2 Using Gretl
Contents
1. toil 6 3 3 i2 dadiff x 1 2 pS da 1 Mope oN a ae 2 x 1 6 x7 x 1 3 1 pY S 3 i3 ratsimp 1 303 x44 14 integrate x 0 1 6log 2 V 32 04 __ 18 533 2 i5 float numer 05 0 83564884826472 In step 1 the integral of 1 1 x 3 is calculated In step 2 the derivative of the result is calculated In step 3 the result of the previous step is simplified In step 4 the definite integral from 0 to 1 is calculated In step 5 the numerical value of this result is calculated Seen These calculations were completed using the GUI wxmaxima and do not require a great knowledge of maxima itself At its simplest you will find that maxima is useful as a check on your algebra differentiation integration solutions to differential equations The GUI is not as sophisticated as that in Mathematica or Maple but it is an extremely powerful system and very useful if you do not have access to Mathematica or Maple Return to Index Libreoffice OpenOffice LibreOffice has been developed from the earlier OpenOffice suite Currently the two suites are being developed in parallel but LibreOffice appears to be attracting the greater resources Any comments here apply equally to both suites Both packages are very compatible with Microsoft Office If you are a heavy user of Visual Basic for Applications you may find that your code may need some amendment I do not use Visual2. residual analysis ARCH modelling of residuals forecasting with fixed regressors Return to Index Octave The basic element in programs like GAUSS Matlab Ox Octave and Scilab is a matrix One can regard them as matrix manipulation languages where on can easily translate the matrix equations in textbooks and papers into computer instructions New methods are often implemented first in one of these languages In my opinion they are much easier to program than standard econmometric packages This is borne out by an examination of the software used in articles in the Journal of Applied Econometrics In 155 articles that gave details of software used in this Journal covering the period 1995 to 2008 Ohms 2011 calculates that 58 used Gauss and 17 Matlab Stata at 21 was the most popular statistical package but is still far behind Gauss Octave is quite similar to Matlab so that most programs are easily portable between the two Base Matlab programs will often run in Octave without any amendment Octave version for Windows 3 2 4 may be downloaded from http octave sourceforge net When I install I generally follow the option to install all Octave Forge toolboxes These often correspond to various toolboxes in Matlab and provide additional functionality to that available in base Matlab Octave version 3 2 4 may be downloaded from http www gnu org software octave download html Use the Windows binaries from Octave Forge Cygwin binaries are also
3. scatterplot at various cor a setwd C ESRI Refressher Sessions graphs bivariateNormal One per page cycle through pages with Ctrl PageUp and Ctry plot y x main paste correlation r ylim c 3 5 3 5 EP loads A Saver hImport Dataset 3 Clear All Variables or History of Commands Files Plots Packages Help corr data lt data frame x rep x 7 y rep 0 7 100 corr rep al R Script m a Exporty Directories program data files etc Plots Lists of packages in use or available R help Alternative R development environments include e Emacs My recommended site for Emacs for Windows is that maintained by Vincent Goulet He distributes a version of Emacs that contains support for R LaTeX Octave and several other additions I would not recommend Emacs to a new user of R as it is a bit different to the usual Windows programs e Tinn R is a popular development for R that I have used in the past Some people like it e Remdr is a a platform independent basic statistics GUI graphical user interface for R which has been extended by a variety of plug ins e Several other program development interfaces for R are described in http sciviews org _rgui My current recommendation would be to begin with the simple GUI in base R and move to RStudio For any particular user the range of packages he may require will be different from those another may need and the methods of implementation may be
4. available but unless you are familiar with Cygwin I would not recommend them I would recommend that you install Octave in a directory that has no embedded blanks e g c octave rather than c Program Files I also install all Octave Forge toolboxes This is equivalent to installing a lot of Matlab toolboxes and increases the functionality of the package However it installs the oct2mat package which contains a bug which interferes with various plotting functions The simple solution is to start Octave and issue the command pkg rebuild noauto oct2mat and exit Cntr D the next time you start Octave oct2mat will not be loaded and graphics will work For more details see http wiki octave org wiki pl OctaveForWindows Much of my Matlab notes An Introduction to Matlab for Econometrics are also applicable to Octave The Econometrics Toolbox for MATLAB by James P LeSage is broadly compatible with Octave I have tried several routines and they worked Michael Creel has an econometrics text with applications implemented in Octave This test is available in pdf and may be downloaded from http idea uab es mcreel The Matlab GUI is very good and is far ahead of that in Octave The version of Octave mentioned here contains the editor Notepad which works but is not well integrated with Octave An implementation of the Linux GUI for Octave is available from _ http www outsch org 2011 01 29 qtoctave 0 10 1 for windows I have used th
