06-24-2010 version 1.9.1 - New command: "makepkg", for command-line creation of gretl function packages (.gfn files) - pdf, cdf and pvalue functions: add support for the Generalized Error distribution - "dataset" command: add new sub-command, "renumber", for moving a series to a new position - wls: amend the criterion for complaining that the weights are all zero - logit/probit: correct ordering of estimates when the constant is not first in the supplied list of regressors - Reading gdt data files: don't stop if a denormalized tiny value is found: accept what the C library gives and ignore errno - Reinstate --basque start-up option for GUI program - Fix for printing of month names on time-series plots in locales with multi-byte characters - OS X: use the native Mac calculator app for gretl's calculator toolbar item by default - GUI: add mechanism for defining named lists, and for setting the main window selection from a chosen list - GUI: "Edit attributes" (of series) dialog: add option to change the position of a series in the dataset - GUI model selection dialog: implement re-ordering of regressors via right-click - GUI, right-click popup in main window: on selecting the correlation matrix option, give the user a chance to insist on a uniform sample for the correlations - Internals: new, improved code for calulating the inverse Mills ratio (probit, heckit) - API documentation: take this a step further, though it's still radically incomplete - Remove the old genpois function 05-02-2010 version 1.9.0 - New command: "duration", for estimation of parametric duration models (e.g. Weibull) - New command: "negbin", for estimation of count data models using the Negative Binomial distribution - poisson regression: add overdispersion test and also --robust option to get a QML covariance matrix - New command modifier, "catch" to catch errors and permit continuation of script execution - "labels" command: add options to write variable labels to file, and to read labels from file - Consolidate commands: the old "graph" and "plot" commands (ASCII graphics) are unified in "textplot" - Enable full-text search of "online" help files - Enable help for specific "settable" variables, as in "help set lbfgs" - "mread": search the gretl working directory if the file is not found at first - "dataset sortby": allow the use of a list to specify multiple sort keys - ODBC import: enable extraction of multiple data series per SQL query - ODBC: enable support in the binary packages for OS X - Observation labels: permit non-ASCII UTF-8 characters - Export of data to R, interactively: add a message confirming that the export worked - "foreign" code blocks: add support for GNU Octave - GUI: add export/import of variable labels - GUI: enable choice of ordering for Cholesky decomposition for VAR impulse response plots - GUI graph editor: add option to show a grid; add facility to display highlight bars in time-series graphs, e.g. NBER recession dates - Filter functions movavg, bkfilt and hpfilt: offer greater control via additional optional arguments - Add new functions, digamma, kdensity, monthlen and epochday (the latter two are calendrical) - Add new built-in constant: "macheps" gets the machine precision - OS X package: add icons and associations for gretl data, script and session files - Add compile-time option to use openmp for multi-threaded matrix multiplication - Fix bug: crash on exact collinearity when estimating a system of equations - Fix bug: broken test output in tsls when the matrix of instruments is near to rank-deficient - Fix bug: errors in Exponential Moving Average in GUI - Fix bug: non-ASCII characters not handled in function package upload to server - Fix bug: double normal cdf did not handle correctly some corner cases - Fix bugs 2944000, 2956109 - Fix font-encoding issues on MS Windows: session-names with non-ASCII characters were not appearing in the gretl title bar; and the encoding was getting broken between copy and paste, e.g. in script windows - Fix bug in Hausman test after tsls: ensure the sample size is consistent - Fix integer overflow bug in Breusch-Pagan poolability test - Graphing via gnuplot: require version >= 4.2.0 01/24/2010 version 1.8.7 - GUI enhancement: add apparatus to help keep track of gretl windows - GUI menus: clean-up and consolidation - New command: "qqplot" (Quantile-Quantile plots) - Normal random samples: implement the Ziggurat method - "dataset" command: document the "clear" keyword - "rmplot" command: save $test and $pvalue - "restrict" with --bootstrap option: record $test and $pvalue - "corrgm" and "xcorrgm": allow the lag order to be given as a named scalar variable - VECMs: add $ec accessor - VARs: remove $vcv accessor - VARs and VECMs: enable accessors $df, $ncoeff and $xtxinv - BFGSmax function: add facility for supplying analytical derivatives - Eviews data importer: handle more cases of .wf1 files - BFGS: make the degree of verbosity tunable via "set bfgs_verbskip" - Fix bug: crash on error in user_matrix_ols() - Fix bug: "append" for data should work in more cases - Fix bug: saving a model when there is already a saved model of the same name (in the GUI) caused a crash - Fix bug: setting of sub-sample information on models estimated with a loop construct - Fix bug: the GUI option for reporting standardized residuals for GARCH models got broken - Fix bug: handling of on-the-fly matrices in "printf" - Fix bugs: miscellaneous small GUI bugs - Fix bugs 2918790, 2918783, 2918775, 2917053 11/25/2008 version 1.8.6 - Fix bug: the "print" command for series fails after exiting a loop with the --progressive option set - ARIMAX models: follow the practice of most software and difference both the dependent variable and the exogenous regressors; a new option, --y-diff-only, restores the old behavior of leaving the regressors in levels. This resolves bug 1972626. - arima: fix some "corner case" bugs and extend the options that can be controlled via the GUI - Add hyperbolic functions, asinh and friends - heckit: use analytical score, and use hyperbolic transformation in estimating rho - Fix bug: a native gdt file made from imported data could end up containing non-UTF-8 characters (and hence not be openable) - Fix bug: the internal $error variable associated with the --continue option to (e.g.) "arima" could get stuck on within a command loop - Fix bug: ensure that the "dataset addobs" command is recorded in the session command log when observations are added in the course of forecasting - Fix bug: corruption in saving GARCH models in a session file - "fcast": add a --plot option to generate a plot of the forecast in batch mode - L-BFGS-B: add a "set" variable, lbfgs_mem, to control the number of corrections used in the limited memory matrix - GUI dialogs for mle, gmm: add controller for BFGS details - "scatters" command: add an --output option as for the "gnuplot" command - Fix bug: the popup menu item "Execute line", in script windows, was not working - Fix bug: bad Weibull plot (under "Distribution graphs") when adding Weibull curve to an existing plot that includes negative values of x - Add facility to display normal and logistic CDFs - Add convenience function: logistic() - MS Windows package: update pango and gnuplot - Scalar variables: improve GUI management, and add a --scalars option to the "varlist" command - "mols" function: add option of retrieving the covariance matrix - Add new function "weekday" - Fix memory leak on repeated sub-sampling - Miscellaneous small GUI fixes 10/10/2009 version 1.8.5 - Fix: avoid duplicating the return line when saving packaged functions that were originally old-style - Several refinements for function-package editor - Update the gretl function package DTD - genr: improvements in type-handling for some tricky cases - Internal clean-up: revamp gretl's mechanism for reading configuration info and setting paths at start-up - Fix bug in handling of the R dll on Windows - Function parameter [min:max:default] values: fix bug for locales using ',' as decimal separator - Fix bugs 2843717, 2848633, 2865384 - Fix bug in corrgm() function when the series given as arguments contain missing values - Add --to-file and --from-file options to "set" command - Several refinements for the GUI "model table" - Fix bug: error when trying to save the dataset, in the context of a saved-then-reopened session file - Fix bug: in some circumstances model tests failed to respect the sample used when estimating the model, if the sample had since been changed - Fix bug: wrong results from the "fcast" command after estimating an ordered probit or logit model - Fix bug: the --output option to the "gnuplot" command was not being respected in the gretl console - Fix bug: inconsistent handling of maximum command-line length in the context of loops - GUI, main window, Sample menu: add an item to print details of the current sample status - On closing GUI session, close any open graph windows - RATS databases: recognize weekly data - Eviews data importer: fix recognition of the starting month or quarter for dated time series - CSV data importer: recognize the rather strange represent- ation of dates in the IMF's International Financial Statistics - Add importer for SAS "xport" data - GUI model window: add option to view the model in equation format, in plain text, for simple models - $hausman accessor: make this available for panel