[Gretl-users] Re: R: Re: BayTool Package

2024-04-03 Thread Brian Revell
als for > each sampled parameter will drain quickly the computer memory, especially > with big dataset, for this reason, these are not saved. However, you can > recover it via the sampled coefficients. > > > > I hope this may help and if you have any other questions or doubts, do

[Gretl-users] Re: Bai-Perron Structural Breaks Model with GUI

2024-04-02 Thread Brian Revell
) and then reinstalled StrucBreak. Brian On Tue, 2 Apr 2024 at 11:47, Sven Schreiber wrote: > Am 02.04.2024 um 10:21 schrieb Brian Revell: > > Allin > thanks for the lead .. > > Here's what resulted. > > gretl console: type 'help' for a list of commands > ? include Struc

[Gretl-users] Re: Bai-Perron Structural Breaks Model with GUI

2024-04-02 Thread Brian Revell
Allin thanks for the lead .. Here's what resulted. gretl console: type 'help' for a list of commands ? include StrucBreak.gfn C:\Users\Brian\AppData\Roaming\gretl\functions\StrucBreak\StrucBreak.gfn ? pkg query StrucBreak File:

[Gretl-users] Re: Bai-Perron Structural Breaks Model with GUI

2024-04-01 Thread Brian Revell
Hi Sven Version 2023c of Gretl. and StrucBreak 09.1 Brian On Mon, 1 Apr 2024 at 22:18, Sven Schreiber wrote: > Am 28.03.2024 um 16:36 schrieb Brian Revell: > > I am attempting a simple task of identifying structural breaks in a single > time series trend. > There is a single

[Gretl-users] Re: BayTool Package

2024-04-01 Thread Brian Revell
with Bayesian estimation of time series data, one might suppose that the residuals would clearly still be important for post estimation diagnosis regarding stationarity and serial correlation. Brian On Mon, 1 Apr 2024, 20:55 Sven Schreiber, wrote: > Am 16.03.2024 um 17:22 schrieb Brian Revell: > &g

[Gretl-users] Bai-Perron Structural Breaks Model with GUI

2024-04-01 Thread Brian Revell
I am attempting a simple task of identifying structural breaks in a single time series trend. There is a single dep var t=1994-2021, two variables in X viz. constant and time The following error message comes up The variable X is read-only *** error in function SB_GUI, line 7 > list X = !nelem(X)

[Gretl-users] BayTool Package

2024-03-16 Thread Brian Revell
Hi I have tried using the BayTool package with some success (in terms of getting output), I have read (perhaps not well enough) the detailed paper by Luca Pedini. However, I am puzzled why when simply using the linear model with conjugate prior, as a default I get two sets of posterior mean

[Gretl-users] Re: Forecast graphic treatment of panel data

2024-02-29 Thread Brian Revell
? On Thu, 29 Feb 2024 at 11:18, Sven Schreiber wrote: > Am 28.02.2024 um 21:33 schrieb Brian Revell: > > So back to my original question. How to prevent The Forecast graphic > treating the Panel data series as a continuum between panels, and joining > panel units together. > Bri

[Gretl-users] Re: in-sample prediction vs. out-of-sample forecast (was: Re: Re: some panel work ....)

2024-02-29 Thread Brian Revell
2024, 10:37 Sven Schreiber, wrote: > Am 28.02.2024 um 22:15 schrieb Riccardo (Jack) Lucchetti: > > On 28/02/2024 21:59, Brian Revell wrote: > >> Jack, just to clarify, my query was about using the forecast option > >> with a panel dataset, for forecasting within the sa

[Gretl-users] Re: some panel work we may want to do

2024-02-28 Thread Brian Revell
Jack, just to clarify, my query was about using the forecast option with a panel dataset, for forecasting within the sample time period range in each panel unit,in which the forecast is the fitted value. The graphics function treats contiguous observations in adjacent panel units and plots

[Gretl-users] Re: Forecast graphic treatment of panel data

2024-02-28 Thread Brian Revell
> > > Am 28.02.2024 um 09:37 schrieb Brian Revell: > > > > There is an irritation in using the Forecast Function in Analysis in > that it treats Panel data as a continuum between adjacent panel units in > plotting by observation number sequence. So as illustrated below

[Gretl-users] Re: Forecast graphic treatment of panel data

2024-02-28 Thread Brian Revell
model does provide an Analysis/Forecast option. Brian On Wed, 28 Feb 2024 at 18:06, Cottrell, Allin wrote: > On Wed, Feb 28, 2024 at 8:50 AM Sven Schreiber > wrote: > > > > Am 28.02.2024 um 09:37 schrieb Brian Revell: > > > > There is an irritation in using the