5. Basic for Applications and an not familiar with problems that may occur I have found any of my Microsoft Office Word and Excel files have been filly exchangeable with LibreOffice I have edited many Microsoft doc docx xls and xlsx files in LibreOffice and reopened the files in Microsoft Office and have never encountered any problems In preparing data for econometric packages I find that the facilities in LibreOffice are superior to those in Microsoft Office and I prefer to use LibreOffice The menu system in LibreOffice is similar to that in Office XP and does not have the type of GUI in the later versions of Microsoft Office Some people may regard this as a benefit The following description of LibreOffice is taken from http www libreoffice org features What does LibreOffice give you Writer is the word processor inside LibreOffice Use it for everything from dashing off a quick letter to producing an entire book with tables of contents embedded illustrations bibliographies and diagrams The while you type auto completion auto formatting and automatic spelling checking make difficult tasks easy but are easy to disable if you prefer Writer is powerful enough to tackle desktop publishing tasks such as creating multi column newsletters and brochures The only limit is your imagination Calc tames your numbers and helps with difficult decisions when you re weighing the alternatives Analyze your data with Calc and then use it to pre
6. Work in Progress Index to free software for Econometricians Gretl An easy to use econometric package R JMulti Octave Scilab Maxima Libreoffice OpenOffice LaTeX Text Editors Programming Kompozer Gretl 1 Downloading and installing gretl GNU Regression and Econometric Timeseries Library Obtaining Gretl Quoting from http gretl sourceforge net 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 A windows version may be downloaded by selecting gretl for Windows on the list on the left hand side of the home page There are two versions of the install program available gretl 1 9 5 exe and gretl_install exe The first of these is the latest stable version The second is the latest development snapshot which may contain some updates and bug fixes but may have some new bugs I use the second version and update occasionally I keep the previous version in case I need to revert but this has not proven necessary A user s guide and a reference manual are contained in the download or may be downloaded separately ftom the web site Installing gretl Installation is simple Double click on the downloaded file and follow the instructions You may accept the suggested defaults Other gretl reso
7. a x 1184 g 4 5 9 5 11 75 x 11 7 L 5 85 11 65 5 8 11 6 11 55 H l l l l l l 5 75 1974 1976 1978 1980 1982 1984 1986 x axis name 1 A basic graph containing the two series was produced using the menu item View Graph selected Variables Time Series Plot and choosing the two variables to be plotted This does not produce a very informative graph 2 Right clicking on the graph brings up a context box Select the edit item to bring up a tabbed options box First select the lines tab and change the axis for line 2 LYR to right axis Next select the main x axis yl axis and y2 axis to add various other labels to the graph Note that various other options are available There is no problem trying these to see how you get on You can use the options in the context box to save the graph in various formats Return to Index R R is a comprehensive statistical package Base R package is available for download from http www r project org You will get a faster download if you choose a nearby mirror site To install basic R simply run the install the program If you are working in 64 bit windows you can install both the 64 bit and 32 bit versions versions Ifyou are installing or updating R packages in Windows 7 start R as administrator Right click on R icon on desktop and select run as administrator The packages can then be installed or updated from within R Many modern statistical techniques become available in R long bef