models estimated via the random effects estimator - add financial functions npv and irr - win32: update GTK+ stack to 2.16.6; update gnuplot to CVS as of 2009-09-13 8/28/2009 version 1.8.4 - Fix breakage in GUI interface for calling user-defined functions, plus fixes for GUI function package editor - Patches from Mandriva: build OK with -Wformat-security, and respect LDFLAGS as supplied by user - Add "to" to the list of reserved words - Enable testing of nonlinear restrictions on simultaneous equation systems - Update docs and examples for the "new style" definition of functions - Small modification to GUI series editor - Try to make path-searching a little smarter for files referenced in scripts - GUI language switcher: add a workaround for platforms missing proper locale aliases - Stata dta importer: try to work around missing character encoding information - ODS import: fix bug 2841292 - win32: update GTK+ stack to 2.16.5 8/10/2009 version 1.8.3 - Fix bugs 2819633, 2827358, 2828349, 2833434 - $stopwatch: use times() function if available, to include execution time of child processes - Add function "mreverse" to reverse rows of a matrix - Add function "deseas" to deseasonalize a monthly or quarterly time series using X-12-ARIMA or TRAMO/SEATS - Remove function "strcmp" as redundant - Add "sscanf" function - Add function "pergm" corresponding to the pergm command - Several fixes and enhancements for interaction with TRAMO/SEATS and X-12-ARIMA - Many small GUI fixes - Add (optional) support for Ox programs via the "foreign" command - Ctrl-X in editing windows: cut text, don't exit - Data importers: add a comment to the imported dataset saying where it came from - 3-D graphs: use the wxt terminal in gnuplot if it's available - Fix for putting RTF onto clipboard on OS X - Observation labels ("case markers"): print up to 15 characters of such labels - Support compaction of hourly (24 hours per day) data to daily - Add "set" variable "csv_na" to control the representation of NA values in CSV output (also GUI selector for same) - Remove old "set" variable, "protect_lists" - Help windows: substantial revamp of GUI, plus fixes for dealing with translated helpfiles - Add experimental function debugger: new "debug" command - Stata importer: support current format 114 .dta files - MS Windows: update the GTK+ stack - Lists: allow formation of a new list by subtraction of one list from another - "omit" command with --auto option: allow specification of a list of candidates for omission - fix bug: "smpl --no-missing" was not always purging missing values in the case of panel data - fix bug: possible confusion when creating a named list if the dataset contains a variable named "to" - fix bug: wrong error message given by "system" command on encountering missing values - fix bug: crash in estimating a system via LIML when the equations are given in TSLS fashion (i.e., y X ; Z) 7/8/2009 version 1.8.2 - Fixes for GARCH "corner cases" - "summary" command: add --simple and --by=byvar options - Fix another XLS import bug - nls, mle, gmm, arma: allow continuation of scripts when these estimators fail to converge, in which case the variable $error is set to a non-zero value (new --continue option) - "fcast" command: add more forecast evaluation statistics - Add fcstats function to provide statistics for evaluation of forecasts - GUI model window, Graphs menu: add scatter plot of actual vs fitted a la Theil - Rationalize use of GRETL_KEEP_GOING and halt_on_error: induce consistency between CLI and GUI programs - xtab command: add --matrix option to take frequencies from a named matrix - add "anova" command (one-way and two-way) plus GUI menu entry - Main window: make column headings clickable for sorting variables by ID number or name - Enhancements to Edit Attributes dialog for data series - "heckit command": fix problem with some residuals being unavailable via $uhat - Printing: fix bad output from "pergm" command when the spectral density is very large - Printing: revise printout of summary statistics for better consistency in non-English locales and for long variable names - Fix bug: allow for the fact that TRAMO truncates long variable names to 8 characters in the names of its output file - Fix bug: ensure that old X-12-ARIMA output files get deleted before a new run - TRAMO and X-12-ARIMA: try to provide better information in case of errors - Add GUI option: suppress detailed printout from X-12-ARIMA - GUI menu Variable/Filters: add GUI access to the fracdiff function - Several small fixes for the GUI - Fix bugs 2806815, 2810219 5/21/2009 version 1.8.1 - Fix bugs 2533543, 2590417, 2604963, 2687954, 2734471, 2741374, 2780592 - resample() function: add a second, optional parameter, namely a block length for resampling by moving blocks - Ensure that gretl.lang (for gtksourceview) gets updated in Windows build - Forecasts with confidence intervals: make the confidence level configurable via the GUI (and similarly for confidence bands on impulse response plots) - VECMs: add a GUI selector for lags of any exogenous variables - genr: make '^' (exponentiation) associate rightwards - genr: support the syntax "func(args)[slice]" to select directly a submatrix from a function call that returns a matrix - panel, random effects estimator, Hausman test: notify the user if the matrix-difference version of the Hausman test fails; also document the --hausman-reg option in the help entry for the "panel" command; and fix the covariance matrix in case --hausman-reg is chosen. - VARs: support gaps in the lag structure (not for VECMs); also, allow single-equations VARs - New GUI graph option: "Plot curve" under the tools menu, for quick plotting of a formula - Chow test: add the option of specifying a dummy variable rather than a break point - Boxplots: enable boxplot command in loops - seq() function: add a third, optional step parameter - Speed up loading of very large data files in gretl native format - Fixes for handling of data files with over 999 variables - Minor improvement to parsing of dates in CSV files - "lags" command: accept a scalar variable for the parameter indicating how many lags to generate - "logit" command: support multinomial logit via a new option, --multinomial - ordered logit, probit: add count of cases 'correctly predicted', plus overall likelihood ratio test for all slopes = 0 - Graph editing dialog: provide more comprehensive font selection apparatus if gnuplot supports cairo - "gnuplot" script command: add mechanism for naming the output file, and selecting EPS/PDF/PNG output directly - Fix bug in binomial plot for 60 <= n < 170 - MS Windows build: update to gnuplot 4.3 CVS as of March 2009 - Enhancements for GUI menu item "Count missing values" - tsls: add Stock-Yogo minimum eigenvalue test for weak instruments - Modify the files in the win32 subdirectory of the gretl source to support building on MS Windows with mingw/msys - Enforce the prohibition on using gretl command words as names for variables - Script editing window: add "New" and "Open" buttons - New function psdroot: find the Cholesky-type root of a positive semidefinite (and possibly singular) matrix - New function filter: compute an ARMA-like filtering of a series - Add a GUI language selector (by popular request!) - "restrict" command: accept scalar variables in place of numerical constants - "genr" with lists: allow boolean comparison of a list to a scalar, returning a series - Add new string function "tolower" - Rename "lmtest" command to "modtest" - Add --comfac option to "modtest" for testing common factor restriction in models estimated via an AR(1) method - Add user-level access to the Kalman filter, with a new command "kalman" and new functions kfilter, ksmooth and ksimul 1/23/2009 version 1.8.0 - Fix bug: crash in "Add random variable" dialog - Translation fixes - Add new command: "modprint" - Remove obsolete commands: "rhodiff" and "hccm" - Speed-ups for the pdf() function as applied to a series argument - New option --numeric for the nls and mle commands, to force the use of numerical derivatives - Numerous small graphing and GUI fixes - MS Windows: fix for opening graphs in old session files - Graphs: "display PDF" option: fix possible encoding issue - GUI graph controller: new facility to add a line, defined via a formula, to an existing graph - GUI graph controller: add facility to choose point style - Gnuplot line-color selector: extend to 6 colors, and distinguish between setting the "palette" and setting ad hoc colors for a specific graph - Scalars: make these accessible via the icon view window; enable copying to clipboard as CSV; enable entry of a formula (starting with "=") in scalar-editing window - Fix encoding issue when copying to clipboard as plain text or RTF - Boxplots: hand the production of these over to gnuplot - New function: urcpval(), gives user access to James MacKinnon's p-values for unit root and cointegration test statistics (tau) - New function: mpols(), enables multiple-precision OLS for user-defined matrices - New function: toepsolv(), solves a Toeplitz system of linear equations - New function: mcovg(), matrix covariogram - Improve error-reporting in relation to GUI genr dialog - Make parsing of input from GUI ARMA dialog more robust - New feature: add importer for SPSS .sav files - CSV importer: try to handle time-series data in reverse chronological order - "fcast": allow variables for the startobs and endobs arguments; add "rolling" k-step-ahead option - Fix bug in ADF --verbose printout (wrong p-value shown for one lagged difference in some cases) - GUI plot editor: translate the gnuplot style strings - Switch to more compact tabular form for presenting model statistics - OLS and fixed effects: add option to calculate p-value for the Durbin-Watson statistic - Add accessors $Fstat and $chisq for the overall F-statistic or chi-square test from the last model - Make the "restrict" command available for nls, mle and gmm - Improve forecasting options for nls models - Add model menu item: "Modify model", under the Edit menu, provides a clone of the model specification - Loops: allow the "gnuplot" command, operating strictly in batch mode - New command "intreg": implements interval regression - Several updates to the documentation - Fix bugs 2042328, 2472732, 2510727, 2510759 9/28/2008 version 1.7.9 - Revamp the data structure "wizard" - Fix bugs 2102478, 2116172, 2118506 - Periodogram graph: fix bug for case where the locale decimal separator is not '.' - Add Russian translation, Turkish translation - Small GUI fixes - Modifications to web-downloader for new server settings - Fix for non-ascii file names in session files on MS Windows - genr: fix for unary minus in exponentiation (e.g. x^-.5) - nls: fix R^2 printout - dummify function: accept a second argument (see the help for details) - ordered probit/logit: fix bug with displaying these models in the GUI model window 9/14/2008 version 1.7.8 - Add a language-switching option to the gretl GUI (under Preferences/General) - Improve formatting of HCCME options pane - Fix breakage in "rename" command (renaming series) - Fix bug 2089048 - Enable Chow test for non-time series datasets - Revise formatting style for model output - Change the label "standard error of residuals" to "standard error of the regression" - Allow users to change the text size in help windows - Fix two more bugs in connection with user-defined functions in the context of a sub-sampled dataset - Fix bug: with the --panel-vars option to the "setobs" command, check more carefully the validity of the supposed unit and time-period index variables - Chow test: perform a robust version if the original model was estimated using an HCCME - OS X package: fix for the problem whereby GTK could lose track of its image-loading modules - CSV data: improve recognition of daily dates - PCA: fix column-order of components in printout for the case of more than 7 components - Small fixes for opening of datafiles in GUI - GARCH: add --nc option to suppress the constant in the mean equation; add --fcp option to use Fiorentini et al code; expand and update help entry - Periodogram graph: always base y-axis at zero - Seasonal ARMA: fix for bad handling of automatically added scalars 8/28/2008 version 1.7.7 - Revamp of internal handling of scalar variables - The --preserve option to the "nulldata" and "open" commands now preserves existing scalars as well as matrices - Windows package: update to GTK+ 2.12.11 and friends - Inside functions: restrict the smpl command within the bounds set on entry to the function - setobs command: if used inside a function, revert the effects on exit - ordered probit/logit: fix for the case where the dependent variable does not form a continuous integer sequence; fix reporting of information criteria; switch to the mode of presentation of cut-points used by Stata and R - string-editing dialogs: ensure we have a cancel button - Saving data when the dataset is currently sub-sampled: fix breakage whereby the option to restore the full dataset was not shown - Naming variables: put in place more stringent checking to avoid name collisions across series, scalars, matrices, etc. - VARs in saved sessions: ensure that we save the information needed for subsequent bootstrap analyses - Fix the mechanism for searching for a user's customized LaTeX preamble file (got broken at some point) - LaTeX compilation: be more lenient -- getting some output on standard error does not necessarily mean that compilation has failed - Determining the main gretl directory: try to handle the case where the user has a stale ~/.gretl2rc file - Minor OS X fixes - Respect keyboard "Esc" as dialog "Cancel" more consistently - Variable selection dialogs: allow use of right and left arrow keys to activate the "Add" and "Remove" buttons - Linear models without a constant: print the centered R^2 as well as the uncentered - Fix for reading native data files containing auto-generated lags: re-establish the lag info correctly 7/30/2008 version 1.7.6 - Fix bug: revise the way that list arguments to user-defined