[Gretl-users] Re: Forecast graphic treatment of panel data

2024-02-28 Thread Brian Revell
, On Wed, 28 Feb 2024 at 13:50, Sven Schreiber wrote: > Am 28.02.2024 um 09:37 schrieb Brian Revell: > > There is an irritation in using the Forecast Function in Analysis in that > it treats Panel data as a continuum between adjacent panel units in > plotting by observation numb

[Gretl-users] Re: Forecast graphic treatment of panel data

2024-02-28 Thread Brian Revell
Wenlock TF!3 6NG Alt. Email bjrev...@harper-adams.ac.uk On Wed, 28 Feb 2024 at 13:50, Sven Schreiber wrote: > Am 28.02.2024 um 09:37 schrieb Brian Revell: > > There is an irritation in using the Forecast Function in Analysis in that > it treats Panel data as a continuum between ad

[Gretl-users] Forecast graphic treatment of panel data

2024-02-28 Thread Brian Revell
There is an irritation in using the Forecast Function in Analysis in that it treats Panel data as a continuum between adjacent panel units in plotting by observation number sequence. So as illustrated below, there are 21 annual observations in Panel 1 ending in 2021. However the forecast funtion

[Gretl-users] Re: Panel data

2024-02-06 Thread Brian Revell
Thanks Sven. Clear and helpful. Brian On Tue, 6 Feb 2024, 18:26 Sven Schreiber, wrote: > Am 06.02.2024 um 17:15 schrieb Brian Revell: > > > > Wrt the LSDV fixed effects panel model test result for intercepts. It is > helpful up to a point. However, if equal intercepts are

[Gretl-users] Panel data

2024-02-06 Thread Brian Revell
Hi Sven Many thanks. You have understood my need. I'll try your solution. If it works it saves me butchering the original xls panel datafile and then uploading it with 10 panel units. Wrt the LSDV fixed effects panel model test result for intercepts. It is helpful up to a point. However, if equal

[Gretl-users] Re: Regression line with confidence interval

2023-10-03 Thread Brian Revell
There is an option for producing a graph with a shaded area or vertical lines CI in the forecast option of the post regression analysis options for time series. This could be backfitted..However it is not entirely clear if this is the CI for model forecast data points, or for the fitted equation.

[Gretl-users] Re: BVAR pkg

2023-08-18 Thread Brian Revell
Economics Society Tel: home 01952 728153 Mobile 07976 538712 Address: Orchard Croft, Vineyard Rd, Homer, Much Wenlock TF!3 6NG Alt. Email bjrev...@harper-adams.ac.uk On Tue, 15 Aug 2023 at 17:52, Marcin Błażejowski wrote: > On 15.08.2023 16:55, Brian Revell wrote: > > Hi Luca,Sven > &

[Gretl-users] Re: BVAR pkg

2023-08-15 Thread Brian Revell
frequentist standard log linear regression. In summary, it is about identifying your opponent's weaknesses from the inside Brian. On Tue, 15 Aug 2023, 14:15 Sven Schreiber, wrote: > Am 15.08.2023 um 14:59 schrieb Brian Revell: > > Thanks Marcin . I'll wait hopefully for a menu drive

[Gretl-users] Re: BVAR pkg

2023-08-15 Thread Brian Revell
Hi Luca a Bayesian version of multiple regression would also be very welcome and much appreciated in the future saluti Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Tue, 15

[Gretl-users] Re: BACE Estimation difficulties

2023-01-26 Thread Brian Revell
Thanks Marcin Will do Brian On Thu, 26 Jan 2023, 13:05 Marcin Błażejowski, wrote: > On 14.01.2023 16:30, Brian Revell wrote: > > Thanks Allin & Marcin > problem solved. > Brian > > Dear Brian, > > I believe you should download current version of the BACE pack

[Gretl-users] BACE GUI Output

2023-01-16 Thread Brian Revell
Just a minor point. It would be helpful if the sample size or sample time period was displayed in BACE outputfrom the GUI.. No need to print it out with each model iteration -with the initial OLS model would suffice. Brian ___ Gretl-users mailing list --

[Gretl-users] Re: BACE Estimation difficulties

2023-01-14 Thread Brian Revell
Thanks Allin & Marcin problem solved. Brian On Fri, 13 Jan 2023 at 23:36, Cottrell, Allin wrote: > On Fri, Jan 13, 2023 at 11:18 AM Brian Revell > wrote: > > > > Hi Marcin > > I may be missing somthing here, but having downloaded BACE.zip from the >