8. any worthwhile features Some Windows users may find certain aspect of emacs counter intuitive An extended version of windows by Vincent Goulet is recommended for Windows Return to Index Programming Ifone has a need for programming there are programming IDEs available at http www bloodshed net devcpp html Dev C and http www codeblocks org Code Blocks I have used these in conjunction with the Gnu Compilers Kompozer Kompozer may be downloaded from http kompozer net According to the web site e KompoZer is a complete web authoring system that combines web file management and easy to use WYSIWYG web page editing e KompoZer is designed to be extremely easy to use making it ideal for non technical computer users who want to create an attractive professional looking web site without needing to know HTML or web coding e Almost all of my web pages have been edited and set up with Kompozer or the earlier Nvu Return to Index
9. at this time on R at http www r project org Of particular interest for econometrics are David Ruppert Statistics and Data Analysis for Financial Engineering Use R Springer 2010 ISBN 978 1 4419 7786 1 Paul S P Cowpertwait and Andrew Metcalfe Introductory Time Series with R Springer Series in Statistics Springer 2009 ISBN 978 0 387 88697 8 Giovanni Petris Sonia Petrone and Patriza Campagnoli Dynamic Linear Models with R Use R Springer 2009 ISBN 978 0 387 77237 0 Bernhard Pfaff Analysis of Integrated and Cointegrated Time Series with R Second Edition Springer New York 2nd edition 2008 ISBN 978 0 387 75966 1 Jonathan D Cryer and Kung Sik Chan Time Series Analysis With Applications in R Springer New York 2008 ISBN 978 0 387 75958 6 e Hrishikesh D Vinod Hands on Intermediate Econometrics Using R Templates for Extending Dozens of Practical Examples World Scientific Hackensack NJ 2008 e Christian Kleiber and Achim Zeileis Applied Econometrics with R Springer New York 2008 ISBN 978 0 387 77316 2 Robert H Shumway and David S Stoffer Time Series Analysis and Its Applications With R Examples Springer New York 2006 ISBN 978 0 387 29317 2 new edition now available e There are also several general introductory texts on R listed in the same source There is a form of standardised documentation that accompanies each package Many of the contributed packages have accompanying vig
10. different If you can find an R user in your organisation he may be able to advise you what is best in your case It took me a long time to get accustomed to R but the investment has been worthwhile Return to Index JMulti Jmulti is a GUI based program for the econometric analysis of univariate and multivariate time series It provides easy access to a limited number of procedures which may be difficult to implement in other packages The program may be downloaded from http www jmulti de The program is based requires Java 1 6 or greater If you are installing pay particular instructions to the installation instructions on the web site According to the website the program facilities may be summarised as follows Initial Analysis various tools for creating transforming editing time series kernel density estimation spectral density plots crossplots autocorrelation analysis Unit Root tests ADF HEGY quarterly monthly Schmidt Phillips KPSS Unit Root test with structural break Cointegration tests Johansen Cointegration test with response surfaces Saikkonen amp Liitkepohl test VAR can be used for univariate modelling as well e o o o o o o 8 o o o ooo e o o o o o VAR modelling with arbitrary deterministic exogenous variables subset model estimation output in matrix form automatic model selection various strategies based on information criteria residual analysis with tests fo
11. e rerun from the saved file In some organisations the internal audit function or management may insist that a record of econometric analysis be kept to aid replication Unless the work is ofa very simple nature this is the only way to ensure that an analysis can be replicated Combining GUI and scripting If you run Gretl from the GUI it has the facility to save the menu choices and options you take as a script file You may then use and possible expand and amend that script file as a basis for further analysis When you start the GUI the window below is displayed File Tools Data View Add Sample Veriable Model Help No datafile loaded ID 4 Variablename 4 Descriptive label aA Rr ARLE In working through any econometric project I recommend that one set up a specific directory or subdirectory for that project C Users frainj gretl introduction I can specify that directory as working directory using the File Working Directory menu item as in the following Figure A gretl working directory Working directory C Users frainj gretl introduction T On start up gretl should use the directory selected above the current directory as determined via the shell The file selection dialog should remember the last opened folder always start in the working directory Cancel In that directory I have an Excel file denmark xls which is illustrated in the figure belo
