Re: [Gretl-users] How i can calculate the residual in a missing observation in tramo?

2016-06-13 Thread Ignacio Diaz-Emparanza
El 10/06/16 a las 21:26, John C Frain escribió: > TRAMO stands for "Time series Regression with ARIMA noise, Missing > values and Outliers". SEATS is "Signal Extraction in ARIMA Time > Series". Used as a seasonal adjustment program TRAMO adjusts a series > for missing values and outliers. It

Re: [Gretl-users] How i can calculate the residual in a missing observation in tramo?

2016-06-10 Thread Ignacio Diaz-Emparanza
A missing observation has not a residual because has not an observation. Tramo works by assigning a very improbable number (usually -9) and then treating this observation as an additive outlier (AO). El 09/06/16 a las 23:33, Manuel Dario Hernandez Bejarano escribió: > Good morning. > > My

Re: [Gretl-users] Attention State Space Modellers!

2016-06-02 Thread Ignacio Diaz-Emparanza
El 01/06/16 a las 19:16, Riccardo (Jack) Lucchetti escribió: > > Sorry for cross-posting, but this is very very important. > > In the past few weeks, we have been working on a substantial rewrite > of the hansl interface to state space models. > > The underlying computational engine is pretty

Re: [Gretl-users] ARMA (1,1)

2016-05-03 Thread Ignacio Diaz-Emparanza
El 03/05/16 a las 10:38, Ignacio Diaz-Emparanza escribió: > El 02/05/16 a las 18:52, Fábio Aloísio escribió: >> Good afternoon, >> >> Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) >> process out of sample (X t+1), but it shows a message that th

Re: [Gretl-users] ARMA (1,1)

2016-05-03 Thread Ignacio Diaz-Emparanza
El 02/05/16 a las 18:52, Fábio Aloísio escribió: > Good afternoon, > > Sorry for any inconvenience. I'm trying to forecast the ARMA (1,1) > process out of sample (X t+1), but it shows a message that this cannot > be done (only in sample fcast). I tried everything, including some > commands -

Re: [Gretl-users] help

2015-12-04 Thread Ignacio Diaz-Emparanza
El 03/12/15 a las 20:11, Augusta Pelinski escribió: > Good afternoon > I wanted to include period dummies but not this active my box to > select this option on the tab to add. > What should I do? > I am using time series, should open this opação. > > thank you Augusta: you need to have the

Re: [Gretl-users] TikZ

2015-11-20 Thread Ignacio Diaz-Emparanza
El 20/11/15 a las 12:43, Riccardo (Jack) Lucchetti escribió: > On Fri, 20 Nov 2015, Ignacio Diaz-Emparanza wrote: > >> El 20/11/15 a las 12:18, Ignacio Diaz-Emparanza escribió: >>> I looked at your examples in the wiki. The "slow easy way" works OK. >>>

Re: [Gretl-users] TikZ

2015-11-20 Thread Ignacio Diaz-Emparanza
El 20/11/15 a las 12:18, Ignacio Diaz-Emparanza escribió: > I looked at your examples in the wiki. The "slow easy way" works OK. > But in the "fast easy way" I only obtain the .plt file. I miss a way > to run gnuplot from inside gretl and put the .tex files in the co

Re: [Gretl-users] TikZ

2015-11-20 Thread Ignacio Diaz-Emparanza
El 18/11/15 a las 20:15, Riccardo (Jack) Lucchetti escribió: > > Of course we all know that we can use gretl for producing pretty graphs. > Then, you can save them in some format (eg pdf) and include them in > your documents: slides, article, PhD thesis, whatever. We all do that. > > However, if

Re: [Gretl-users] Holt-Winters package

2015-10-01 Thread Ignacio Diaz-Emparanza
El 30/09/15 a las 17:55, Raul Gimeno escribió: > Thank you Ignacio for your answer. > > Would it be possible to modify your program such that the initial values > correspond either to a fixed value given manually or correspond to the OLS > estimation of the parameters for the whole times series or

Re: [Gretl-users] Holt-Winters package

2015-09-29 Thread Ignacio Diaz-Emparanza
El 28/09/15 a las 22:40, Pedro Bação escribió: > Some time ago I came across a similar problem when using this function > for a class. At the time I made a note to myself saying that the > problem was in the definition of lobs, which I changed to: >scalar lobs=lastobs(y) > I hope this helps >