[Gretl-users] Re: BACE Estimation difficulties

2023-01-13 Thread Brian Revell
zip --local' Is the current Server version of BACE now funtional for me to install to the GUI Directly? Brian On Wed, 11 Jan 2023 at 08:45, Marcin Błażejowski wrote: > On 11.01.2023 08:38, Brian Revell wrote: > > Hi Marcel > > Thanks for the informationvupdate. Two questions to clarif

[Gretl-users] Re: BACE Estimation difficulties

2023-01-10 Thread Brian Revell
023 00:35, Brian Revell wrote: > > Hi Scen > so I have now reinstalled the BACE version from the server list -1.2. > Same dataset as attached on the previous message > > Hi Brian, > > sorry for delay but we had some mailing-list problem and I received your > mes

[Gretl-users] Re: BACE Estimation difficulties

2023-01-10 Thread Brian Revell
Am 29.12.2022 um 18:29 schrieb Brian Revell: > > Hi Marcin > As advised I downloaded BACE.zip and it installed BACE -infact it appears > at th ebottom of the list as a as a seperate modeling option in the GUI. I > then set up a linear TS model with Dep variable (no lags) and a bundle of

[Gretl-users] Re: BACE Estimation difficulties

2023-01-10 Thread Brian Revell
Marcin Błażejowski wrote: > On 28.08.2022 17:56, Brian Revell wrote: > > Hi Marcin > as I haven't used script language very frequently and only have a very > rudimentary understanding of its syntax, -I rely on the GUI to meet my > requirements l-your suggestion is leaving me perplexed a

[Gretl-users] Re: BACE Estimation difficulties

2022-08-28 Thread Brian Revell
Hi Marcin thanks for your patience. I'll give it a go tomorrow. cheers Brian On Sun, 28 Aug 2022 at 17:40, Marcin Błażejowski wrote: > On 28.08.2022 17:56, Brian Revell wrote: > > Hi Marcin > as I haven't used script language very frequently and only have a very > rudimentar

[Gretl-users] Re: BACE Estimation difficulties

2022-08-28 Thread Brian Revell
2022 at 18:49, Marcin Błażejowski wrote: > On 27.08.2022 16:28, Brian Revell wrote: > > I thought i would try this option estimating a simple model (always the > best way to gain experience and confidence with the routine). > Independent variable, 1 indep variable . No lag on Y.

[Gretl-users] Re: BACE Estimation difficulties

2022-08-27 Thread Brian Revell
a Bayesian trend function. cheers Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Sat, 27 Aug 2022, 17:21 Sven Schreiber, wrote: > Am 27.08.2022 um 16:28 schrieb Brian Revell: &g

[Gretl-users] Re: BACE Estimation difficulties

2022-08-27 Thread Brian Revell
Thanks Marcin I'll give it a go tomorrow. cheers Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Sat, 27 Aug 2022, 18:49 Marcin Błażejowski, wrote: > On 27.08.2022 16:28, Br

[Gretl-users] BACE Estimation difficulties

2022-08-27 Thread Brian Revell
I thought i would try this option estimating a simple model (always the best way to gain experience and confidence with the routine). Independent variable, 1 indep variable . No lag on Y. . Zero selected for out of sample forecast Constant -can be omitted. Best 4 models selected -again as the

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
Much appreciated On Mon, 22 Aug 2022 at 13:15, Riccardo (Jack) Lucchetti < p002...@staff.univpm.it> wrote: > On Mon, 22 Aug 2022, Brian Revell wrote: > > > Thanks  > > I just pushed a fix to git. Allin, please review. > > ---

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
Thanks  Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Mon, 22 Aug 2022, 11:54 Sven Schreiber, wrote: > Am 22.08.2022 um 12:37 schrieb Brian Revell: > > PS inc

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
through several generations of Gretl. B On Mon, 22 Aug 2022 at 11:28, Sven Schreiber wrote: > Am 22.08.2022 um 12:16 schrieb Brian Revell: > > Hi Sven -the data are annual . 2018 2019 2020 2021 2022.The fact > > that each year only contains the aggregated monthly data is irrelev

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
It seems as if Gretl wants to fill in the gaps because it is a short series.! On Mon, 22 Aug 2022 at 11:28, Sven Schreiber wrote: > Am 22.08.2022 um 12:16 schrieb Brian Revell: > > Hi Sven -the data are annual . 2018 2019 2020 2021 2022.The fact > > that each yea

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
transforms on the variables. I suggest you highlight variables 1,2 and 3 , right click and request a time series plot. Hope this helps Brian On Mon, 22 Aug 2022 at 09:21, Sven Schreiber wrote: > Am 22.08.2022 um 08:56 schrieb Brian Revell: > > Plotting a 3 variable TS graph vi

