[Gretl-users] fitted actual values over time problem in CVS

John Paravantis parava at otenet.gr
Tue Dec 30 04:34:42 EST 2008


Allin,

There may exist a problem with the current CVS version that includes the 
confidence intervals.

With the following data set (attached for you to receive in your 
personal email)

    obs INDEX CARS100 CARS100_132 CARS100_083
    1970 1 2.58038212 4.14090472 3.79424228
    1971 2 3.00538458 4.44290805 4.10112574
    1972 3 3.44037669 4.76611495 4.43143460
    1973 4 3.84414443 5.11189066 4.78672465
    1974 5 4.35824937 5.48166985 5.16861656
    1975 6 4.85366685 5.87695734 5.57879199
    1976 7 5.56997899 6.29932832 6.01898816
    1977 8 6.68061911 6.75042793 6.49099094
    1978 9 7.76015994 7.23197026 6.99662599
    1979 10 8.64942636 7.74573642 7.53774806
    1980 11 8.92886330 8.29357183 8.11622797
    1981 12 9.56137905 8.87738238 8.73393733
    1982 13 10.20066268 9.49912947 9.39273078
    1983 14 10.88537085 10.16082373 10.09442560
    1984 15 11.59668762 10.86451737 10.84077867
    1985 16 12.69542033 11.61229486 11.63346086
    1986 17 13.59994140 12.40626198 12.47402880
    1987 18 14.27350165 13.24853305 13.36389430
    1988 19 14.96199763 14.14121615 14.30429175
    1989 20 15.90075064 15.08639646 15.29624375
    1990 21 17.11635187 16.08611733 16.34052572
    1991 22 17.44837205 17.14235940 17.43762996
    1992 23 17.86531335 18.25701752 18.58773016
    1993 24 19.02780635 19.43187567 19.79064719
    1994 25 20.03533056 20.66857995 21.04581723
    1995 26 21.16687196 21.96860986 22.35226342
    1996 27 22.29307030 23.33324805 23.70857224
    1997 28 23.61610553 24.76354911 25.11287575
    1998 29 25.05426070 26.26030746 26.56284087
    1999 30 27.19582718 27.82402528 28.05566675
    2000 31 29.43956697 29.45488073 29.58809106
    2001 32 31.35982081 31.15269740 31.15640588
    2002 33 33.28769299 32.91691552 32.75648341
    2003 34 34.97170795 34.74656600 34.38381158
    2004 35 37.04166841 36.64024791 36.03353921
    2005 36 39.08502957 38.59611033 37.70052974
    2006 37 NA 40.61183951 39.37942272
    2007 38 NA 42.68465197 41.06470122
    2008 39 NA 44.81129435 42.75076371
    2009 40 NA 46.98805043 44.43199823
    2010 41 NA 49.21075601 46.10285688
    2011 42 NA 51.47482150 47.75792854
    2012 43 NA 53.77526256 49.39200772
    2013 44 NA 56.10673834 51.00015785
    2014 45 NA 58.46359691 52.57776732
    2015 46 NA 60.83992724 54.12059711
    2016 47 NA 63.22961660 55.62481913
    2017 48 NA 65.62641249 57.08704470
    2018 49 NA 68.02398755 58.50434320
    2019 50 NA 70.41600620 59.87425092
    2020 51 NA 72.79619144 61.19477088
    2021 52 NA 75.15839033 62.46436428
    2022 53 NA 77.49663676 63.68193457
    2023 54 NA 79.80521012 64.84680537
    2024 55 NA 82.07868865 65.95869328
    2025 56 NA 84.31199658 67.01767691
    2026 57 NA 86.50044423 68.02416320
    2027 58 NA 88.63976044 68.97885218
    2028 59 NA 90.72611731 69.88270109
    2029 60 NA 92.75614678 70.73688873
    2030 61 NA 94.72694969 71.54278078
    2031 62 NA 96.63609726 72.30189663
    2032 63 NA 98.48162587 73.01587821
    2033 64 NA 100.26202550 73.68646111
    2034 65 NA 101.97622290 74.31544818
    2035 66 NA 103.62356003 74.90468578
    2036 67 NA 105.20376888 75.45604271
    2037 68 NA 106.71694327 75.97139164
    2038 69 NA 108.16350866 76.45259321
    2039 70 NA 109.54419069 76.90148236
    2040 71 NA 110.85998297 77.31985704
    2041 72 NA 112.11211507 77.70946881
    2042 73 NA 113.30202099 78.07201544
    2043 74 NA 114.43130861 78.40913508
    2044 75 NA 115.50173060 78.72240194
    2045 76 NA 116.51515699 79.01332327
    2046 77 NA 117.47354955 79.28333747
    2047 78 NA 118.37893825 79.53381314
    2048 79 NA 119.23339981 79.76604893
    2049 80 NA 120.03903832 79.98127413
    2050 81 NA 120.79796801 80.18064975

(only variable CAR100 matters) try to run nonlinear least squares with 
the following script

    genr N0=5
    genr K=130
    genr r0=0.1
    CARS100=N0*K/(N0+(K-N0)*exp(-r0*INDEX))
    params N0 K r0

When the NLS model window opens, select the menu Graphs>Fitter, actual 
plot>Against time. A graph window opens momentarity (unusually large, 
compared to customary gretl plots) and then you get the following dialog box

    Failed to open file 'C:\Documents and Settings\John
    Paravantis\Application Data\gretl\gretltmp.png': No such file or
    directory

after which you get another similar dialog box. When you click OK in the 
second dialog box the graph closes!

Incidentally, all other graphs plot OK.

John

John Paravantis wrote:
> Thank you very much Allin!
>
> Apropos, a very happy new year to you and all gretl users
>
> John Paravantis
> University of Piraeus
> GREECE
>
> Allin Cottrell wrote:
>> On Fri, 26 Dec 2008, John Paravantis wrote:
>>> How about adding the option to draw asymptotic confidence
>>> intervals when a nonlinear model is NOT autoregressive?
>> OK, added in CVS and Windows snapshot.
>>
>> Allin.
>

-------------- next part --------------
A non-text attachment was scrubbed...
Name: YEAR_INDEX_CARS100_19Dec08.gdt
Type: application/x-gretldata
Size: 2083 bytes
Desc: not available
Url : http://lists.wfu.edu/pipermail/gretl-users/attachments/20081230/5210b751/YEAR_INDEX_CARS100_19Dec08.bin


More information about the Gretl-users mailing list