Schaff, Frederik | 11 Feb 11:05 2016
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[summary] -- accessors?

Hi there,

I was wondering how one might access the info from the summary command with the use of accessors, i.e.
something like $min or the like. I am using loops to calculate some statistics for different subsamples of
a cross-over dataset (hmm is there a correct name for monte carlo simulation data which is already
processed to summary statistics?). At the moment I am using min(data), max(data), and calculate, e.g.,
the cv "by hand".

By the way, a suggestion: It would be very useful if the help-menu entries would entail the information for
the accessors (a little bit more self-contained). I guess everything that is calculate by any of the
functions is already stored somehow ;) 

Regards and many thanks
Frederik  
------------
Frederik Schaff, Dipl.-Volkswirt

University of Hagen
Department of Business and Economics
Chair of Economic Theory (Prof. A. Endres)
Universitätsstraße 11 (TGZ)
58097  Hagen
 
Phone: +49 (0) 2331 987-4454
E-Mail: Frederik.Schaff@...
http://www.fernuni-hagen.de/wirtschaftstheorie/en/team/frederik.schaff.shtml 

Sven Schreiber | 10 Feb 18:07 2016
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Picon

Re-ordering of VECM coefficients

Hi,
this message is mostly for myself, for future reference :-)

But maybe somebody else is also struggling from time to time with the 
problem on how the coefficient ordering in a VECM is done in the 
accessors $vecGamma and $coeff. So here's a function that does the 
reordering.

Because of the "null" default for the second matrix argument and because 
of the "exists" function, I think you need a fairly recent gretl version 
for this.

<hansl>
function matrix vecpar2coeff(matrix Gammas, matrix alpha[null])
   # translates the ordering of the $vecGamma accessor for VECMs
   # to the ordering of $coeff
   n = rows(Gammas)
   p = cols(Gammas) / n + 1
   matrix gix = seq(1,n) ** ones(1,p-1) + \
                ones(1,n) ** seq(0, n*(p-2), n)
   return exists(alpha) ? Gammas[,gix]' | alpha' : Gammas[,gix]'
end function
</hansl>

This is actually tested, but only in one case.

Corrections and extensions welcome,
cheers,
sven
(Continue reading)

Igor Pozdeev | 7 Feb 22:32 2016
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two problems with Nadaraya-Watson

Hi all,

does the Nadaraya-Watson estimator work for everyone when run from the interface? On my machine, when I click on "OK" (as shown below) nothing happens (literally nothing). Which was not he case, by the way, before I updated to Jan2016.

Also, it seems impossible to use a lagged variable as a regressor: as shown below, lagged guys do not appear at all, and explicitly writing "r_fx(-1)" or "r_fx1" does not help (did not help before the update too).

When run from a script using commands, everything works fine, so it's an interface issue, I suppose.

Any comments would be much appreciated.

Best,

Igor




<div>
Hi all,<div><br></div>
<div>does the Nadaraya-Watson estimator work for everyone when run from the interface? On my machine, when I click on "OK" (as shown below) nothing happens (literally nothing). Which was not he case, by the way, before I updated to Jan2016.</div>
<div><br></div>
<div>
<span>Also, it seems impossible to use a lagged variable as a regressor: as shown below, lagged guys do not appear at all, and explicitly writing "r_fx(-1)" or "r_fx1" does not help (did not help before the update too).</span>
</div>
<div><span><br></span></div>
<div>When run from a script using commands, everything works fine, so it's an interface issue, I suppose.</div>
<div><br></div>
<div>Any comments would be much appreciated.</div>
<div><br></div>
<div>Best,</div>
<div><br></div>
<div>Igor</div>
<div><br></div>
<div>
<br>
</div>
<div><br></div>
<div><br></div>
<div>
</div>
</div>
Carlo Maria Petrangelo | 4 Feb 16:20 2016
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Restriction on model coefficients

Hello everyone,

I need to estimate an equation with tsls. This equation has a restriction on parameters. The restriction has inside itself values coming from the estimation parameters of another equation and it is the following: b3=[a1/(1-a2)](1-b2)-b1, on which “a” indicate a parameter of the first equation (already estimated) and “b” indicate a parameter of the second equation (which has to be estimated with tsls) and the numbers indicate the parameter associated to a regressor.

 

How can I estimated the second equation once I have estimated the first.

 

Thank you for the support!