[Gretl-users] Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Brian Revell
Plotting a 3 variable TS graph via the GUI (highlight variables and right click for graph option) . Only 5 years to plot 2018 to 2022. Gretl insists on presenting the axis data as 2018.0 2018.5 2019.0..2022.0 which is meaningless. The data is actually a simple comparative plot of first

[Gretl-users] Almon Lag option in Univeriate Modelling

2022-08-02 Thread Brian Revell
There appear to be no Analytics and Graphics options in the estimation results window. Brian ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website:

[Gretl-users] Re: Panel Regression Model: Fixed Effect, Random Effects, or OLS Regression?

2022-01-26 Thread Brian Revell
just delete it. Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Wed, 26 Jan 2022, 15:33 Clive Nicholas, wrote: > *Now* do you see what I mean? > > C > > > On Wed, 26 Jan 2022 at

[Gretl-users] Re: On the use of Fixed Effect and Random Effects models for Panel Data

2022-01-23 Thread Brian Revell
Most of us on the Gretl list are sufficiently intelligent to ignore those queries or threads that we are neither interested in nor have anything to add or wish to add and simply delete them, without resort to expletives and insults. Many appreciate the efforts of the Gretl support team or users

[Gretl-users] Re: On the use of Fixed Effect and Random Effects models for Panel Data

2022-01-23 Thread Brian Revell
well said Sven Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Sun, 23 Jan 2022, 18:04 Sven Schreiber, wrote: > Am 23.01.2022 um 18:12 schrieb Clive Nicholas: > > > > At bottom,

[Gretl-users] Re: Time-varying coefficients estimation

2022-01-11 Thread Brian Revell
Hi Ekkehart does the function (once installed) load and run from the Gretl GUI menu and if so which particular menu item ? many thanks Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy

[Gretl-users] Re: PCA score calculation

2021-12-06 Thread Brian Revell
just an observation. You show mean adjusted variables. Standardised would divide by stdevn. Perhaps thar might account for the difference ? But then, it's been sometime since I worked on PCA! regards Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University

[Gretl-users] Re: Prediction intervals vs confidence intervals

2021-10-11 Thread Brian Revell
:39 schrieb Brian Revell: > > The word "true" was used to draw attention to the distinction between a > prediction interval for a specific forecast/future value of y arising from > a value x0 and a CI for the regression line in relation to the values of x > in the sample. &g

[Gretl-users] Re: Prediction intervals vs confidence intervals

2021-10-10 Thread Brian Revell
ote: > Am 09.10.2021 um 18:09 schrieb Brian Revell: > > Can one assume that the interval in the forecast GUI Analysis option of > > an estimated model is a true prediction interval?. If indeed it is, it > > would also be useful to be able to graph the prediction interval >

[Gretl-users] Prediction intervals vs confidence intervals

2021-10-09 Thread Brian Revell
Can one assume that the interval in the forecast GUI Analysis option of an estimated model is a true prediction interval?. If indeed it is, it would also be useful to be able to graph the prediction interval surrounding the fitted function values as well as the forecast ones. Brian J Revell

[Gretl-users] Re: gretl 2021d released

2021-10-01 Thread Brian Revell
Just a query. Have the Gretl team ever considered adding Bayesian estimation to the suite of options? One with a helpful GUI in freeware is sadly missing. Brian On Thu, 30 Sep 2021, 19:57 Allin Cottrell, wrote: > As usual, see http://gretl.sourceforge.net/ > > This is mostly a bug-fix release,

[Gretl-users] Re: gretl 2021c released

2021-09-01 Thread Brian Revell
have downloaded? Brian On Wed, 1 Sept 2021 at 15:33, Brian Revell wrote: > Hi > Gretl came in a zip file, so needs unpacking into a folder. The INSTALL is > a file of 2k. The whole package was downloaded from Source Forge. > I cannot see an exe file anywhere. i am using Windows 10 la

[Gretl-users] Re: gretl 2021c released

2021-09-01 Thread Brian Revell
Hi Sven I have downloaded 2021c Gretl, unpacked it into a new directory. But INSTALL 2k does nothing to install the programme. Advice welcomed please Brian On Mon, 30 Aug 2021 at 15:07, Sven Schreiber wrote: > Am 30.08.2021 um 13:48 schrieb Allin Cottrell: > > Apologies for cross-posting, but

