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Unformatted text preview: Gretl Users Guide Gnu Regression, Econometrics and Time-series Allin Cottrell Department of Economics Wake Forest university Riccardo Jack Lucchetti Dipartimento di Economia Universit Politecnica delle Marche December, 2008 Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License , Version 1.1 or any later version published by the Free Software Foundation (see http://www.gnu.org/licenses/fdl.html ). Contents 1 Introduction 1 1.1 Features at a glance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.3 Installing the programs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 I Running the program 4 2 Getting started 5 2.1 Lets run a regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.2 Estimation output . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 2.3 The main window menus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.4 Keyboard shortcuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 2.5 The gretl toolbar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 3 Modes of working 13 3.1 Command scripts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 3.2 Saving script objects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 3.3 The gretl console . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15 3.4 The Session concept . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 4 Data les 19 4.1 Native format . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.2 Other data le formats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.3 Binary databases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 4.4 Creating a data le from scratch . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 4.5 Structuring a dataset . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 4.6 Missing data values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 4.7 Maximum size of data sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 4.8 Data le collections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 5 Special functions in genr 30 5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 5.2 Long-run variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
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This note was uploaded on 03/02/2012 for the course EC 3062 taught by Professor D.s.g.pollock during the Spring '12 term at Queen Mary, University of London.

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