Re: [Gretl-users] Holt-Winters package

2015-09-28 Thread Ignacio Diaz-Emparanza
I have not much time for testing today, but it seems that a correction I included to avoid initial conditions very different from the first observations of the series is not working well for your data. If you change in the HoltWinters package the line series yh1= (0.85*y<= $yhat && $yhat

Re: [Gretl-users] generate AR

2015-07-10 Thread Ignacio Diaz-Emparanza
El 10/07/15 a las 09:46, Raul Gimeno escribió: > > Hello > > I would like to generate AR, MA and ARMA processes. Is there any > function available to do so? > > Would it be possible to include in the GRETL guide a note on how to > generate simple time series? This could be of great help for

Re: [Gretl-users] Bug in gretl -> TRAMO/SEATS interface

2015-05-04 Thread Ignacio Diaz-Emparanza
El 30/04/15 a las 23:29, Allin Cottrell escribió: > On Thu, 30 Apr 2015, Ignacio Diaz-Emparanza wrote: > >> [...] >> Thank you, Allin. >> >> When you have time and if it is not excesively time-consuming, it >> would be good to add an option for importing the

Re: [Gretl-users] Bug in gretl -> TRAMO/SEATS interface

2015-04-30 Thread Ignacio Diaz-Emparanza
El 29/04/15 a las 17:38, Allin Cottrell escribió: > On Wed, 29 Apr 2015, Ignacio Diaz-Emparanza wrote: > >> 1- open a quarterly/monthly series >> 2- select a variable and go to /Variable/Tramo analysis >> 3- remove the tickmark on "Standard automatic analysis" (

[Gretl-users] Bug in gretl -> TRAMO/SEATS interface

2015-04-29 Thread Ignacio Diaz-Emparanza
1- open a quarterly/monthly series 2- select a variable and go to /Variable/Tramo analysis 3- remove the tickmark on "Standard automatic analysis" (if you leave this tickmark all is ok) 4- you may leave the default on "Time series model plus seasonal adjustment" (TRAMO+SEATS) or select "Time

Re: [Gretl-users] default values question

2015-04-15 Thread Ignacio Diaz-Emparanza
On 15/04/15 16:12, Allin Cottrell wrote: > On Wed, 15 Apr 2015, Sven Schreiber wrote: > >> Am 15.04.2015 um 09:48 schrieb Ignacio Diaz-Emparanza: >>> On 14/04/15 02:22, oleg_komashko(a)ukr.net wrote: >>>> In GUI for a function package I had to do like this >

Re: [Gretl-users] default values question

2015-04-15 Thread Ignacio Diaz-Emparanza
On 15/04/15 15:24, Sven Schreiber wrote: > Am 15.04.2015 um 09:48 schrieb Ignacio Diaz-Emparanza: >> On 14/04/15 02:22, oleg_komashko(a)ukr.net wrote: >>> In GUI for a function package I had to do like this >>> >>> >>> >>> then the function rea

Re: [Gretl-users] default values question

2015-04-15 Thread Ignacio Diaz-Emparanza
On 14/04/15 02:22, oleg_komashko(a)ukr.net wrote: > In GUI for a function package I had to do like this > > > > then the function read "-1" > and computes 12*($nobs/100)^1/4 > > How to make the default value to make the function to show computed > value of 12*($nobs/100)^1/4, for example 10, as

Re: [Gretl-users] gretl no funciona

2015-04-13 Thread Ignacio Diaz-Emparanza
On 09/04/15 08:11, Riccardo (Jack) Lucchetti wrote: > [...] > Yo creo que has encontrado el mismo problema que Qi Shi hasta unos > días. Ve aquí: > http://lists.wfu.edu/pipermail/gretl-users/2015-April/010818.html > > Anyway, the official language of the list is English, so you're likely > to

Re: [Gretl-users] gretl no funciona google translate

2015-04-13 Thread Ignacio Diaz-Emparanza
On 09/04/15 11:51, Hélio Guilherme wrote: > Hi, > > Sorry if this is not the case, but long time ago I had troubles when > using the Unity interface. Problem was solved by using Ubuntu Classic > interface. > > Are you using CVS build? > > Hélio > I think the old problems of gretl with Unity

Re: [Gretl-users] 2nd Call for papers - 4th gretl Conference, Berlin 2015

2015-03-03 Thread Ignacio Diaz-Emparanza
On 27/01/15 17:24, Ignacio Diaz-Emparanza wrote: > Dear gretl users, > > This message is to remind you that the IV Gretl Conference will be > held in Berlin on June 12 and 13, 2015. You may find a "Call for > papers" document from this congress at > > htt