[Gretl-users] Re: Time series calendar conversion functions

2021-08-24 Thread Brian Revell
THANKS On Tue, 24 Aug 2021 at 20:44, Sven Schreiber wrote: > Am 24.08.2021 um 21:01 schrieb Brian Revell: > > Are there any script files or GUI functions that will aggregate daily > > data to monthly average frequency, or monthly to annual? > > > > Please look unde

[Gretl-users] Time series calendar conversion functions

2021-08-24 Thread Brian Revell
Are there any script files or GUI functions that will aggregate daily data to monthly average frequency, or monthly to annual? Brian J Revell ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to

[Gretl-users] Retrieving the predicted value series from an ARMA model

2021-08-17 Thread Brian Revell
While the forecast GUI option with OLS and ARIMA provides a printable table of actual, fitted and residual, I can see no way of retrieving and adding the fitted/residuals as seperate series in the data file from the Analysis option. As it is often the case that the dependent variable series is a

[Gretl-users] Panel data fixed effects model differing diagnostic statistics results

2021-06-09 Thread Brian Revell
I have estimated a fixed effects model for 4 entities 15 observations on each. In one model (Model 2), the dependent variable has been subject to a prior logistic transform. In model 4, I used the Panel logistic regression fixed effect model in which the dependent variable is transformed within

[Gretl-users] Re: issues with the graph

2021-05-05 Thread Brian Revell
On occasion I have experienced a similar problem plotting time series in the multiple minigraphs format. The dates overprint themselves on the X axes. It might be better if the X axis could not only be rescaled, but in addition the data plot interval values increased eg instead of 10

[Gretl-users] Re: Fwd: Graph Edit error message from Robust Estimation forecast

2021-05-01 Thread Brian Revell
ieb Allin Cottrell: > > On Sat, 1 May 2021, Brian Revell wrote: > > > >> I just clicked on the view Larger or Smaller icons on the bottom rhs > >> options to the right of the Edit Copy Save etc menus and the error > >> message sprang up. > >

[Gretl-users] Re: Fwd: Graph Edit error message from Robust Estimation forecast

2021-05-01 Thread Brian Revell
periods and 95% CI) was fine. Brian On Sat, 1 May 2021 at 12:57, Sven Schreiber wrote: > Am 01.05.2021 um 12:53 schrieb Brian Revell: > > Ignore prev. > > The error occurs when selecting the larger or smaller views of the > > forecast graph. the edit function seems OK. &g

[Gretl-users] Fwd: Graph Edit error message from Robust Estimation forecast

2021-05-01 Thread Brian Revell
Ignore prev. The error occurs when selecting the larger or smaller views of the forecast graph. the edit function seems OK. -- Forwarded message - From: Brian Revell Date: Sat, 1 May 2021 at 11:50 Subject: Graph Edit error message from Robust Estimation forecast To: Gretl list

[Gretl-users] Graph Edit error message from Robust Estimation forecast

2021-05-01 Thread Brian Revell
Error message :- "C:\Program Files\gretl\wgnuplot.exe" "C:\Users\Brian\AppData\Roaming\gretl\gpttmp.84DH20": exit code 1 Forecast graph appears correctly with confidence interval. But the GUI Edit option on the graph crashes. Version Gretl 2021-b.git Windows X86_64 Build 2021-04-21 Brian J

[Gretl-users] Re: Robust Estimation

2021-03-26 Thread Brian Revell
Well I have been exceptionally busy. Will file it this weekend if Ican find the link On Fri, 26 Mar 2021, 18:39 Sven Schreiber, wrote: > On 26.03.21 16:44, Brian Revell wrote: > > Unfortunately the graph of a sequence of tau values using Robust > estimation quantile regressi

[Gretl-users] Robust Estimation

2021-03-26 Thread Brian Revell
Unfortunately the graph of a sequence of tau values using Robust estimation quantile regression is unable to be edited. It would be helpful if it were, even just to be able to change the title so one can remember what the dependent variable was when next viewed. Brian J Revell Professor

[Gretl-users] Re: Editing graphics output using Robust Estimation Quantile Regression

2021-03-06 Thread Brian Revell
Sven Schreiber, wrote: > Am 06.03.2021 um 00:33 schrieb Brian Revell: > > The graph output of the tau sequence of quantiles does not appear to be > > editable using the GUI. It would be helpful if it could -if only to > > give it a title . > > > > Yes, it would.

