Re 2025a Gretl version
Sven
the 2 attached screen grabs clearly show for both OLS and Arima that the
ooptions for the CI are greyed out with effectivey a default to range bars.
Brian

On Thu, 8 May 2025 at 21:35, Sven Schreiber <sven.schrei...@fu-berlin.de>
wrote:

> Well, where exactly are you looking for the option and find that it's
> absent?
>
> In the Arima estimated model window, I go to Analysis/Forecasts (add some
> extra obs if necessary), and then in the dialog window in the lower part I
> can switch from error bars to shaded. Please describe what you do instead.
>
> -s
> Am 08.05.2025 um 19:40 schrieb Brian Revell:
>
> HI Sven
> Gretl 2025a version being run. Sample data 2001-2023.
>
> Brian
>
> On Thu, 8 May 2025 at 17:25, Sven Schreiber <sven.schrei...@fu-berlin.de>
> wrote:
>
>> Hi Brian,
>>
>> cannot confirm that the choice is gone, I just checked with gretl 2025a.
>> Please double-check, and if you still think it's not there anymore, please
>> tell us as always: what version are you running, and ideally exactly what
>> data / sample combination you are using.
>>
>> cheers
>>
>> sven
>> Am 08.05.2025 um 18:05 schrieb Brian Revell:
>>
>> HI
>> it would appear that the latest Gretl version post estimation in both
>> Arima and OLS Analysis Forecast no longer provides the shaded area
>> confidence interval option that was hitherto available. It is a much
>> preferable option to the confidence interval bars which is the only mrthod
>> and clutters up the graphical presentation which aesthetically clutters up
>> the graphical presentation. Indeed the Arima forecast graphic provides the
>> erro bar in the key, but doesn't even plot it. Any chance of restoring the
>> previous choice selection and functionality?
>>
>> Brian Revell
>>
>> On Sat, 11 Jan 2025 at 11:20, Riccardo (Jack) Lucchetti <
>> p002...@staff.univpm.it> wrote:
>>
>>> Dear all,
>>>
>>> this message is to inform the community about the activity in our
>>> function package repository: during the month of December 2024, 3
>>> packages were updated to a new version:
>>>
>>> "graphlasso", by Sven Schreiber (graphical Lasso --- l1 shrinkage for
>>> covariance matrices)
>>> "lomackinlay", by Allin Cottrell and Sven Schreiber (Lo-MacKinlay
>>> variance ratio test for determining if a time series is a random walk
>>> process)
>>> "BACE", by Marcin Błażejowski and Jacek Kwiatkowski (Bayesian Averaging
>>> of Classical Estimates)
>>>
>>> I'll reserve a special mention for the "graphlasso", which now uses a
>>> new internal function to speed up computation.
>>>
>>> Sorry if this message comes relatively late in the month, but I was away
>>> ;)
>>>
>>> Download and enjoy!
>>>
>>> -------------------------------------------------------
>>>    Riccardo (Jack) Lucchetti
>>>    Dipartimento di Scienze Economiche e Sociali (DiSES)
>>>
>>>    Università Politecnica delle Marche
>>>    (formerly known as Università di Ancona)
>>>
>>>    r.lucche...@univpm.it
>>>    http://www2.econ.univpm.it/servizi/hpp/lucchetti
>>> -------------------------------------------------------
>>> _______________________________________________
>>> Gretl-users mailing list -- gretl-users@gretlml.univpm.it
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>>>
>>
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>
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