Re: [Gretl-users] How to retrieve a list's element name

2015-02-05 Thread Ignacio Diaz-Emparanza
Please, see the solution given by Allin some time ago: http://lists.wfu.edu/pipermail/gretl-users/2012-August/007836.html On 05/02/15 14:46, Henrique Andrade wrote: > Dear Gretl Community, > > I need to retrieve a name of a specific element from a list and use it > as a string. I tried the

[Gretl-users] 2nd Call for papers - 4th gretl Conference, Berlin 2015

2015-01-27 Thread Ignacio Diaz-Emparanza
Dear gretl users, This message is to remind you that the IV Gretl Conference will be held in Berlin on June 12 and 13, 2015. You may find a "Call for papers" document from this congress at http://bit.ly/GC2015-callforpapers The conference will focus on: - Implementation of econometric

Re: [Gretl-users] Favor: code of the TRAMO program

2014-11-13 Thread Ignacio Diaz-Emparanza
TRAMO and SEATS are not created by the gretl team. The authors are Agustín Maravall and Victor Gómez (Bank of Spain). They are not open source programs, so you will have to write directly to the authors for obtaining the source code. On 13/11/14 17:11, Manuel Dario Hernandez Bejarano wrote: >

Re: [Gretl-users] X-12-ARIMA: GUI vs. Hansl

2014-10-03 Thread Ignacio Diaz-Emparanza
On 02/10/14 22:05, henrique.andrade(a)bb.com.br wrote: > Dear Gretl Team, > > Talking about the "deseas" function, Gretl function reference says: > "(...) note that both TRAMO/SEATS and X-12-ARIMA offer numerous > options; deseas calls them with all options at their default settings". > > I

[Gretl-users] 4th gretl Conference, Berlin 2015

2014-09-29 Thread Ignacio Diaz-Emparanza
Dear gretl users, I am happy toannounce that, thanks to the very great kindness and valuable collaboration of our friend Sven Schreiber(who will act as local organizer), the fourth gretl user Conference will be held in Berlin on 12 and 13 June 2015 You mayfind a "Call for papers" document

Re: [Gretl-users] X-12

2014-09-26 Thread Ignacio Diaz-Emparanza
On 26/09/14 03:52, Eduardo Jimenez wrote: > How I can save the d11 and d12 component of the Census X-12 when I > apply the "deseas" command? Thank in advance the answer. > > -- > Eduardo Alonso Jiménez Sánchez > Economista - Profesor > www.jimenezsanchez.org

[Gretl-users] maximum length of a command

2014-07-10 Thread Ignacio Diaz-Emparanza
This is something I'm not finding in the manuals: What is currently the maximum length of a Hansl command? -- Firma Arista *Ignacio Díaz-Emparanza* Zuzendaria/Director ignacio.diaz-emparanza(a)ehu.es 94 6013732 *EKONOMIA APLIKATUA III SAILA (EKONOMETRIA

Re: [Gretl-users] gretl for Linux crashes on Ubuntu 1404

2014-06-30 Thread Ignacio Diaz-Emparanza
On 30/06/14 06:27, Malcolm Bradley wrote: > I am using gretl for the first time to produce linear regressions with > OLS. > > gretl crashes consistently on Ubuntu 1404 as the 'OK' button is > clicked. The same data in gretl for windows 7 produces correct results > and no crashes. The Ubuntu and

Re: [Gretl-users] "Bundle" and "Script" translations

2014-06-30 Thread Ignacio Diaz-Emparanza
On 30/06/14 00:22, Henrique Andrade wrote: > Dear Gretl Community, > > Today I start to fight against my (translation sentences) enemies: > "bundle" and "script" :-). Most of the time I'm using "sequência de > comandos" to replace "script" and "grupo" to translate "bundle", but I > really think

Re: [Gretl-users] problems with daily data

2014-05-22 Thread Ignacio Diaz-Emparanza
On 21/05/14 19:31, Sven Schreiber wrote: > Am 21.05.2014 18:55, schrieb Ignacio Diaz-Emparanza: >> >> Yes, me too. This is what this two lines do (but not Jack's proposal). > No I'm sorry, it doesn't do what I mean: I just tested it with a > workfile starting with 1950q2, and

Re: [Gretl-users] problems with daily data

2014-05-21 Thread Ignacio Diaz-Emparanza
On 21/05/14 17:25, Sven Schreiber wrote: > Am 21.05.2014 17:22, schrieb Ignacio Diaz-Emparanza: >> On 21/05/14 16:55, Sven Schreiber wrote: >>>> I prefer that the number of each dummy corresponds with the observation: >>>> >>>> tmp = (time-1)%$pd + 1

