search for: gretl

...> Searching in R-help mailing list I didn't find anything about a tramo-seats > R version. As a former forecaster of electric and water consumption, I too have been down the SAS and SPSS road. I don't know of an R interface to Tramo-seats, but the open-source econometric language GRETL supports Tramo-seats and is designed to interchange data with R. GRETL was developed by Professor Alin Cottrell of Wake Forest University based on Professor Ramu Ramanathan's ESL source code. Tramo Seats may be installed to work with GRETL. GRETL (Gnu Regression, Econometrics and Time-serie...

Dear r-help moderators: If you consider (as I hope) this message is not totally off-topic ?could you please, redistribute to the r-help list? Thank you. --------- Gretl (GNU Regression, Economestrics and Time Series Library) is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software with GNU GPL License. Allin Cottrell started the development of Gretl in 2001, so it is a very young...

Hello, I thought some of you might like to know about a GNU project that is complementary to R in some ways, namely gretl http://ricardo.ecn.wfu.edu/gretl (GNU Regression, Econometrics and Time-series Library). gretl (a library with cli and gui clients, the gui using GTK) is designed to be very user-friendly, and suitable for teaching econometrics. It has a fairly wide variety of least-squares based estimators plus...

Hello all, I have been using R's time series capabilities to perform analysis for quite some time now and I am having some questions regarding its reliability. In several cases I have had substantial disagreement between R and other packages (such as gretl and the commercial EViews package). I have just encountered another problem and thought I'd post it to the list. In this case, Gretl and EViews give me similar estimations, but R is completely different. The EViews results and gretl results are below followed by the R results. The model is...

...een-r-and-stata-for-arima), assign the, sometimes, big diferences from R and other softwares to different optimization algorithms. However, I think this is overstate the reason. I explain better. I fit arima models regularly using |forecast| or |fable| packages, besides using Stata, Eviews and Gretl. All these packages, except for R, give very consistent results with each other. I'll give one example using R, Eviews and Gretl. I'll use "BFGS" algorithm and observed hessian based standard errors (in Gretl and in Eviews). |library(GetBCBData) library(lubridate) librar...

Hello!!, for linear models fit I use Gretl, but now I'm starting to use R, I would like to know if is there some function to obtain a extended summary like in Gretl. I will write a example in Gretl Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest Coeficient St error t-ratio p-value cons...

A nice free software with a GUI-interface (which can be linked to R, BTW) is GRETL: http://gretl.sourceforge.net/ . Some people may find it useful for basic stuff. Regards, Francisco. -- Francisco Cribari-Neto voice: +55-81-32718420 Departamento de Estatistica fax: +55-81-32718422 Universidade Federal de Pernambuco e-mail: cribari at de.ufpe.br Reci...

Hola!! A ver si alguien puede ayudarme!! Para ajuste de modelos lineales normalmente uso Gretl. Ahora estoy empezando a hacerlo en R. Me gustaría saber si existe alguna función que haga un summary extendido como el de Gretl. Os pongo un ejemplo del summary de Gretl. Modelo 1: MCO, usando las observaciones 1968-1982 (T = 15) Variable dependiente: Invest              Coeficiente   Desv. T...

Hi R-Users and Developers, Several months ago I made a request on Sourceforge to add the R/S - programming language to the _Trove_ categorization. ("The Trove is a means to convey basic metainformation about your project.") Today I got the following response of one of the sourceforge admins. <SNIP> SourceForge.net will consider the inclusion of a programming language within

Hi R-Users and Developers, Several months ago I made a request on Sourceforge to add the R/S - programming language to the _Trove_ categorization. ("The Trove is a means to convey basic metainformation about your project.") Today I got the following response of one of the sourceforge admins. <SNIP> SourceForge.net will consider the inclusion of a programming language within

Is anyone aware of a way to seasonally adjust time series data using X-12 ARIMA and TRAMO/SEATS from within R? I know that that one can seasonally adjust data with gretl, which I understand offers some level of R integration. However, all the examples I've seen of gretl/R integration involve working interactively with gretl, while here I want to work interactively with R and call gretl in the background. Is there a way to do that? Or can anyone suggest another...

...gt; <SNIP> > SourceForge.net will consider the inclusion of a programming > language within the Trove system when we host at least 5 > projects based on that language. Please advise: Do you know > of 5 projects hosted on SourceForge.net based on this language? > <SNIP> Gretl, RPad and RMetrics, plus Ernesto's FLR and fsap make five. "GDAL Package for R", makes six. Jim Callahan Management, Budget & Accounting City of Orlando (407) 246-3039 office (407) 234-3744 cell phone [[alternative HTML version deleted]]

Dear R People: When looking at the previous postings regarding TRAMO-SEATS, I am somewhat puzzled. Is it true that we CANNOT replicate TRAMO-SEATS because of licensing or ownership issues, please? If not, would anyone be interested in an R version of it, please? Thanks, Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston -

In the context of calling R from another program (namely gretl, http://gretl.sourceforge.net ) I'm trying to understand the interactions of the R init file (corresponding to the environment variable RPROFILE) and the source() function. I'll illustrate my problem with the following simplified contrast implemented in the bash shell (with R 2.7.1). 1...

...me having a long R function parameter list is a great advantage. My experience with people who have ported X-12-ARIMA into other econometrics software is that they port a limited range of the commands and options. (I'd be interested to know from Dirk Eddelbuettel if this is the case for GNU-Gretl.) 3) X-12_ARIMA through its specification files (particularly the metafiles) is set up to handle multiple runs on different time series with different parameter settings. I'm not sure I'd want to re-invent it. Secondly I find it an OK way to keep track of what I've done. However, I...

...urvey kind of data the file is big (like 20,000 times 50,000 for a total of about 1.2Gb in plain text) the memory I have isn't enough to do a read.table and my computer freezes every time :( This far I have managed to import the required subset of the data by using a "cheat": I used GRETL to read an equivalent Stata file (released by the same source that offered the csv file), manipulate it and export it in a format that R can read into memory. Easy! But I am wondering, how is it possible to do this in R entirely from scratch? Thanks -- View this message in context: http://www.nab...

As a newbie to R I have the following question. I would like to compare values in a time series with values of the same series x observations ago. In gretl this is simply done like so: In R, I seem not to get it working. I have tried lag(data,-x) to obtain the lagged time series which produces the following error message: Error in attr(x, "tsp") <- c(1, NROW(x), 1) : invalid time series parameters specified Can anyone enlight...

Dear Colleagues would someone know a suitable online-source for information regarding the TRAMO SEATS method for time series ? (an alternative to X12 ARIMA and earlier ARIMAs used by the US census bureau) Cheers -- ----------------------------- Soren Wilkening Principal Consultant phone: +49-30-96080121 wilkening at censix.com CENSIX Consulting Statistics, Surveys, Censuses

I have a Mac OS X system. To deal with a long monthly electricity demand time-series I use the procedures TRAMO/SEATS with the MS-windows only Demetra programme and X12 under R resorting to the awkward - as far as the output is concerned - x12 R package running the relating Fortran code. I wonder if someone out there has attempted to translate TRAMO/SEATS and X12 into R native language? Ciao

Working - among other things- in the field of (short & long term) electricity forecast, we are now using too many & too expensive pieces of licensed software: SAS, SPSS, EViews. This "sedimentation" is due to the fact that my predecessors in the past used different consultant companies to manage each procedure. Having attended the useR2004! Conference with the aim of assessing