12. ile consists of first a preamble and secondly the content of the document and its structure The preamble here consists of the single documentclass article statement In general other auxiliary packages will be included here Ifyou are starting LaTeX I would advise that you get an appropriate preamble from a colleague Don t worry if you don t understand it all in the beginning If you have the bandwidth in your internet connection I would recommend the Protext TeX distribution This is based on the Miktex TeX distribution but is a little easier to install The install will take at least an hour and perhaps even more To generate the tex file you need a text editor Do not even think of using a word processor Several text editors have special facilities for editing tex files MikTeX installs the editor TeXworks by default I would have a preference for another editor Texmaker which I think offers more help to a beginner Ifa colleague uses another editor and is willing to give some help and advice then you should try his editor Alternatively if you already use emacs then it has an excellent Tex mode AucTeX WARNING Do not type any of the following 10 characters except as directed amp _ documentclass article Your input file must contain these two lines begin document plus the end document command at the end section Simple Text This command makes a section title Words are separated by one or more spaces Paragra
13. is Emphasized text is typed like this this is emphasized Bold text is typed like this this is bold 1 1 A Warning or Two If you get too much space after a mid sentence period abbreviations like etc are the common culprits then type a backslash followed by a space after the period as in this sentence Remember don t type the 10 special characters such as dollar sign and backslash except as directed The following seven are printed by typing a backslash in front of them amp _ and The manual tells how to make other symbols There is a good introduction to Latex on http en wikibooks org wik LaTeX This book is available there in html pdfand LaTeX source Further material is listed at http www tug org begin html and in the links there If you going to write technical material in economics then an investment in LaTeX is worthwhile Lyx is an alternative Graphical interface to LaTeX which can be downloaded from http www lyx org Return to Index Text Editors I have commented several times on the need to use a text editor rather than a word processor Notepad the text editor distributed with Windows is particularly primitive and can only edit one file at a time I use Scite and Notepad Both programs are very easy to use and are valuable if you have to edit or browse various test files I should also mention that I use emacs as a text editor Emacs was originally used in emacs as a programmers editor and has m
14. is interface in Linux and it is good I have also used the emacs interface to Octave but this is for emacs addicts Return to Index Scilab Scilab is a program with similar functionality to Matlab but with a somewhat different syntax It can be downloaded from http www scilab org It also contains an econometric toolbox grocer which is a much extended and updated version of the LeSage Matlab toolbox adapted for Scilab I am surprised that it is not used more in econometrics Return to Index Maxima According to http maxima sourceforge net Maxima is a system for the manipulation of symbolic and numerical expressions including differentiation integration Taylor series Laplace transforms ordinary differential equations systems of linear equations polynomials and sets lists vectors matrices and tensors Maxima yields high precision numeric results by using exact fractions arbitrary precision integers and variable precision floating point numbers Maxima can plot functions and data in two and three dimensions The main difference between Maxima and standard computer packages is that Maxima like commercial programs such as Mathematica and Maple can do symbolic manipulation A simple illustration is given below eine 11 040 unsaved a r a File Edit Cell Maxima Equations Algebra Calculus Simplify Plot Numeric Help eelle xi XDR o e ii integrate i a r xs 2 x 1 atan log x x O ANB Jz rogl t