Re: [Gretl-users] problems with daily data

2014-05-21 Thread Ignacio Diaz-Emparanza
On 21/05/14 16:55, Sven Schreiber wrote: >> I prefer that the number of each dummy corresponds with the observation: >> >> tmp = (time-1)%$pd + 1 >> list DUMS = dummify(tmp) >> > Aren't you assuming that the workfile/sample actually starts with the > "right" obs here? > > No. Actually, no. This

Re: [Gretl-users] problems with daily data

2014-05-21 Thread Ignacio Diaz-Emparanza
On 21/05/14 16:15, Riccardo (Jack) Lucchetti wrote: > On Wed, 21 May 2014, Sven Schreiber wrote: > >> Am 21.05.2014 15:47, schrieb Riccardo (Jack) Lucchetti: >>> On Wed, 21 May 2014, Sven Schreiber wrote: >>> Thanks Jack; I tried this more compactly with: genr dummy # BTW, need a

Re: [Gretl-users] tramolin error: New data not conformable for appending

2014-05-02 Thread Ignacio Diaz-Emparanza
On 02/05/14 12:01, Tim Nall wrote: > Sorry, no, it doesn't. In the file upload box, tramolin did display as > "Not up to date" before I downloaded it, so it seems I got the new > copy. This one is 1.6 ... I tried with a file that had zeroes, and > with another file that had empty cells .. both

Re: [Gretl-users] tramolin error: New data not conformable for appending

2014-05-02 Thread Ignacio Diaz-Emparanza
On 01/05/14 10:37, Tim Nall wrote: > Series has zeroes from time to time, including four in a row in the > last four observations. I restricted the data to a sample with far > fewer zeroes, and did not receive the same error. TMN > > Tramolin uses 'append' to retrieve the "linear series"

Re: [Gretl-users] String pointer?

2014-04-30 Thread Ignacio Diaz-Emparanza
On 30/04/14 02:50, Logan Kelly wrote: > > Hello, > > Are pointers to strings allowed? (I am using 1.9.15cvs on Win7 64 bit) > The following script: > > function test(string *t) > > t="Hello World" > > end function > > string MyTestString > > test() > > print MyTestString > > yields the

Re: [Gretl-users] r session bug more simply

2014-04-25 Thread Ignacio Diaz-Emparanza
On 25/04/14 15:38, oleg_komashko(a)ukr.net wrote: > > to easily see the possible bug: > > run > #begin > nulldata 100 > setobs 1 1910 --time-series > series norm = randgen(N,15000,200) > # end > start interactive R session and type in R console > > gretldata > What I obtained started as follows: >

Re: [Gretl-users] Export output to excel or csv

2014-04-11 Thread Ignacio Diaz-Emparanza
On 11/04/14 09:56, Ignacio Diaz-Emparanza wrote: > .. > ## > set messages off > set echo off > matrix B=$coeff > scalar ncoefs=rows(B) > outfile coefficients.csv --write > loop i=1..ncoefs --quiet > printf "%.4f, %.4f\n ", B[i,1], B[i,2] &g

Re: [Gretl-users] Export output to excel or csv

2014-04-11 Thread Ignacio Diaz-Emparanza
On 10/04/14 16:14, valentina colombo wrote: > Dera gretl users, > I had estimate my SVAR model and I need to export the estimated > coefficients (bootdata) to excel or csv file. I have tried to use the > following command but it is storing my variables but not bootdata > (from a SVAR). > store

Re: [Gretl-users] highlighting syntax

2014-03-31 Thread Ignacio Diaz-Emparanza
On 30/03/14 10:46, Allin Cottrell wrote: > On Sun, 30 Mar 2014, Alessandro Astuti wrote: > >> I just typed sudo apt-get install gretl on the terminal > Ah, then it seems there's something wrong with the build on Debian > testing. Can you check if gretl.lang is installed? For highlighting to >

Re: [Gretl-users] question

2014-02-25 Thread Ignacio Diaz-Emparanza
On 24/02/14 20:51, Salvador Rodriguez wrote: > Thank you again! You've helped me a lot! . regards > > Salvador: there are two package functions in gretl which you may use for testing seasonal unit roots for weekly data. You may take it from File->Function files-> On server, and their names are

