[Gretl-announce] gretl 1.9.5

Allin Cottrell cottrell at wfu.edu
Fri Apr 22 17:44:52 EDT 2011


Gretl version 1.9.5 is now available -- see
http://gretl.sourceforge.net

Gretl is the Gnu Regression, Econometrics and Time-series Library, a
program for the statistical analysis of economic and social data.

2011-04-22 version 1.9.5
- Add new translation: Greek (Manolis Tzagarakis and Ioannis Venetis)
- When building against gtk3, put the plugins into LIBDIR/gretl-gtk3
- "foreign" command: enable the --send-data option for Octave, in
  which case the gretl dataset is pre-loaded as a matrix named
  "gretldata"
- "coint2" (Johansen test): print the log-likelihood, plus improve the
  printing of the Pi matrix when exogenous regressors are present
- "coint2": add a --silent option
- VARs: add $fevd accessor to get the forecast error variance
  decomposition as a matrix; also add GUI access to forecast variance
  decomposition plots
- VECMs: add $vecGamma accessor to get the Gamma matrices (coefficients
  on the differences of the system variables) in standard format, plus
  $evals accessor to get the eigenvalues used in computing the trace
  test
- "tobit" command: add options to specify left- and/or right-
  censoring; also add --robust option
- gnuplot (command and GUI): add option to plot fitted cubic
- GUI plot dialog: add option to draw arrows on a graph
- GUI forecast dialog, for cross-sectional data: give option of showing
  confidence interval for mean Y rather than actual Y
- Fix a small memory leak when opening an *.asc data file
- New function colname(): retrieve a column name from a matrix
- New function eigsolve(): solves generalized eigenvalue problem
- New function NRmax(): Newton-Raphson maximizer
- New model accessors with string values: $depvar for the name of the
  dependent variable, and $command for the command word used
- Matrix "division": give the operators "\" and "/" the same semantics
  as in Octave/Matlab (left and right division)
- Remove the FGLS "arch" command from the GUI and add a deprecating
  note to its help text
- Lag specification for regressors (e.g. "foo(-1 to -2)"): the name of
  a list can now be substituted for the name of a series
- quantile() function: allow a vector for the second argument when the
  first argument is a matrix
- Copy data to clipboard in GUI: remove limitation of 8 series max
- "difftest" command: record $test and $pvalue
- Fix bug: wrong out-of-sample forecasts for ARMA models with seasonal
  MA terms
- Fix bug: wrong handling of string fields in ODBC data import
- Fix bug: spurious "unmatched 'if'" error under some conditions
- Fix bug: incorrect handling of observation markers in context of
  scatter plot "with factor separation"
- Fix bug: transposition not being done in expressions of the form
  matrix m = $accessor[range]', with trailing transpose symbol
- Fix bug: usable observations could be omitted when compacting from
  daily to weekly frequency, if the daily data contained "hidden"
  missing observations
- Fix bug 3285196 (respect indicated encoding when importing SPSS data)

-- 
Allin Cottrell
Department of Economics
Wake Forest University



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