15. nalysis bootstrapped Chow tests recursive parameters recursive eigenvalues SVEC modelling with bootstrapped standard errors SVEC Forecast Error Variance Decomposition SVEC Impulse Responses with bootstrapped confidence intervals GARCH Analysis e univariate ARCH GARCH T GARCH estimation with different error distributions e residual analysis for ARCH residuals with robustified test for no remaining ARCH S Lundbergh T Teraesvirta plotting of variance process kernel density for residuals multivariate GARCH 1 1 estimation residual analysis plotting of variance process together with univariate estimates kernel density for residuals Smooth Transition Regression e o STR model specification with exogenous deterministic variables linearity tests STR estimation various specification tests for no remaining nonlinearity nonnormality no remaining serial dependency parameter constancy various plots to check estimated model Nonparametric Analysis o o o o lag selection for univariate models based on linear and nonlinear selection criteria nonlinear estimation with configurable 3D plots residual analysis model selection for volatility process estimation of volatility process residual analysis for volatility estimation residuals ARIMA Analysis with fixed regressors univariate e o o lag selection for AR and MA parameters with Hannan Rissanen procedure estimation with fixed regressors
16. nd queries from MySQL PostgreSQL or Microsoft Access and many other data sources or design your own with Base to build powerful front ends with sophisticated forms reports and views Support is built in or easily addable for a very wide range of database products notably the standardly provided HSQL MySQL Adabas D Microsoft Access and PostgreSQL Math is a simple equation editor that lets you lay out and display your mathematical chemical electrical or scientific equations quickly in standard written notation Even the most complex calculations can be understandable when displayed correctly E mc LibreOffice also comes configured with a PDF file creator meaning you can distribute documents that you re sure can be opened and read by users of almost any computing device or operating system Ifone is working on a less powerful PC one might consider using gnumeric or abiword gnumeric is a spreadsheet program that can read and write excel files and do many of the calculations that an economist might wish to do with a spreadsheet In effect many of the statistical functions in gnumeric are more accurate than those in other spreadsheets abiword is a relatively small wordprocessor Both of these packages can export files for use in LaTeX Return to Index LaTeX TeX is a computer program used to produce books papers lecture slides etc In was developed by Donald Knuth in the 1970 s and 1980 s LaTeX is a set of macros in extensions to
17. nettes which describe the theory underlying the package and give examples on how to use the package Ifyou are going to use R you need to use a progranyscript editor to write your program script files There is a simple editor included in the base R windows GUI graphical user interface Once you begin to do more advanced work you need a better development environment Several are available at the moment Currently I use RStudio and recommend it highly The initial screen of RStudio is illustrated below RStudio corrscat r B Plsoureonsave Q fr amp Run b9 x lt rnorm 100 Program Editor e lt rnorm 100 old par lt par pty s for r in seq 1 1 1 1 Y lt Tx 1 r2 5 e par old par trellis plot at select correlations re Clb 0 o Oh 55 94 2 4 m Top Level Plattorm x86_64 pc mingw32 x64 64 bit R is free software and comes with ABSOLUTELY NO WARRANTY Type license or licence for distribution details R is a collaborative project with many contributors Type contributors for more information and Type demo for some demos help for on line help or help start for an HTML browser interface to help Type q to quit R S R Session _ Source You are welcome to redistribute it under certain conditions citation on how to cite R or R packages in publications Workspace History Bivariate Normal distribution
18. ore they are available in commercial packages The system is open to the extent that source code is available for all routines on CRAN Comprehensive R Archive Network Currently the system consists of a base package and over 3000 supplementary packages To get an idea of the coverage of R for econometrics one might look at the CRAN task views for Econometrics Time Series Finance and Social Sciences Various other task views available at http cran r project org indicate other areas that may be of interest to economists and econometricians One of the reasons that I use R because it is easier to do the hard things in R It is probably true to say that until one gets accustomed to R it is harder to do the easier things inR I would therefore recommend R to an experienced economist who wishes to use some routine or a variant of an existing routine that is not easily available in a standard package It would also be usef l to anyone who wished to obtain a deeper understanding of a particular routine or who wished to control some aspect ofa process However anyone I know that has mastered the steep learning curve of R finds it convenient to use for ordinary tasks If you wish to learn R you might start by reading through An Introduction to R You might browse through the list of contributed documentation at http cran r project org Econometrics in R by Grant Farnsworth PDF is an introduction to R for Econometrics There is a list of books 110