Re: [Gretl-users] set horizon / bundle question

2013-09-24 Thread Ignacio Diaz-Emparanza
On 24/09/13 16:47, Logan Kelly wrote: > > The following code yields a weird error. I think I may be doing > something silly. I am using WIN 8 64 bit with Gretl 1.9.12CVS 8/9/2013 > (could be a bit old). > > bundle bARG > >bARG["hrzn"] = 20 > > #Set forecast horzion > > scalar intHRZ =

Re: [Gretl-users] restrict --silent option

2013-05-17 Thread Ignacio Diaz-Emparanza
On 17/05/13 14:58, artur tarassow wrote: > Hi, > in the following example, the "--silent" option does not work > properly, as the output is still printed. > > > open hamilton.gdt --quiet > genr p = 100*(log(PZUNEW)-log(PZUNEW[1973:01])) > genr s = -100*(log(EXRITL)-log(EXRITL[1973:01])) > genr

[Gretl-users] Galician translation (formerly 'Gretl crashes')

2013-05-09 Thread Ignacio Diaz-Emparanza
On 06/05/13 14:50, "Juan C. Estévez" wrote: > > When I run this script in my desktop for 200.000 loops (modifying 3th > line), it always crashes. I suppose that´s a problem of memory enough > cause in laptop it runs ok 1.000.000loops, and Manny´s question seems > a problem of graphics

Re: [Gretl-users] Gretl crashes

2013-05-06 Thread Ignacio Diaz-Emparanza
On 04/05/13 14:34, Allin Cottrell wrote: > > Manny sent me a photo of the situation, and on that basis this seems > to be the recipe for the crash. > > 1) Start gretl and open a data file. > 2) Maximize the main gretl window. > 3) Open the model specification dialog (appears on top of the main >

Re: [Gretl-users] Gretl Help

2013-04-22 Thread Ignacio Diaz-Emparanza
On 22/04/13 09:37, Antti Erkkison wrote: > > Hi, sorry for this e-mail, but I have not found any other way to find > this answer. > > I am an economics student from Finland that are using Gretl, and > finding it useful tool to analyze data. > > We were wondering if Gretl had a function for

[Gretl-users] Gretl Conference 2013 Extended deadline

2013-03-18 Thread Ignacio Diaz-Emparanza
Dear Gretl users, The deadline for submitting papers for the conference has been extended until April 5. -- Firma Arista *Ignacio Díaz-Emparanza* Zuzendaria/Director ignacio.diaz-emparanza(a)ehu.es 94 6013732 *EKONOMIA APLIKATUA III SAILA (EKONOMETRIA

Re: [Gretl-users] scripted creation of seasonal dummies

2013-02-18 Thread Ignacio Diaz-Emparanza
On 16/02/13 17:01, Sven Schreiber wrote: > Am 16.02.2013 16:21, schrieb Allin Cottrell: >> On Fri, 15 Feb 2013, Ignacio Diaz-Emparanza wrote: >> >>> BTW, when you ask gretl to add "periodic dummies" in such a way the names of >>> the dummy variab

Re: [Gretl-users] scripted creation of seasonal dummies

2013-02-15 Thread Ignacio Diaz-Emparanza
On 15/02/13 13:01, Henrique Andrade wrote: > Dear Sven, > > I think "genr dummy" can do what you need. > > Best, > Henrique > Yes, it is as simply as that. BTW, when you ask gretl to add "periodic dummies" in such a way the names of the dummy variables depend on the seasonal periodicity, i.e.

Re: [Gretl-users] Gamma distribution...

2013-02-13 Thread Ignacio Diaz-Emparanza
On 13/02/13 14:47, Mariusz Doszyn' wrote: > Dear Gretl Users, > I was just wondering if there is a nice and easy way to obtain in > /hansl/ pvalue for nonparametric test of compatibility with gamma > distribution. I know that this test is applicable with /freq/ command > but it is possible to

Re: [Gretl-users] [gretl-users] bootstrapping standard errors

2013-01-14 Thread Ignacio Diaz-Emparanza
versity of Alicante (Spain) > You cannot do it via the gretl GUI. You need to program it into a script. Look at the manual for this, section 6.4 "Resampling and bootstrapping". -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda.