[Gretl-users] Editing graphics output using Robust Estimation Quantile Regression

2021-03-05 Thread Brian Revell
The graph output of the tau sequence of quantiles does not appear to be editable using the GUI. It would be helpful if it could -if only to give it a title . Brian J Revell ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe

[Gretl-users] Re: GUI View Summary statistics

2021-03-02 Thread Brian Revell
Problem resolved . Reinstalled 2021a Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Tue, 2 Mar 2021, 08:45 Sven Schreiber, wrote: > Am 01.03.2021 um 14:48 schrieb Brian Rev

[Gretl-users] GUI View Summary statistics

2021-03-01 Thread Brian Revell
Does not appear to work . Variable summary statistics does work. However, it is less useful if one wishes to compare summary stats amongst several variables which the View Summary Statistics facilitates. However - I appear to be using Version 2021a - I am advised to go to sourceforge for 2021e

[Gretl-users] Re: Season Plot

2021-02-04 Thread Brian Revell
I can confirm that Allin's solution worked. Thanks Brian On Thu, 4 Feb 2021 at 10:07, Sven Schreiber wrote: > Am 04.02.2021 um 01:48 schrieb Allin Cottrell: > > On Wed, 3 Feb 2021, Riccardo (Jack) Lucchetti wrote: > > > >> On Wed, 3 Feb 2021, Brian Revell wrote:

[Gretl-users] Re: Season Plot

2021-02-03 Thread Brian Revell
 Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952815237. Sent from my Galaxy S8+ On Wed, 3 Feb 2021, 21:23 Riccardo (Jack) Lucchetti, < p002...@staff.univpm.it> wrote: > On Wed, 3 Feb 2021, Brian Rev

[Gretl-users] Season Plot

2021-02-03 Thread Brian Revell
I have tried to install this package - but keep getting the error message - season_plot: dependency string_utils was not found Any suggestions where i might find it would be appreciated. Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport

[Gretl-users] Re: feature request: alphbetical ordering of variables for the "View" menu tools

2021-01-29 Thread Brian Revell
I have the same frustration On Fri, 29 Jan 2021 at 17:04, Sven Schreiber wrote: > Hi, > > I'm currently working with a dataset with quite many variables, and I > find myself repeatedly scrolling like crazy through the variable list in > the dialog windows associated with the View menu (e.g.

[Gretl-users] Re comment on structural time series. model ouput retention Sorry guys it seems to be OK.

2021-01-25 Thread Brian Revell
Brian J Revell Professor Emeritus Agricultural and Food Economics Harper Adams University Newport Shropshire TF10 8NB Tel 01952 815237 Tel: +44 1952 728153 Mbl +44 7976 538712 University: +44 1952 815235 alt: email: bjrev...@harper-adams.ac.uk

[Gretl-users] Univariate Structural time series analysis

2021-01-25 Thread Brian Revell
Using the GUI, the estimation output is overwritten in the Gretl assemblage in the Windows taskbar if an alternative specification is chosen, including estimation results , graphs of model fit and forecast . On the other hand ARIMA option (and for that matter OLS estimation) retains all model

[Gretl-users] Re: Univariate Time Series Structural Time Series Options

2021-01-22 Thread Brian Revell
Tarassow wrote: > Am 22.01.21 um 16:47 schrieb Brian Revell: > > The three model selection options, Local Level, Local linear Trend and > > Basic structural Model all appear to give the same parameter estimates > > if the same combination of options regarding irregular

[Gretl-users] Univariate Time Series Structural Time Series Options

2021-01-22 Thread Brian Revell
The three model selection options, Local Level, Local linear Trend and Basic structural Model all appear to give the same parameter estimates if the same combination of options regarding irregular, trend and slope are selected . Is this to be expected? If so, why the need to differentiate the

[Gretl-users] Re: gretl 2021a released

2021-01-18 Thread Brian Revell
Found it thanks. On Mon, 18 Jan 2021, 23:32 Artur Bala, wrote: > Hi Brian, > > Why not download the self-installer file on > http://gretl.sourceforge.net/win32/ > > Best, > Artur > > > Le lun. 18 janv. 2021 à 21:41, Brian Revell a > écrit : > >> Hi

[Gretl-users] Re: gretl 2021a released

2021-01-18 Thread Brian Revell
Hi I have unpacked the zipped file but can see no install exe file nor even a gretl ece file to use as a shortcut. Have I missed something? On Mon, 18 Jan 2021 at 15:14, Allin Cottrell wrote: > See http://gretl.sourceforge.net/ > > Here's the change log entry: > > 2021-01-18, version 2021a > -

[Gretl-users] Re: ARIMA plots (was Re: Re: A query ...)

2021-01-12 Thread Brian Revell
Thanks -it worked . it was the only alternative I hadn't tried! On Mon, 11 Jan 2021 at 21:29, Allin Cottrell wrote: > On Mon, 11 Jan 2021, Brian Revell wrote: > > > To follow up -the error relates to trying to add an addition line which > is > > actually a constant v

[Gretl-users] Re: A query re the equation version of quantile regression.

