-2.0 &gt;= 2.14.0' but version of GLib is 2.12.3</div>
</div>
<div><br></div>
<div>I would just upgrade glib but it seems involved since the repository does not have it available for RHEL 5.</div>
<div><br></div>
<div>Regards,</div>
<div>
<div><br></div>-- <br>Charles Gagnon<br>charlesg at <a href="http://unixrealm.com" target="_blank">unixrealm.com</a>
</div>
</div>
</div></div>
Riccardo (Jack) Lucchetti | 9 Sep 18:22 2014
Picon

Post-doc position available in Ancona


Attention gretlers:

A post-doc position will be available soon here in Ancona: the idea is to 
work together with me and Allin on a brand new, completely redesigned 
hansl interpreter.

Candidates should be very good coders, ideally with a good background in 
compiler design, gramars, BNF and all that, but budding econometricians 
with strong computational skills may also be perfectly suitable for the 
job.

I'll post a link to the actual application webpage as soon as it's 
available. In the meantime, think about it and spread the word among your 
CompSci friends!

-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti@...
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------

Attention gretlers:

A post-doc position will be available soon here in Ancona: the idea is to 
work together with me and Allin on a brand new, completely redesigned 
hansl interpreter.

Candidates should be very good coders, ideally with a good background in 
compiler design, gramars, BNF and all that, but budding econometricians 
with strong computational skills may also be perfectly suitable for the 
job.

I'll post a link to the actual application webpage as soon as it's 
available. In the meantime, think about it and spread the word among your 
CompSci friends!

-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti@...
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
Carlos Andrade | 2 Sep 22:37 2014
Picon

Absence the Import option from the File>open data menu

In Gretl 1.9.15cvs, Portuguese version, does not appear the import option from the File> Open Data menu . How to solve this absence?

--
Atenciosamente,

Prof. Carlos A. S. de Andrade
LAPEA - Laboratório de Pesquisa em Economia Aplicada e Engenharia de Produção
Universidade Federal de Campina Grande.
Centro de Humanidades   
Unidade Acadêmica de Economia
<div><div dir="ltr">In Gretl 1.9.15cvs, Portuguese version, does not appear the import option from the File&gt; Open Data menu . How to solve this absence?<br clear="all"><div><br></div>-- <br>Atenciosamente,<br><br>Prof. Carlos A. S. de Andrade<br>
LAPEA - Laborat&oacute;rio de Pesquisa em Economia Aplicada e Engenharia de Produ&ccedil;&atilde;o<br><div>Universidade Federal de Campina Grande.<br>
</div>
<div>Centro de Humanidades&nbsp;
&nbsp;</div>
<div>Unidade Acad&ecirc;mica de Economia</div>
</div></div>
yinung at Gmail | 2 Sep 06:19 2014
Picon

Re: For armax "diggers" Data sets for testing and a try to explain occasional armax aborting

Dear all,

Thanks for finding "armax" package useful. I eventually got time to solve this beta release. I've just released a patch in which "occasional armax aborting" should be  fixed. Please give a trial.

Yi-Nung Yang (楊奕農)
Associate Professor
Department of IB, CYCU, Taiwan.


2014-05-21 19:07 GMT+08:00 <oleg_komashko-qsvJrrU2NvU@public.gmane.org>:
For armax "diggers"
Data sets for testing and a try to explain occasional armax aborting

Data file attached
# Script to select lag length in regression of d_u on lagged g
# u-unimployment (%) g-gdp rate (%)

## begin script
# "Okun law" artifical data similar to POE-4, ch.9
open mod2data.gdt
include armax.gfn
diff u1
# max lag length =4
lags 4; g1
# subsample for equal data length whlile choosing
smpl 1995:1 2013:4

list arg4 = 0 g1 g1_1 g1_2 g1_3 g1_4
list arg4a = g1 g1_1 g1_2 g1_3 g1_4

# uncomment for lag length selection
# list arg3 = g1 g1_1 g1_2 g1_3
# list arg2 = g1 g1_1 g1_2
# list arg1 = g1 g1_1 
# list arg0 = 0 g1