Re: [Gretl-users] isscalar

2012-11-09 Thread Ignacio Diaz-Emparanza
: a % 2 == 0 > end function Uau !! But I see that it is not needed an specific function, because for example in an script where you already know it is always produced an integer, you may easily use scalar a = (b % 2==0 ) being a=1 if b is even and a=0 if b is odd ¿no? -- Ignacio Diaz-Empa

Re: [Gretl-users] isscalar

2012-11-09 Thread Ignacio Diaz-Emparanza
o the list of gretl native functions? -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es

Re: [Gretl-users] Seasonality test in gretl

2012-10-16 Thread Ignacio Diaz-Emparanza
he name is HEGY_test. I have worked on a generalization of the HEGY tests to any seasonal periodicity and have a paper under evaluation. You may find the working paper at http://hdl.handle.net/10810/5568 -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU A

Re: [Gretl-users] TRAMO/SEATS

2012-09-26 Thread Ignacio Diaz-Emparanza
may find it in /File/Function files/On server). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es

Re: [Gretl-users] extracting month number

2012-09-17 Thread Ignacio Diaz-Emparanza
On 17/09/12 11:29, Ignacio Diaz-Emparanza wrote: > A different possibility is to play with strings. We have the command > 'obslabel' for this. For example, if the observations are quarterly, > this code writes the year of the 't' observation into the string > 'iyear' and

Re: [Gretl-users] extracting month number

2012-09-17 Thread Ignacio Diaz-Emparanza
t=1, 2, 3, ... is the 1-based index of the observation: ) string s = obslabel(t) sscanf s, "%d:%d", tyear, tquarter If you need it, you may then put the strings in scalars in this way: scalar ty=@tyear scalar tq=@tquarter -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOM

Re: [Gretl-users] Access elements of a list

2012-08-05 Thread Ignacio Diaz-Emparanza
each i xlist string $i = xlist.$i endloop -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es 2012/8/4 Logan Kelly <logan.ke...@uwrf.edu>

Re: [Gretl-users] Exponential Moving average function

2012-06-29 Thread Ignacio Diaz-Emparanza
ing in the Brown package (File/Function files/on server...) -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ehu.es/ignacio.diaz-emparanza/ www.ea3.ehu.es

Re: [Gretl-users] Wrong Coefficient Estimation for ARIMA

2012-06-20 Thread Ignacio Diaz-Emparanza
25*a(t-1) -0.75*a(t-2); > The AR roots are approx -2.33 and 1.07 and the MA roots are -1.33 and 1. The model is non-invertible and almost non-stationary and one of the AR roots (1.07) practically cancells one of the MA roots (1). I think gretl's arima engine restricts itself to an invertible

Re: [Gretl-users] (no subject)

2012-05-22 Thread Ignacio Diaz-Emparanza
$i" > print astr > endloop > endloop > > > I can't find the problem. Does anyone know a solution? > > Best, > Artur > > > ___ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-u

Re: [Gretl-users] Need help for previous version of x-12 (Build 188)

2012-05-18 Thread Ignacio Diaz-Emparanza
On 17/05/12 22:14, Qinwei Wang wrote: > Thanks a lot, Allin. Is it possible to find the one which can be installed > with Gretl (Windows)? > > Best wishes > > Qinwei > I have an old version of this installer. I am sending it in private to Qinwei. -- Ignacio Diaz-Empa

Re: [Gretl-users] AR-GARCH-t MLE

2012-03-26 Thread Ignacio Diaz-Emparanza
annot see now what the problem may be, but if you try with the ARMA(2,1)-GARCH(1,1) I am sure it will be easier to detect the problem. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Creating cointegrated series

2012-03-08 Thread Ignacio Diaz-Emparanza
t z=1 [from polynomial (1_L)] which is present in both series. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Problem with bootstrap result

2012-02-23 Thread Ignacio Diaz-Emparanza
ausality tests provided by the 'var' command (they are the F tests at the end of each equation). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Retrieving the roots of an ARIMA

2012-02-02 Thread Ignacio Diaz-Emparanza
ey are at the end of the model output that gretl produces. And Henrique was asking for a way to save them for subsequent use in a script. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 9

Re: [Gretl-users] gretl and X-12-ARIMA

2012-01-16 Thread Ignacio Diaz-Emparanza
mmand "X-12-ARIMA is still greyed > out" - I tried data3-6.gdt example. What am I doing wrong and how can > I fix it? > There is nothing wrong. data3-6.gdt contains annual data, so there is not seasonality to adjust. Please try with data9-9.gdt or data9-3.gdt, that contain qu

Re: [Gretl-users] Working with models

2011-12-22 Thread Ignacio Diaz-Emparanza
there any way to save the session when you use gretlcli in batch mode? -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Working with models