19. phs are separated by one or more blank lines The output is not affected by adding extra spaces or extra blank lines to the input file Double quotes are typed like this quoted text Single quotes are typed like this single quoted text Long dashes are typed as three dash characters like this Emphasized text is typed like this emph this is emphasized Bold text is typed like this textbf this is bold subsection A Warning or Two This command makes a subsection title If you get too much space after a mid sentence period abbreviations like etc are the common culprits then type a backslash followed by a space after the period as in this sentence Remember don t type the 10 special characters such as dollar sign and backslash except as directed The following seven are printed by oe typing a backslash in front of them amp The manual tells how to make other symbols x and 2 end document The input file ends with this command Loading this file into Texmaker and running TeX produces the pdf file below 1 Simple Text Words are separated by one or more spaces Paragraphs are separated by one or more blank lines The output is not affected by adding extra spaces or extra blank lines to the input file Double quotes are typed like this quoted text Single quotes are typed like this single quoted text Long dashes are typed as three dash characters like th
20. r nonnormality autocorrelation ARCH spectrum kernel density autocorrelation plots crosscorrelation GARCH analysis for residuals Impulse Responses with bootstrapped confidence intervals also for accumulated responses orthogonal and forecast error versions Forecast Error Variance Decomposition forecasting also levels from 1st differences asymptotic confidence intervals for levels causality tests stability analysis bootstrapped Chow tests recursive parameters recursive residuals CUSUM test SVAR modelling AB model Blanchard Qua Model with bootstrapped standard errors SVAR Forecast Error Variance Decomposition SVAR Impulse Responses with bootstrapped confidence intervals VECM modelling with arbitrary deterministic exogenous variables restrictions on cointegration space Wald test for beta restrictions Johansen Two Stage S2S estimation procedures EC term can be filly or partly predetermined subset model estimation output in matrix form automatic model selection various strategies based on information criteria residual analysis with tests for nonnormality autocorrelation ARCH spectrum kernel density autocorrelation plots crosscorrelation Impulse Responses with bootstrapped confidence intervals also for accumulated responses orthogonal and forecast error versions Forecast Error Variance Decomposition forecasting also levels from 1st differences asymptotic confidence intervals for levels causality tests stability a
21. sent your final output Charts and analysis tools help bring transparency to your conclusions A fully integrated help system makes easier work of entering complex formulas Add data from external databases such as SQL or Oracle then sort and filter them to produce statistical analyses Use the graphing functions to display large number of 2D and 3D graphics from 13 categories including line area bar pie X Y and net with the dozens of variations available you re sure to find one that suits your project Impress is the fastest and easiest way to create effective multimedia presentations Stunning animation and sensational special effects help you convince your audience Create presentations that look even more professional than the standard presentations you commonly see at work Get your collegues and bosses attention by creating something a little bit different Draw lets you build diagrams and sketches from scratch A picture is worth a thousand words so why not try something simple with box and line diagrams Or else go further and easily build dynamic 3D illustrations and special effects It s as simple or as powerful as you want it to be Base is the database front end of the LibreOffice suite With Base you can seamlessly integrate your existing database structures into the other components of LibreOffice or create an interface to use and administer your data as a stand alone application You can use imported and linked tables a
22. t in using gretl s File OpenData Import ASCIL menu item or the import script command For details on what gretl expects of such files see Section 4 4 of the users guide e Comma Separated Values CSV files These can be imported using gretl s File Open Data Import CSV menu item or the import script command See also Section 4 4 Spreadsheets MS Excel Gnumeric and Open Document ODS These are also brought in using gretl s File Open Data Import menu The requirements for such files are given in Section 4 4 of the user s manual Stata data files dta SPSS data files sav Eviews workfiles wfl JMulTi data files gretl can also access some Rats 4 and GiveWin through its data bank routines On occasion owners of proprietary software may make changes to their native data formats and it is possible that the gretl routines may not work with the latest versions of these formats Gretl has its own native data format and it is possible to save all or a selection of our data in this format with the menu item File Save Data It can then be loaded directly from the File Open Data User File menu item Examining the menu items shows the variety of work that can be completed in gretl The following graph and its annotations were produced in two steps Plot Title tasi i i i 6 1 LRM left 12 05 b LRY right ck TAR 11 95 16 11 9 i v E J 5 95 11 85 Nn
