Gretl · @gretl
10 followers · 13 posts · Server econtwitter.net
Check out the new user-contributed #gretl package "GlobalFactors".
It does (a) estimates the number of global and local factors (b) consistently estimates (with PC) global & local factors and global & local loadings.
Written by Ioannis A. Venetis.
DOC: https://gretl.sourceforge.net/current_fnfiles/unzipped/GlobalFactors.gfn
#gretl #econometrics #statistics #economics #datatscience
Gretl · @gretl
9 followers · 10 posts · Server econtwitter.net
Version 2023.2 of the user-contributed #gretl package "getYahoo" for downloading financial data from "Yahoo Finance" is out now.
Written by yinung.
DOC: https://gretl.sourceforge.net/current_fnfiles/getYahoo.gfn
#gretl #economics #econometrics #datatscience #statistics
Gretl · @gretl
8 followers · 7 posts · Server econtwitter.netFor the moment, we recommend to use the user-contributed #gretl package "auto_arima".
https://gretl.sourceforge.net/current_fnfiles/auto_arima.gfn
#gretl #econometrics #statistics #datatscience #TimeSeries
Gretl · @gretl
8 followers · 6 posts · Server econtwitter.netJust to inform you:
The next release will include native support for #AutoARIMA automatically determining the optimal ARIMA #timeseries model specification.
This is will be pretty fast, as it's implemented in C.
#autoarima #TimeSeries #gretl #econometrics #economics #statistics #datatscience