2011-12-22 Thread Ignacio Diaz-Emparanza
mand in gretl: gnuplot yvars xvars --output=filename.pdf this command uses variables as parameters, not models. In particular this will send the graph to a pdf file. Please look at the gnuplot command in the gretl help or in the manual (Gretl Command Reference) for more information about this comman

Re: [Gretl-users] Optimization

2011-12-22 Thread Ignacio Diaz-Emparanza
e the structure of the manual. In the manual files of the Windows snapshot version of gretl (or the CVS version) that you may find in http://gretl.ecn.wfu.edu/pub/gretl/manual/en/ this things are in chapter 28. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETR

Re: [Gretl-users] Optimization

2011-12-22 Thread Ignacio Diaz-Emparanza
Guide, Chapter 5, section 5.9 -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] loop question

2011-11-30 Thread Ignacio Diaz-Emparanza
; - defining a new scalar. E.g: > > loop foreach i 48 60 100 250 400 780 > scalar j = $i > ... > endloop Thanks, Giuseppe, that is a rather smart solution, much more simple than what I was trying todo. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA

[Gretl-users] loop question

2011-11-30 Thread Ignacio Diaz-Emparanza
I need to build a loop with a not regulary spaced index, ¿what do you think it is the best way? I mean, for example a loop over i=48, 60, 100, 250, 400, 780 -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83

Re: [Gretl-users] Problemas en Gretl 1.9.6

2011-11-15 Thread Ignacio Diaz-Emparanza
oad it from CVS with: cvs -z3 -d:pserver:anonymous(a)gretl.cvs.sourceforge.net:/cvsroot/gretl co -D mm/dd/yyy gretl -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 94601

Re: [Gretl-users] Exact collinearity and modprint

2011-11-03 Thread Ignacio Diaz-Emparanza
for example: list listname = $xlist -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Linear Regression

2011-10-26 Thread Ignacio Diaz-Emparanza
t correctly: importing Y(price data) and setting up the dates with the gretl importer or by means of the menu /Data/dataset structure And secondly, you need to generate the trend using /Add/Time trend then you can estimate an OLS regression of Y on time -- Ignacio Diaz-Emparanza DEPARTAMENTO DE

Re: [Gretl-users] Support to "xlsx" files

2011-10-26 Thread Ignacio Diaz-Emparanza
"2011-10-17 Version 1.9.6 [Back to top] - Add an importer for xlsx (Office Open XML) worksheet data" This is accesible to the user in the menu File/Open data/import/Excel... you only have to select the .xlsx file and gretl will open it (but I have not checked it because I have no .xlsx files

Re: [Gretl-users] crosstabulation output

2011-10-13 Thread Ignacio Diaz-Emparanza
splaying a matrix. > look for the functions 'rownames' and 'colnames' at the gretl command reference in http://gretl.ecn.wfu.edu/pub/gretl/manual/en/ I think they are what you want. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda.

Re: [Gretl-users] Discrepancy in autocorrelation tests?

2011-10-13 Thread Ignacio Diaz-Emparanza
gm'. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] X-12-ARIMA build 192

2011-10-05 Thread Ignacio Diaz-Emparanza
libgfortran3 >= 4.6 is needed (currently installed 4.3) but not found on my system repositories. Do you know how can I update to 4.6? -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 9460

Re: [Gretl-users] Help with time-series analysis using ARIMA models in GRETL

2011-09-28 Thread Ignacio Diaz-Emparanza
available in a > form compatible with gretl, see for example > http://gretl.sourceforge.net/win32/ -- does this sort of thing > (automatic ARIMA model selection). But (I may be wrong) TRAMO > probably does not handle intra-day "seasonality"; I think it's > mostly oriented to mo

Re: [Gretl-users] X-12 ARIMA

2011-09-21 Thread Ignacio Diaz-Emparanza
tly? Is arima the correct > command? I used "help arima" in gretlcli and didn't see an option to > create a new variable for the SA data like the UX provides... > > Thanks in advance, > > Patrick. > Please, have a look to the function 'deseas' in the gretl manua

Re: [Gretl-users] graphs in functions

2011-09-19 Thread Ignacio Diaz-Emparanza
tinfo/gretl-users > yes, it is possible. For example: function void show_plot(series y) gnuplot y --time-series --with-lines --output=display end function open data3-6.gdt show_plot(Ct) -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Av

[Gretl-users] gretl_x11 -r

2011-09-16 Thread Ignacio Diaz-Emparanza
have to click over the execute icon). Is there any way that this script may be automatically executed (without clicking over the icon)? -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34