 

 

<div><div class="WordSection1">
<p class="MsoNormal"><span lang="EN-US">Hello everyone,<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US">I need to estimate an equation with tsls. This equation has a restriction on parameters. The restriction has inside itself values coming from the estimation parameters of another equation and it is the following: b3=[a1/(1-a2)](1-b2)-b1, on which &ldquo;a&rdquo; indicate a parameter of the first equation (already estimated) and &ldquo;b&rdquo; indicate a parameter of the second equation (which has to be estimated with tsls) and the numbers indicate the parameter associated to a regressor.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">How can I estimated the second equation once I have estimated the first.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thank you for the support!<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
</div></div>
Henrique Andrade | 2 Feb 14:39 2016
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Markers: different behavior with strings and series

Dear Gretl Team,

I found an unexpected (at least for me) behavior using "markers"
command. Please take a look at the following code snippets and the
resulting output:

Input (1):
setobs 6 1:1 --stacked-time-series
genr markers = "%s:%02d", "2015", time

Output (1):
               preco
2015:01            0
2015:02        24300
2015:04            0
2015:05        43492
2015:06       375277

When I try to use a series instead of a string I get this result:

Input (2):
setobs 6 1:1 --stacked-time-series
series ano = 2015
genr markers = "%d:%02d", ano, time

Output (2):
                       preco
2015: 01
 01
 0            0
        2015:02        24300
        2015:03            0
        2015:04            0
        2015:05        43492
        2015:06       375277

Is this the intended behavior?

Best,
Henrique Andrade
Wingenroth, Thorsten | 1 Feb 15:20 2016
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Input of csv data - does the German version work as intended?

Hi,

 

Gretl let me down L Full of enthusiasm I praised Gretl to my students, but they couldn’t even import my csv files with their current release! So I got me their version 2016a and did some experiments. I found out the following:

 

The import dialogues for the German and English versions are different. If you set up the right decimal separator in the German version, everything works fine. If you got it wrong (which my students did), the dialogue NEVER reappears! So you have no chance to correct your mistake and you will not be able to load any file with different decimal settings.

 

Could you please correct this and let the import dialogue reappear? If a user has different sources with different separator rules, he should be able to adjust the settings for each file. Or is there any “settings” option at another place that I am not aware of?

 

Current workaround is to change the language setting back to English, restart and set it back to German. Then the dialogue will reappear.

 

Thanks for your help!

 

Kind regards,

 

Thorsten

 

 

 

 

 

Prof. Dr. Thorsten Wingenroth

Professor für Lehraufgaben BWL-Bank

Fakultät Wirtschaft | Studienzentrum Finanzwirtschaft (Center of Finance)

 

Duale Hochschule Baden-Württemberg Stuttgart

Baden-Wuerttemberg Cooperative State University Stuttgart

Herdweg 18 | 70174 Stuttgart

Fon +49 711 1849-766

thorsten.wingenroth-9oWeVTYpR8wsYBssIdVGALNAH6kLmebB@public.gmane.org | http://www.dhbw-stuttgart.de/bank

 

Master in Business Management  – Banking & Finance

http://www.dhbw.de/master-finance

 

 

<div>
<div class="WordSection1">
<p class="MsoNormal">Hi,<p></p></p>
<p class="MsoNormal"><p>&nbsp;</p></p>
<p class="MsoNormal"><span lang="EN-US">Gretl let me down </span><span>L</span>
<span lang="EN-US">Full of enthusiasm I praised Gretl to my students, but they couldn&rsquo;t even import my csv files with their current release! So I got me their version 2016a and did some experiments. I found out the following:<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">The import dialogues for the German and English versions are different. If you set up the right decimal separator in the German version, everything works fine. If you got it wrong (which my students did), the dialogue
 NEVER reappears! So you have no chance to correct your mistake and you will not be able to load any file with different decimal settings.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Could you please correct this and let the import dialogue reappear? If a user has different sources with different separator rules, he should be able to adjust the settings for each file. Or is there any &ldquo;settings&rdquo; option
 at another place that I am not aware of?<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Current workaround is to change the language setting back to English, restart and set it back to German. Then the dialogue will reappear.<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thanks for your help!<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Kind regards,<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Thorsten<p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>Prof. Dr. Thorsten Wingenroth<p></p></span></p>
<p class="MsoNormal"><span>Professor f&uuml;r Lehraufgaben BWL-Bank<p></p></span></p>
<p class="MsoNormal"><span>Fakult&auml;t Wirtschaft | Studienzentrum Finanzwirtschaft (Center of Finance)<p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span>Duale Hochschule Baden-W&uuml;rttemberg Stuttgart<p></p></span></p>
<p class="MsoNormal"><span>Baden-Wuerttemberg Cooperative State University Stuttgart<p></p></span></p>
<p class="MsoNormal"><span>Herdweg 18 | 70174 Stuttgart<p></p></span></p>
<p class="MsoNormal"><span>Fon +49 711 1849-766<p></p></span></p>
<p class="MsoNormal"><span><a href="mailto:thorsten.wingenroth@..."><span>thorsten.wingenroth@...</span></a> |
<a href="http://www.dhbw-stuttgart.de/bank"><span>http://www.dhbw-stuttgart.de/bank</span></a><p></p></span></p>
<p class="MsoNormal"><span><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US">Master in Business Management&nbsp; &ndash; Banking &amp; Finance<p></p></span></p>
<p class="MsoNormal"><span><a href="http://www.dhbw.de/master-finance"><span lang="EN-US">http://www.dhbw.de/master-finance</span></a></span><span lang="EN-US"><p></p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
<p class="MsoNormal"><span lang="EN-US"><p>&nbsp;</p></span></p>
</div>
</div>
Narandra Dashora | 31 Jan 03:47 2016
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not getting all the commands on ADD

