Gretl Manual: Gnu Regression, Econometrics and Time-series Library | ||
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Reading left to right along the main window's menu bar, we find the File, Utilities, Session, Data, Sample, Variable, Model and Help menus.
: Add data to the current working data set, from a gretl data file, a comma-separated values file or a spreadsheet file.
: Save the currently open native gretl data file.
Chapter 4 and also Appendix D.
: Write out the current data set in Comma Separated Values (CSV) format, or the formats of GNU R or GNU Octave. Seethe Section called Creating a data file from scratch in Chapter 4).
: Clear the current data set out of memory. Generally you don't have to do this (since opening a new data file automatically clears the old one) but sometimes it's useful (seethe Section called Binary databases in Chapter 4 and the Section called Creating a data file from scratch in Chapter 4.
: Seethe Section called Creating a data file from scratch in Chapter 4.
: Initialize the built-in spreadsheet for entering data manually. See: Open a window containing a record of the commands executed so far.
: Open a file of gretl commands, either one you have created yourself or one of the practice files supplied with the package. If you want to create a command file from scratch use the next item, .
"expert mode". (If this mode is selected various warning messages are suppressed.) Activate or suppress gretl's messaging about the availability of program updates. Configure or turn on/off the main-window toolbar. See Chapter 9 for details.
: Set the paths to various files gretl needs to access. Choose the font in which gretl displays text output. Select or unselect: Quit the program. If expert mode is not selected you'll be prompted to save any unsaved work.
t, chi-square, F and Durbin–Watson).
: Look up critical values for commonly used distributions (normal or Gaussian,t, chi-square, F or gamma distributions. See also the pvalue command in Chapter 10.
: Open a window which enables you to look up p-values from the Gaussian,"Difference of means" and "Difference of variances" under the Data menu.
: Calculate test statistics and p-values for a range of common hypothesis tests (population mean, variance and proportion; difference of means, variances and proportions). The relevant sample statistics must be already available for entry into the dialog box. For some simple tests that take as input data series rather than pre-computed sample statistics, see"console" window into which you can type commands as you would using the command-line program, gretlcli (as opposed to using point-and-click). See Chapter 10.
: Open a: Check the numerical accuracy of gretl against the reference results for linear regression made available by the (US) National Institute of Standards and Technology.
: Open a previously saved session file.
: Save the current session to file.
: Save the current session to file under a chosen name.
: pops up a window with a simple (not editable) printout of the values of the variables (either all of them or a selected subset).
: pops up a spreadsheet window where you can make changes, add new variables, and extend the number of observations.
: Rearrange the listing of variables in the main window, either by ID number or alphabetically by name.
"with factor separation" (i.e. with the points colored differently depending to the value of a given dummy variable), boxplots, and a 3-D graph. Serves up a dialog box where you specify the variables to graph. See Chapter 6 for details.
: Gives a choice between a time series plot, a regular X–Y scatter plot, an X–Y plot using impulses (vertical bars), an X–Y ploty axis plotted against several different variables on the x axis, or several y variables plotted against a given x. May be useful for exploratory data analysis.
: Show a collection of (at most six) pairwise plots, with either a given variable on the"Read info" just displays the summary information for the current data file; "Edit info" allows you to make changes to it (if you have permission to do so).
, :: opens a window containing a full account of the current dataset, including the summary information and any specific information on each of the variables.
: shows a fairly full set of descriptive statistics for all variables in the data set.
: shows the pairwise correlation coefficients for the variables in the data set.
t statistic for the null hypothesis that the population means are equal for two selected variables and shows its p-value.
: calculates theF statistic for the null hypothesis that the population variances are equal for two selected variables and shows its p-value.
: calculates thegives a sub-menu of standard transformations of variables (logs, lags, squares, etc.) that you may wish to add to the data set. Also gives the option of adding random variables, and (for time-series data) adding seasonal dummy variables (e.g. quarterly dummy variables for quarterly data). Includes an item for seeding the program's pseudo-random number generator.
"refresh" item ensures that the listing of variables visible in the main data window is in sync with the program's internal state.
Sometimes gretl commands generate new variables. The: Select a different starting and/or ending point for the current sample, within the range of data available.
: self-explanatory.
: For time-series data of higher than annual frequency, gives you the option of compacting the data to a lower frequency, using one of four compaction methods (average, sum, start of period or end of period).
: Given a dummy (indicator) variable with values 0 or 1, this drops from the current sample all observations for which the dummy variable has value 0.
Chapter 10 for details on the Boolean operators that can be used.
: Similar to the item above, except that you don't need a pre-defined variable: you supply a Boolean expression (e.g. sqft > 1400) and the sample is restricted to observations satisfying that condition. See the help for genr in: Give a report on observations where data values are missing. May be useful in examining a panel data set, where it's quite common to encounter missing values.
"missing" or "not available".
: Set a numerical value that will be interpreted as"case markers" (short strings identifying the individual observations) and adds this information to the data set. See Chapter 4.
: Prompts for the name of a text file containing: Opens a dialog box which enables you to set a time-series interpretation for data that were read in as undated.
: Allows the conversion of a panel data set in stacked cross-section form into stacked time series. (Unlike the previous item, this one actually changes the organization of the data.)
"active" variable is set by highlighting it (clicking on its row) in the main data window. Most options will be self-explanatory. Note that you can rename a variable and can edit its descriptive label under "Edit attributes". You can also "Define a new variable" via a formula (e.g. involving some function of one or more existing variables). For the syntax of such formulae, look at the online help for "Generate variable syntax" or see the genr command in Chapter 10. One simple example:
Most items under here operate on a single variable at a time. Thefoo = x1 * x2will create a new variable foo as the product of the existing variables x1 and x2. In these formulae, variables must be referenced by name, not number.
the Section called Estimators and tests: summary in Chapter 10 and Chapter 10 below, and/or the online help under "Help, Estimation". Also see Chapter 7 regarding the estimation of nonlinear models.
For details on the various estimators offered under this menu please consultPlease use this as needed! It gives details on the syntax required in various dialog entries.