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Questions tagged [gretl]

Gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software.

Gretl is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.

Wiki: https://gretlwiki.econ.univpm.it/wiki/index.php/Main_Page

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Separate delimited string values in array into boolean variables

I have a dataset that lists different activities done in each day in a string array, similar concept asked here. Each activity is delimited and can easily be separated into columns, as I've had no problem doing in Excel. activites Work | family |…
milkmaximum
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How can I access row labels within gretl?

I have a number of data files which I would like to process with a gretl script. Each file contains a set of annual figures, e.g. year, total 1956, 1639 1957, 790 1958, 1150 1959, 909 1960, 1241 When the above sample data is loaded gretl reports:…
Rob.W
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Gretl- How to create a dummy variable that says the individual has a small child

I have a variable that is the age of the last child and I have to create a dummy for individuals who have children under 6 years of age, we also have some individuals who have empty values, or have had no children. example of variable: 1 - 10 2 -…
Albert Aedo Pereira
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GRETL - missing command to create dummy variables in GRETL

GRETL - How do I create a dummy variable with a column that contains the salary of an individual, being 1 when the salary exists and 0 when salary is empty using the missing command in GRETL
Albert Aedo Pereira
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Gretl doesn't forecast for test data

I have train data file in Gretl and then I append test data file in which the SalePrice data is missing so I want to predict the SalePrice for these rows but annoyingly if I add log for one of the variables (exists in both files without missing…
Georgi
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Weighted Moving Avarage in Gretl

I have a question on gretl and how I can compute the filter of moving avarage. I have a time series and I want to calculate the weighted moving avarage centered in 5 with these weights: 0.15, 0.2, 0.3, 0.2, 0.15. In the main page of gretl we have…
Mario Migliaccio
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How to achieve Tramo/Seats seasonaly analysis with regressos in statsmodels?

I frequently used Eviews for econometric analysis, and would like to move on to Python for some automatic work. Now I wonder how can I achieve Tramo/Seats seasonaly analysis with regressors in statsmodels? To be specific, I have a monthly series of…
lkonweb
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append within loop: Skipping non-existing files

This question is related to: Import timeseries via loop (pot. generic) I want to import an arbitrary number of files posited in the same directory, but not continuously labelled, e.g.: file_1,file_4,file_3001 I have a small import script that works…
Frederik
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Import timeseries via loop (pot. generic)

Solved, now working example! I have a set of time series that is populated in a folder structure as follows: TimeSeriesData\Config_000000\seed_001\Aggregate_Quantity.txt … TimeSeriesData\Config_000058\seed_010\Aggregate_Quantity.txt And in each…
Frederik
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Is there a way to read in command line arguments into a Gretl script?

I want to be able to pass in arguments to a Gretl script from the command line/bash script. Alternatively, if I open Gretl from a bash script, is there a way to then output commands from the bash script to the gretl console in the terminal window?
Tom Hanley
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How can I find the correlation between car sales in different months of a non-stationary time series dataset using Gretl?

I have a time series dataset of say e.g car sales from Jan 2008 to Dec 2017. And I have to find the correlation between Car sales in March 2009 and March 2012, and between April 2009 and June 2009. So i open up Gretl and I see that my data is…
Huzaifa Bukhari
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ADF test in R and Gretl - Why are the results different?

I am working on a time series-based study on the Czech Republic. I have macroeconomic data from 1993 to 2021. I tested my time series for stationarity using both R (function adfTest from package fUnitRoots) and Gretl. The results are significantly…
Martina Smrčková
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Missing data while using fixed effects model panel data

I have panel data made of 99 cross-sectional units and 7 time series. When I do the fixed effects model in gretl, there are only 158 observations, 56 cross-sectional units and 4 time series. My model has one dependent variable and 5 independent…
IvanaT
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how to make data exponential using gnu plot

so, I need to make y axis be exponential and also my observation should be exponential too. Here is code set yrange[2.8:4.2] # forecasts with 95 pc conf. interval plot \ '-' using 1:2 title "log_m" w lines lw 0.5, \ '-' using 1:2 title "forecast"…
andre
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Forecasting in gretl

Consider the following gretl script (hansl): open bjg.gdt arima 1 1 0 ; 2 1 0 ; g series fitted = $yhat g1 <- gnuplot g fitted --with-lines --time-series --output=display What I want to do next is to make a forecast for, lets say, 24 steps ahead,…
Sukan
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