# works ok on my system, ARMA(0,1) by all ic 
armax(2, 2, d_u1, arg4, 1, 1, 1, 1, 0)

# gives "Failed to compute numerical Hessian"
armax(2, 2, d_u1, arg4a, 1, 1, 1, 1, 0)


# armax(2, 2, d_u1, arg3, 1, 1, 0, 1, 0)
# armax(2, 2, d_u1, arg2, 1, 1, 0, 1, 0)
# armax(2, 2, d_u1, arg1, 1, 1, 0, 1, 0)
# armax(2, 2, d_u1, arg0, 1, 1, 0, 1, 0)

## end script

GUI's peculiar features:
With arg4 and include constant chequed results are 
  the same as for script armax(2, 2, d_u1, arg4, 1, 1, 1, 1, 0)
With arg4 and incl. const unchequed 
? armax(2, 2, d_u1, arg4, 0, 1, 0, 1, 0)
Failed to compute numerical Hessian
With arg4a and include constant chequed
? armax(2, 2, d_u1, arg4a, 1, 1, 1, 1, 0)
Failed to compute numerical Hessian
With arg4a and include constant unchequed
? armax(2, 2, d_u1, arg4a, 1, 1, 0, 1, 0)
Failed to compute numerical Hessian

Further diagnostics:
armax(1, 2, d_u1, arg4a, 1, 1, 1, 1, 0) works ok
arma 2 1 ; d_u1 arg4a Failed to compute numerical Hessian
arma 2 1 ; d_u1 arg4a --opg works ok
From Command Reference(p.7) "Note that failure of the numerical
Hessian computation is generally an indicator of a misspecified model".
From output:
AR
    Root  1           1.0001
So, nothing enigmatic.
Armax_auto would be more convenient if it scipped such models
instead of stopping the cycle.
!

_______________________________________________
Gretl-users mailing list
Gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
http://lists.wfu.edu/mailman/listinfo/gretl-users

<div>
<div dir="ltr">
<div>
<div>
<div>
<div>Dear all,<br><br>
</div>Thanks for finding "armax" package useful. I eventually got time to solve this beta release. I've just released a patch in which "<span>occasional armax aborting" should be&nbsp;</span> fixed. Please give a trial.<br><br>
</div>Yi-Nung Yang (&#26954;&#22869;&#36786;)<br>
</div>Associate Professor<br>
</div>Department of IB, CYCU, Taiwan.<br>
</div>
<div class="gmail_extra">
<br><br><div class="gmail_quote">2014-05-21 19:07 GMT+08:00  <span dir="ltr">&lt;<a href="mailto:oleg_komashko@..." target="_blank">oleg_komashko@...</a>&gt;</span>:<br><blockquote class="gmail_quote">
  <div>