2021-01-11 Thread Brian Revell
Thanks for clarification . It was simply curiosity that made me look at the equation option.! On Mon, 11 Jan 2021 at 19:18, Allin Cottrell wrote: > On Mon, 11 Jan 2021, Sven Schreiber wrote: > > > Am 11.01.2021 um 17:37 schrieb Brian Revell: > >> I estimated 0.1 0.2

[Gretl-users] Re: ARIMA plots (was Re: Re: A query ...)

2021-01-11 Thread Brian Revell
Schreiber wrote: > Am 11.01.2021 um 17:54 schrieb Brian Revell: > > To follow up -the error relates to trying to add an addition line which > > is actually a constant value of the dependent variable . I have tried y > > - 12.8, SEDE_UNADJ =12.8 which is the depvar or CL =12.8 w

[Gretl-users] Re: ARIMA plots (was Re: Re: A query ...)

2021-01-11 Thread Brian Revell
. It would seem the option graph actual and fitted against time is not set up to accept additional variables. On Mon, 11 Jan 2021 at 16:35, Sven Schreiber wrote: > Am 11.01.2021 um 17:15 schrieb Brian Revell: > > > Second error -editing graphs in the ARIMA modelling option

[Gretl-users] Re: ARIMA plots (was Re: Re: A query ...)

2021-01-11 Thread Brian Revell
1 at 16:35, Sven Schreiber wrote: > Am 11.01.2021 um 17:15 schrieb Brian Revell: > > > Second error -editing graphs in the ARIMA modelling option - the graph > > options for fonts, titles, colours, line styles can all be selected. > > However on issuing the Apply co

[Gretl-users] Re: A query re the equation version of quantile regression.

2021-01-11 Thread Brian Revell
at 16:30, Sven Schreiber wrote: > Am 11.01.2021 um 17:15 schrieb Brian Revell: > > Hi > > it is not the 0,5 quantile equation as that has been one estimated. The > > result seems to lay between 0.1 and 0.2 quantiles > > Sorry, I don't und

[Gretl-users] Re: A query re the equation version of quantile regression.

2021-01-11 Thread Brian Revell
s\Brian\AppData\Roaming\gretl\gpttmp.7XAUW0": exit code 1 Brian On Mon, 11 Jan 2021 at 15:39, Sven Schreiber wrote: > Am 11.01.2021 um 16:01 schrieb Brian Revell: > > It is possible to save an equation version in the quantile regression > > option of Robust methods m

[Gretl-users] A query re the equation version of quantile regression.

2021-01-11 Thread Brian Revell
It is possible to save an equation version in the quantile regression option of Robust methods modelling. However, there is nothing in the User guide to indicate which quantile it relates to. Any advice welcome thanks Brian Brian J Revell Professor Emeritus Agricultural and Food Economics Harper

[Gretl-users] Re: State space modelling

2021-01-03 Thread Brian Revell
area of the forecast plot is the 95% CI - SEs for the fitted values would also be a useful information in the estimation results. Cheers Brian On Sat, 2 Jan 2021 at 20:15, Sven Schreiber wrote: > Am 18.12.2020 um 14:14 schrieb Brian Revell: > > OK thanks > > i'll look fo

[Gretl-users] Re: State space modelling

2021-01-03 Thread Brian Revell
HI Sven Happy New Year Thanks for the info re state space forecasting. I'll give it a workout you can be assured. Brian On Sat, 2 Jan 2021 at 20:15, Sven Schreiber wrote: > Am 18.12.2020 um 14:14 schrieb Brian Revell: > > OK thanks > > i'll look forward to seeing the next versi

[Gretl-users] Re: “using observations” in the estimation output

2020-12-29 Thread Brian Revell
Sven here's another thought for the GUI structural time series modelling options. Currently the Basic Structural Model only has a seasonal cyclical element. Were this to be flexible and allow a user defined periodicity/frequency for annual series, then longer term cycles could be incorporated into

[Gretl-users] Re: Updating variables

2020-12-23 Thread Brian Revell
. But that is not very elegant! Brian On Wed, 23 Dec 2020 at 12:07, Artur Tarassow wrote: > Am 23.12.20 um 12:00 schrieb Brian Revell: > > Is there any way to update variables that are functions of another, if > > the original variable Y has been amended or updated . The former is > > straig

[Gretl-users] Updating variables

2020-12-23 Thread Brian Revell
Is there any way to update variables that are functions of another, if the original variable Y has been amended or updated . The former is straightforward to edit Y's values. But I am not clear that for example, l-Y is automatically recalculated. And if l-Y has already been used in a session,