23. the TeX language developed by Leslie Lamport One sets out the structure of the document by listing the parts chapters sections subsections etc Within each part section etc one sets out in plain text and mark up the content of the part section etc LaTeX then does all the formatting for you You can of course fine tune the results afterwards but this is often not necessary In mathematics engineering and physics LaTeX has become a de facto standard Many thousands of books have been published using LaTeX Many journals in these fields are produced using LaTeX Many publications in other fields including economics are also produced using LaTeX but it has not been as successful in these fields as in more technical fields because LaTeX was primarily designed for mathematics If you are writing technical material then it is much easier to produce good output with LaTeX than with a word processor Ifyou have a lot of equations and graphs LaTeX is also quicker than a word processor Latex can also produce tables of contents lists of tables and lists of figures It has a helper program bibtex that reads bibliographic material ftom a separate file and manages citations within the document and produces lists of references This external file of bibliographic material can be managed by another helper program Jabref and can be extended and used for several documents The following is a small sample tex file It is largely self explanatory Any tex f
24. urces The gretl web site contains versions of the X12 ARIMA and TRAMO SEATS seasonal adjustment programs which are can be called from within gretl and can save their output in gretl format The web site also contains data sets and script files for Wooldridge Introductory Econometrics Gujarati Basic Econometrics Stock and Watson Introduction to Econometrics Davidson and MacKinnon Econometric Theory and Methods Marno Verbeek s Guide to Modern Econometrics Lee Adkins gretl page http www learneconometrics conygretl html contains a downloadable guide to the use of gretl with Using gretl for Principles of Econometrics 3rd edition and other useful links There is a gretl wiki site at_http gretlwiki econ univpm it wiki index php Main_ Page This also contains some useful links 2 Using Gretl There are basically about 3 ways to use gretl 1 2 Using the programs graphical user interface GUI This is similar to many Windows programs where you use the mouse and mouse clicks to select various actions from drop down menus As you will see most of the menus are self explanatory For the moment to start the GUI just double click on the gretl icon that the install program that the installed on your desktop Using gretl scripts All these menu items can be completed by issuing commands in the gretl programming script language These commands can be saved to a file and the set of instructions in the file can b
25. w ei I 3 g Home Insert Page La Formuli Review View Add In amp o gs ibri ni Aye amp Calibri A Be ry QW Ga A T dr Q Alignment Number Styles Cells gf 2 S Editing 11 63255 5 903658 0 154736 1974Q2 11 60415 5 87382 0 177991 197403 11 58152 5 837818 0 170565 1974Q4 11 60185 5 812255 0 152227 1975Q1 11 5863 5 803945 0 134228 1975Q2 11 6045 5 786761 0 133481 hidden rows 1986Q2 12 07546 6 089658 0 0984 0 067458 1986Q3 12 05619 6 098992 0 1115 0 067941 1986Q4 12 07163 6 080706 0 114267 0 075396 1987Q1 12 02795 6 061175 0 119333 0 076653 1987Q2 12 03979 6 06373 0 117333 0 076259 1987Q3 12 01529 6 05083 0 118967 0 075163 gt denmark lt ia R Ready E m 100 te The data set is a rectangle with observations in rows and series in columns Missing data can be represented by blank cells by NA or several other options See users guide The data are imported from Excel using the Menu items File Open Data Import Excel and selecting the relevant file Gretl will try to determine various features of the file and will ask you to confirm these features It generally does this well In the current case it determines that the data are time series and labels the observations with the correct dates The data are now entered on the Gretl Workplace Gretl can import data from a large number of other programs e Plain text ASCII files These can be brough
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