Re: [Gretl-users] bug-hunting: underlined letters

2011-09-06 Thread Ignacio Diaz-Emparanza
lly). Anyway, I tried > building the menu in three ways and in all cases it behaved > like the ones in gretl and gnome apps, as Berend describes. OK. So this is not a bug, I did not know how to use correctly the underlined letters. I have learned now, thanks. -- Ignacio Diaz-Emparanza DEP

Re: [Gretl-users] bug-hunting: underlined letters

2011-09-05 Thread Ignacio Diaz-Emparanza
El 05/09/11 15:00, Allin Cottrell escribió: > On Mon, 5 Sep 2011, Ignacio Diaz-Emparanza wrote: > >> (gretl in english downloaded from current CVS and running in >> Ubuntu-linux 10.04) >> >> With respect to the GUI, I have seen from some time that the underlined

[Gretl-users] bug-hunting: underlined letters

2011-09-05 Thread Ignacio Diaz-Emparanza
h. There are several repetitions of letters even in the main menu. I will do a review of all of them and will correct that soon.) -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +

Re: [Gretl-users] Accessor's Problems

2011-08-04 Thread Ignacio Diaz-Emparanza
do Sul > www.ufrgs.br/ppge > > ___________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users > -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTIC

Re: [Gretl-users] omit --auto

2011-07-18 Thread Ignacio Diaz-Emparanza
El 16/07/11 02:46, Cottrell, Allin escribió: > On Fri, Jul 15, 2011 at 11:37 AM, Ignacio Diaz-Emparanza > wrote: >> Is there any way of saving in a list the significative variables that >> results after the 'omit --auto' command? >> >> I tried >> >> &g

[Gretl-users] omit --auto

2011-07-15 Thread Ignacio Diaz-Emparanza
Is there any way of saving in a list the significative variables that results after the 'omit --auto' command? I tried ols Y const X1 X2 (...etc) omit --auto list uvar=$xlist but I am seeing that $xlist maintains the variables from the initial regression. -- Ignacio Diaz-Emparanza

Re: [Gretl-users] Searching

2011-07-15 Thread Ignacio Diaz-Emparanza
o follow the same thread you only have to conserve the subject (or adding Re: as in this message is allowed as well). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34

Re: [Gretl-users] Searching

2011-07-14 Thread Ignacio Diaz-Emparanza
El 14/07/11 11:31, George Matysiak escribió: > *Apologies for what may be an obvious question - is it possible to > search the list by keyword(s) e.g panel data? thanks.* Yes, you can use the searching engines at http://gretl.sourceforge.net/lists.html -- Ignacio Diaz-Emparanza DEPART

Re: [Gretl-users] "outfile" with parameters

2011-07-14 Thread Ignacio Diaz-Emparanza
I can do to solve my problem? > > I do not care too much, in the end, about "format", but if there is no > way to pass an arbitraray string to "outfile" I'm clearly trying > something stupid. > > Thanks in advance > > Pietro I think that only adding &quo

Re: [Gretl-users] Q statistic for ARIMA

2011-05-23 Thread Ignacio Diaz-Emparanza
roperties. You may see it in the arima model window, clicking on /Graphs/Residual correlogram (Q_stat). -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] how to define a variable

2011-05-05 Thread Ignacio Diaz-Emparanza
at you want in gretl would be: w = (z==1)? y : -1.7976931348623156e+308 some gretl results: scalar x=-1.7976931348623157e+308 Se ha reemplazado el escalar x = NA ? scalar x=-1.7976931348623156e+308 Se ha reemplazado el escalar x = -1.79769e+308 -- Ignacio Diaz-Emparanza DEPARTAMEN

Re: [Gretl-users] New mailing list? (was Re: Johansen question)

2011-05-03 Thread Ignacio Diaz-Emparanza
list in Spanish, that I managed some years ago. 4- I do not vote now for creating a new list or a topic for this list, but I think we will need to monitor the traffic of this messages on the list to analyze the advisability to take any of this measures in the future. -- Ignacio Diaz-Emparanza DE

Re: [Gretl-users] scatter plot with non-binary factor separation

2011-05-02 Thread Ignacio Diaz-Emparanza
.gretl/gpttmp.XpUlk9", line 17: undefined value > > I think this should now be fixed in CVS. > > Allin I confirm that. The problem is solved. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

Re: [Gretl-users] Changing Language

2011-05-02 Thread Ignacio Diaz-Emparanza
; Hi All, > Could any one be of help in gisting me on how to change the > language from French to English?. I'll be greatful -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es

  1   2   3   >