    <span>
    <div>For armax "diggers"</div>
    <div>Data sets for testing and a try to explain occasional armax aborting</div>
    <div>
      <br>
</div>
    <div>Data file attached</div>
    <div># Script to select lag length in regression of d_u on lagged g</div>
    <div># u-unimployment (%) g-gdp rate (%)</div>
    <div>
      <br>
</div>
    <div>## begin script</div>
    <div># "Okun law" artifical data similar to POE-4, ch.9</div>
    <div>open mod2data.gdt</div>
    <div>include armax.gfn</div>
    <div>diff u1</div>
    <div># max lag length =4</div>
    <div>lags 4; g1</div>
    <div># subsample for equal data length whlile choosing</div>
    <div>smpl 1995:1 2013:4</div>
    <div>
      <br>
</div>
    <div>list arg4 = 0 g1 g1_1 g1_2 g1_3 g1_4</div>
    <div>list arg4a = g1 g1_1 g1_2 g1_3 g1_4</div>
    <div>
      <br>
</div>
    <div># uncomment for lag length selection</div>
    <div># list arg3 = g1 g1_1 g1_2 g1_3</div>
    <div># list arg2 = g1 g1_1 g1_2</div>
    <div># list arg1 = g1 g1_1&nbsp;</div>
    <div># list arg0 = 0 g1</div>
    <div>
      <br>
</div>
    <div># works ok on my system, ARMA(0,1) by all ic&nbsp;</div>
    <div>armax(2, 2, d_u1, arg4, 1, 1, 1, 1, 0)</div>
    <div>
      <br>
</div>
    <div># gives "Failed to compute numerical Hessian"</div>
    <div>armax(2, 2, d_u1, arg4a, 1, 1, 1, 1, 0)</div>
    <div>
      <br>
</div>
    <div>
      <br>
</div>
    <div># armax(2, 2, d_u1, arg3, 1, 1, 0, 1, 0)</div>
    <div># armax(2, 2, d_u1, arg2, 1, 1, 0, 1, 0)</div>
    <div># armax(2, 2, d_u1, arg1, 1, 1, 0, 1, 0)</div>
    <div># armax(2, 2, d_u1, arg0, 1, 1, 0, 1, 0)</div>
    <div>
      <br>
</div>
    <div>## end script</div>
    <div>
      <br>
</div>
    <div>
      GUI's peculiar features:
    </div>
    <div>With arg4 and include constant chequed results are&nbsp;</div>
    <div>&nbsp; the same as for script armax(2, 2, d_u1, arg4, 1, 1, 1, 1, 0)</div>
    <div>With arg4 and incl. const unchequed&nbsp;</div>
    <div>? armax(2, 2, d_u1, arg4, 0, 1, 0, 1, 0)</div>
    <div>Failed to compute numerical Hessian</div>
    <div>With arg4a and include constant chequed</div>
    <div>? armax(2, 2, d_u1, arg4a, 1, 1, 1, 1, 0)</div>
    <div>Failed to compute numerical Hessian</div>
    <div>With arg4a and include constant unchequed</div>
    <div>? armax(2, 2, d_u1, arg4a, 1, 1, 0, 1, 0)</div>
    <div>Failed to compute numerical Hessian</div>
    <div>
      <br>
</div>
    <div>
      Further diagnostics:
    </div>
    <div>armax(1, 2, d_u1, arg4a, 1, 1, 1, 1, 0) works ok</div>
    <div>arma 2 1 ; d_u1 arg4a Failed to compute numerical Hessian</div>
    <div>arma 2 1 ; d_u1 arg4a --opg works ok</div>
    <div>From Command Reference(p.7) "Note that failure of the numerical</div>
    <div>Hessian computation is generally an indicator of a misspecified model".</div>
    <div>From output:</div>
    <div>AR</div>
    <div>&nbsp; &nbsp; Root &nbsp;1 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 1.0001</div>
    <div>So, nothing enigmatic.</div>
    <div>Armax_auto would be more convenient if it scipped such models</div>
    <div>instead of stopping the cycle.</div>
  </span>

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                      !
                                    </div>
<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" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br>
</blockquote>
</div>
<br>
</div>
</div>
Artur T. | 1 Sep 17:11 2014

non-linear wald test

Dear gretl users,

I want to run a Wald test on long-run parameter symmetry based on an
ARDL model. For this I can apply gretl's internal function which is
documented in the help file. However, to be a bit more flexible I
programmed a function which does exactly what is expected, yielding the
same results as gretl's internal procedure. But this does,
unfortunately, hold not in every case.

In the attached script I test the three following hypotheses separately:
1. b[Pinc]/[rho]-b[Ninc]/[rho]=0
2. b[Prt]/[rho]-b[Nrt]/[rho]=0
3. b[Pown]/[rho]-b[Nown]/[rho]=0

For the first two I obtain exactly the same results using either gretl's
internal function or mine. However, for the third one I obtain an error
as the standard errors of the non-linear long-run coefficients

lrse = sqrt(qform(fb,vcv))

cannot be computed. I don't find the issue. Maybe someone has a solution
to this.

Much appreciated.
Artur

Attachment (hansl_nlwald.zip): application/zip, 15 KiB
Dear gretl users,

I want to run a Wald test on long-run parameter symmetry based on an
ARDL model. For this I can apply gretl's internal function which is
documented in the help file. However, to be a bit more flexible I
programmed a function which does exactly what is expected, yielding the
same results as gretl's internal procedure. But this does,
unfortunately, hold not in every case.

In the attached script I test the three following hypotheses separately:
1. b[Pinc]/[rho]-b[Ninc]/[rho]=0
2. b[Prt]/[rho]-b[Nrt]/[rho]=0
3. b[Pown]/[rho]-b[Nown]/[rho]=0

For the first two I obtain exactly the same results using either gretl's
internal function or mine. However, for the third one I obtain an error
as the standard errors of the non-linear long-run coefficients

lrse = sqrt(qform(fb,vcv))

cannot be computed. I don't find the issue. Maybe someone has a solution
to this.

Much appreciated.
Artur

Paulo Grahl | 28 Aug 20:47 2014
Picon

stacked bar chart

Hello Gretl community,

Does anyone have any tip on how to produce stacked bar plots in gretl? 
I've searched around, digged into gnuplot manual, but I'm still having a hard time figuring out how to produce a gretl script to generate stacked bar chart.