While using GRETL I am not getting all the commands on ADD except Log.
How to fix this problem ?
N.K.Dashora
Udaipur ( Rajasthan )
India
Ghata V. | 22 Jan 21:43 2016
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Wald's Test

Hello, 

I am currently trying to run the Wald's test however, I am not sure what the script is supposed to be. I am figuring out how to test for two coefficients using time series data. 
<div><div dir="ltr">Hello,&nbsp;<div><br></div>
<div>I am currently trying to run the Wald's test however, I am not sure what the script is supposed to be. I am figuring out how to test for two coefficients using time series data.&nbsp;</div>
</div></div>
Schaff, Frederik | 21 Jan 14:22 2016
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[gnuplot] passing variables as arguments

Hello there,

I'd like to produce a bunch of customised graphs with gretl in a loop, where I fix the axis ranges depending on
values that I calculated beforehand. A minimum (not-) working example is below.
-------
nulldata 240
series aa = normal(0,2)
series bb = 2^normal(0,2)
series cc = 3^normal(0,2)
scalar minx = min(bb)<min(cc)?min(bb):min(cc)
scalar maxx = max(bb)>max(cc)?max(bb):max(cc)
gnuplot aa bb --output="bb.png" { set xrange[$minx:$maxx]; }
gnuplot aa cc --output="cc.png" { set xrange[$minx:$maxx]; }
------

This does not work because one cannot pass $minx

Is there another way to do so?

Many thanks
Frederik
------------
Frederik Schaff, Dipl.-Volkswirt

University of Hagen
Department of Business and Economics
Chair of Economic Theory (Prof. A. Endres)
Universitätsstraße 11 (TGZ)
58097  Hagen
 
Phone: +49 (0) 2331 987-4454
E-Mail: Frederik.Schaff@...
http://www.fernuni-hagen.de/wirtschaftstheorie/en/team/frederik.schaff.shtml 

Riccardo (Jack) Lucchetti | 19 Jan 14:01 2016
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AWM dataset update 15


Dear all,

for those into macroeconometrics, the 15th update to the Area Wide Model 
is available in gretl format here:

http://www2.econ.univpm.it/servizi/hpp/lucchetti/AWM/AWM19up15.gdt

it spans the 1970q1-2014q4 period. For more info:

http://www.eabcn.org/page/area-wide-model

(the original version is pre-packaged with the gretl distribution as 
AWM.gdt)

Have fun!

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

Dear all,

for those into macroeconometrics, the 15th update to the Area Wide Model 
is available in gretl format here:

http://www2.econ.univpm.it/servizi/hpp/lucchetti/AWM/AWM19up15.gdt

it spans the 1970q1-2014q4 period. For more info:

http://www.eabcn.org/page/area-wide-model

(the original version is pre-packaged with the gretl distribution as 
AWM.gdt)

Have fun!

-------------------------------------------------------
   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
-------------------------------------------------------
cociuba mihai | 17 Jan 12:31 2016
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generating a series from the ID numbers?

The help for "series" says " In the context of a genr formula, existing variables must be referenced by name, not ID number." but using the id of a series is possible with other commands like "print". Is there any possibilities to generate a series from the ID's?
<hansl>
open andy.gdt
print 1
# the help for "series" says " In the context of a genr formula, existing variables must be referenced by name, not ID number."
# but using the id of a series is possible with other commands
series test= sales - price 

# so isn't it possible to have something like
# series test2 = id[1]-id[2]
print test
print 4
<hansl>

Best regards, 
Mihai 
<div><div dir="ltr">
<div>The help for "series" says " In the context of a genr formula, existing variables must be referenced by name, not ID number." but using the id of a series is possible with other commands like "print". Is there any possibilities to generate a series from the ID's?<br>
</div>
<div>&lt;hansl&gt;</div>
<div>open andy.gdt</div>
<div>print 1</div>
<div># the help for "series" says " In the context of a genr formula, existing variables must be referenced by name, not ID number."</div>
<div># but using the id of a series is possible with other commands</div>
<div>series test= sales - price&nbsp;</div>
<div><br></div>
<div># so isn't it possible to have something like</div>
<div># series test2 = id[1]-id[2]</div>
<div>print test</div>
<div>print 4</div>
<div>&lt;hansl&gt;</div>
<div><br></div>
<div>Best regards,&nbsp;</div>
<div><div class="gmail_signature"><div dir="ltr">Mihai&nbsp;</div></div></div>
</div></div>

Gmane