[Gretl-users] Re: Var autoregression

2020-12-20 Thread Brian Revell
at 16:50, Sven Schreiber wrote: > Am 20.12.2020 um 17:45 schrieb Brian Revell: > > On Sun, 20 Dec 2020 at 15:44, Sven Schreiber wrote: > >> Am 20.12.2020 um 16:34 schrieb Brian Revell: >> >> Hi Sven >> the specification was just pushing data and parameters t

[Gretl-users] Re: Var autoregression

2020-12-20 Thread Brian Revell
: > Am 20.12.2020 um 16:34 schrieb Brian Revell: > > Hi Sven > the specification was just pushing data and parameters to their limits > with specific lags of 1 3 6 and 9 years specified in the 2 dependent > variables to try to pick up some cyclical elements in the data a

[Gretl-users] Re: Var autoregression

2020-12-20 Thread Brian Revell
No-I did not try to save as icon. Brian On Sun, 20 Dec 2020 at 13:26, Sven Schreiber wrote: > Am 20.12.2020 um 13:02 schrieb Artur Tarassow: > > Am 20.12.20 um 12:46 schrieb Brian Revell: > > Hi > A warning. > the Model Var Autoregression in the GUI can crash out Gretl -

[Gretl-users] Re: Var autoregression

2020-12-20 Thread Brian Revell
Am 20.12.2020 um 13:02 schrieb Artur Tarassow: > > Am 20.12.20 um 12:46 schrieb Brian Revell: > > Hi > A warning. > the Model Var Autoregression in the GUI can crash out Gretl -no error > message re estimation no. of variables too few or anything -it just > disappears from t

[Gretl-users] Var autoregression

2020-12-20 Thread Brian Revell
Hi A warning. the Model Var Autoregression in the GUI can crash out Gretl -no error message re estimation no. of variables too few or anything -it just disappears from the screen. So all preceding work done without the outputs saved in the session (not necessarily only from previous Var

[Gretl-users] Re: State space modelling

2020-12-18 Thread Brian Revell
other issues that might arise leading to error messages. Please add the queries in my message requesting script -it would be useful to other users I am certain. cheers Brian On Fri, 18 Dec 2020 at 10:47, Sven Schreiber wrote: > Am 17.12.2020 um 20:26 schrieb Brian Revell: > >

[Gretl-users] Re: State space modelling

2020-12-17 Thread Brian Revell
ivatives > Tolerance = 1.81899e-012 > *Reached the maximum iterations (500)* > > Error executing script: halting > > end mle > > > > On Tue, 1 Dec 2020 at 17:10, Sven Schreiber wrote: > >> Am 01.12.2020 um 17:20 schrieb Brian Revell: >> >> Hi Sven

[Gretl-users] Re: State space modelling

2020-12-16 Thread Brian Revell
Hi Sven i HAVE ALSO BEEN LOOKING AT THE VARIABEL SLOPE COEFFICENT MODEL IN THE USER GUIDE IN WHICH THE EXOGENOUS VARIABLE IS TIME TIME IE IT WILL BE A VARIABLE TREND COEFFICIENT THIS IS MY SCRIPT ADAPTED FROM THE USER MANUAL WHICH WORKS WELL BUT I ALSO WANT TO GRAPH THE ACTUAL DATA, TOGETHER WITH

[Gretl-users] Re: State space modelling

2020-12-16 Thread Brian Revell
ven Schreiber wrote: > Am 16.12.2020 um 10:13 schrieb Brian Revell: > > Hi Sven > > yes I have tried it -without success > > > > The bundle was saved after estimation using the Save File command as > > SevernSTS . The Bundle icon is attached as a jpg. I also saved the

[Gretl-users] Re: State space modelling

2020-12-15 Thread Brian Revell
, 18:24 Sven Schreiber, wrote: > Am 15.12.2020 um 18:08 schrieb Brian Revell: > > Hi Sven, having estimated a local linear trend model via the GUI, it > enables me to save the bundle -but actually all that happensis it lists the > content, but does not enable me to give it a name.

[Gretl-users] Re: State space modelling

2020-12-15 Thread Brian Revell
, and graph in the same way as one can from the example in the Gretl manual for the time variable parameter. cheers Brian On Sat, 12 Dec 2020 at 16:37, Sven Schreiber wrote: > Am 12.12.2020 um 17:22 schrieb Artur Tarassow: > > Am 12.12.20 um 17:09 schrieb Brian Revell: > >> Th

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