Any help?
Thanks
-Paulo


--
Dr. Paulo Gustavo Grahl, CFA
------------------------------------------
pgrahl-Re5JQEeQqe8AvxtiuMwx3w@public.gmane.org
pgrahl-2L7LyNYPm9JfyO9Q7EP/yw@public.gmane.org
skype:paulo.grahl

------------------------------------------
<div><div dir="ltr">Hello Gretl community,<div><br></div>
<div>Does anyone have any tip on how to produce stacked bar plots in gretl?&nbsp;</div>
<div>I've searched around, digged into gnuplot manual, but I'm still having a hard time figuring out how to produce a gretl script to generate stacked bar chart.</div>
<div><br></div>
<div>Any help?</div>
<div>Thanks</div>
<div>-Paulo</div>
<div>
<br clear="all"><div><br></div>-- <br><div dir="ltr">Dr. Paulo Gustavo Grahl, CFA<br>------------------------------------------<br><a href="mailto:pgrahl@..." target="_blank">pgrahl@...</a><br><a href="mailto:pgrahl@..." target="_blank">pgrahl@...</a><br>skype:paulo.grahl<div>
<a href="https://twitter.com/intent/follow?original_referer=https%3A%2F%2Fabout.twitter.com%2Fresources%2Fbuttons&amp;region=follow_link&amp;screen_name=pg1309&amp;tw_p=followbutton&amp;variant=2.0" target="_blank"></a><br>
</div>
<div>
<a href="http://www.linkedin.com/in/pgrahl" target="_blank">www.linkedin.com/in/pgrahl</a><br>
</div>
<div>------------------------------------------<br>
</div>
</div>
</div>
</div></div>
Chi B. Fule | 23 Aug 15:41 2014
Picon

Regressing a Quadratic equation

Hi there,

please may I receive assistance on how to regress a quadratic equation using cross-sectional data?

Thanks in advance

Chi
 
                                                                   

<div><div>
<div><span>Hi there,</span></div>
<div>
<br><span></span>
</div>
<div><span>please may I receive assistance on how to regress a quadratic equation using cross-sectional data?</span></div>
<div>
<br><span></span>
</div>
<div><span>Thanks in advance</span></div>
<div>
<br><span></span>
</div>
<div><span>Chi</span></div>
<div>&nbsp;</div>
<div><span>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;
 &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;</span></div>
<br>
</div></div>
Henrique Andrade | 11 Aug 21:55 2014
Picon

"sprintf" as a function

Dear Gretl Team,

I'm trying to use the sprintf as a function instead of a command and it is not working here at my Windows Vista
withe the latest Gretl snapshot.

Please take a look at the following script:

<hansl>
open australia.gdt

genr time

ols PAU const time

matrix T = $coeff./$stderr
scalar T_calc = abs(T[2,])
scalar T_tab = critical(t, $T, 0.05)

sprintf Test_1 "t-calculado: %f \n t-tabelado: %f", T_calc, T_tab
print " <at> Test_1"

string Test_2 = sprintf("t-calculado: %f \n t-tabelado: %f", T_calc, T_tab)
print " <at> Test_2"
</hansl>

Best regards,
Henrique

Enviado desde mi iPhone
Artur T. | 11 Aug 18:01 2014

gnuplot shaded areas

Hi all,

I trying to plot a matrix where the last two columns contain information on confidence intervals which I would like to plot as a shaded area.

I wrote a script, but the pdf is not properly compiled giving me an error msg which I don't fully understand. I attached a script which requires the matrix to plot and the path where to store the pdf as inputs.

Unfortunately I can't figure out where the error is.

Thanks for your help in advance.

Best,
Artur
Attachment (example_shaded.inp): application/x-gretlscript, 2524 bytes
<div><div dir="ltr">
<div>
<div>
<div>
<div>Hi all,<br><br>
</div>I trying to plot a matrix where the last two columns contain information on confidence intervals which I would like to plot as a shaded area.<br><br>
</div>I wrote a script, but the pdf is not properly compiled giving me an error msg which I don't fully understand. I attached a script which requires the matrix to plot and the path where to store the pdf as inputs.<br><br>
</div>Unfortunately I can't figure out where the error is. <br><br>
</div>Thanks for your help in advance.<br><br>Best,<br>Artur<br>
</div></div>
Alecos Papadopoulos | 7 Aug 20:26 2014
Picon

Re: Skewness and Excess Kurtosis formulas in Gretl

For what is worth, I was able to determine through numerical experiments, that Gretl uses the "Fisher-Pearson" formulas for calculating the skewness and excess kurtosis coefficients.

This essentially means that for the calculation of these coefficients, all sample means involved (even the sample variance/standard deviation) are calculated using the factor (1/n), and that no bias-correction terms appear.
I am writing this informatively - I have no settled opinion on which alternative formula should be preferred.

So

Skewness Coefficient (this version is usually denoted "g1")
Numerator: (1/n)(Σ(x_i - mean(X))^3)
Denominator : [(1/n) Σ(x_i - mean(X))^2]^(3/2)

(Excess) Kurtosis Coefficient (this version is usually denoted "g2")
Numerator : (1/n)(Σ(x_i - mean(X))^4)
Denominator : [(1/n) Σ[x_i - mean(X)]^2]^2

and we further subtract "3" after we calculate the ratio to obtain the "excess" over the kurtosis of the normal distribution.

References for the names and presentations of various alternatives

Joanes, D. N., & Gill, C. A. (1998). Comparing measures of sample skewness and kurtosis. Journal of the Royal Statistical Society: Series D (The Statistician), 47(1), 183-189.
Doane, D. P., & Seward, L. E. (2011). Measuring skewness: a forgotten statistic. Journal of Statistics Education, 19(2), 1-18.
Alecos Papadopoulos Athens University of Economics and Business, Greece Department of Economics cell:+30-6945-378680 fax: +30-210-8259763 skype:alecos.papadopoulos On 7/8/2014 19:00, gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org wrote:
Yes. I might just add that our measures are in agreement with those of the "moments" package for R, except that R gives total rather than excess kurtosis. Allin Cottrell

<div>
    <div class="moz-cite-prefix">For what is worth, I was able to
      determine through numerical experiments, that Gretl uses the
      "Fisher-Pearson" formulas for calculating the skewness and excess
      kurtosis coefficients.<br><br>
      This essentially means that for the calculation of these
      coefficients, all sample means involved (even the sample
      variance/standard deviation) are calculated using the factor
      (1/n), and that no bias-correction terms appear.<br>
      I am writing this informatively - I have no settled opinion on
      which alternative formula should be preferred.<br><br>
      So<br><br>Skewness Coefficient (this version is usually denoted "g1")<br>
      Numerator: (1/n)(&Sigma;(x_i
      - mean(X))^3)<br>
      Denominator : [(1/n) &Sigma;(x_i -
      mean(X))^2]^(3/2)<br><br>(Excess) Kurtosis Coefficient (this
              version is usually denoted "g2")<br>
              Numerator : (1/n)(&Sigma;(x_i
      - mean(X))^4)<br>Denominator : [(1/n) &Sigma;[x_i
      - mean(X)]^2]^2<br><br>
              and we further subtract "3" after we calculate the ratio
              to obtain the "excess" over the kurtosis of the normal
              distribution.<br><br>
              References for the names and presentations of various
              alternatives<br><br>Joanes, D. N., &amp; Gill, C. A.
      (1998). Comparing measures of sample skewness and kurtosis. Journal
        of the Royal Statistical Society: Series D (The Statistician),
      47(1), 183-189.<br>
      Doane, D. P., &amp; Seward, L. E. (2011). Measuring skewness: a
      forgotten statistic. Journal of Statistics Education, 19(2),
      1-18.<br>Alecos Papadopoulos
Athens University of Economics and Business, Greece
Department of Economics
cell:+30-6945-378680
fax: +30-210-8259763
<a class="moz-txt-link-freetext" href="skype:alecos.papadopoulos">skype:alecos.papadopoulos</a>
      On 7/8/2014 19:00, <a class="moz-txt-link-abbreviated" href="mailto:gretl-users-request@...">gretl-users-request@...</a> wrote:<br>
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    <blockquote cite="mid:mailman.13.1407427202.19658.gretl-users@..." type="cite">
      Yes. I might just add that our measures are in agreement with those of the 
"moments" package for R, except that R gives total rather than excess 
kurtosis.

Allin Cottrell
    </blockquote>
    <br>
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Danilo Aulicino | 7 Aug 10:35 2014
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