functions are handled, to avoid potential namespace collisions - Add menu item: Variable/Normality test - Add $xlist accessor: gets the list of regressors from the last model - Add $version accessor: gets the gretl version - Add $windows accessor (1 if running on MS Windows, else 0) - Add $datatype accessor (see function help) - Remove some redundant preferences items - Fix bugs 1996156, 1996161, 2017872, 2027121 - MLE fixes - Fix for RTF output from GUI model table - Function package help: ensure this is not truncated - Fix bug: incorrect generation of NAs when doing "genr unitdum" on a sub-sampled panel dataset - Add new panel data functions: pmax, pmin, pnobs - Internal: recode parts of the gretl GUI to avoid dependence on deprecated GTK APIs - Speed-ups for loops containing genr commands - Several fixes for reading and writing gretl session files - Function packages: add facility to append a sample script - Enhancements for GUI function-packager - File dialogs: try to ensure that focus falls back to the right window when such windows are closed 6/13/2008 version 1.7.5 - max() and min() functions: extend the syntax to allow a list argument - Reading CSV data: automatically substitute '_' for illegal characters in variable names - Support DESTDIR for make install - Add Weibull distribution to the various gretl probability distribution functions - Fix for parsing a restriction with leading numerical term - New functions: pdf, sdc, msortby - User-defined functions: allow a descriptive string to accompany each parameter, for use in GUI - Add $unit accessor to get a panel unit index - Add "--breusch-pagan" option to lmtest command (with --robust option to use the Koenker robust variance estimator); also add this test to the GUI - Fix some bugs in sub-sampling of panel datasets - Revise the GUI for setting the sample range for panel data - Improvements for panel time-series graphs - Fix bug in importing data with long numeric observation labels - printf command: allow matrices in place of scalars (e.g. using "%f" or "%g" conversion) - GUI script output window: add option of making output "sticky" (running a script appends to text) - Add log-axis option to GUI graph editing dialog - GUI program: add right-click popup menus to more windows - Fix bugs 1929957, 1922915, 1951681, 1954428, 1954838, 1960861, 1969680, 1972629, 1972613, 1980775 - Add guard against unmatched "if" in loops, functions and scripts - Fix bug: VARs and equation systems not getting removed as "last model" on exit from user-defined functions, which could cause strange errors in complex scripts - Fix for forecasts from equation systems displayed in the GUI program - Updates to some screenshots in the User's Guide - pca command: add --covariance option to base the analysis on the covariance matrix instead of the correlation matrix - corr command: document the --uniform option and add it to the GUI - Fix bug: loops inside conditionals inside a loop were not executing properly in some cases - X-Y scatterplot: add option of controlling for a third variable - hsk command: fix for the case where the model includes a dummy that is specific to a particular observation - arima specification dialog: add checkbox for basing standard errors on the Hessian - store, outfile, etc.: if the filename starts with "~/", expand this to the user's home directory, if possible - Search for data file collections: add the user's gretl data directory ("dotdir") to the path searched - "append" command: try harder to make this do what the user is most likely to want in the case of panel data - frequency distribution in GUI: allow choice of bin size, as with frequency plot - fixed effects estimation: print the average constant - eigengen function: make this behave as the manual says - OLS anova: add p-value for the F-statistic - Fix VECM forecast graph in GUI ("pre-forecast" fitted values were not integrated) - "open" command: add options for controlling importation from spreadsheets - add "set debug" option for deugging user-defined functions - GUI function package: add option to save the packaged functions as a regular gretl script - Fix bug in modification of LMF autocorrelation test (bug was introduced in gretl 1.7.4) - Script editor: add option to show line numbers - Native database windows: add right-click popup menu - Local function package listing: sort alphabetically - logit/probit: add code to detect perfect classifiers - "tabprint" model-printing command: add --rtf option to produce RTF output rather than LaTeX - Windows build: update to Lapack version 3.1.1 - Add quantile regression ("quantreg" command) - Add experimental support for importing data from an external database via ODBC - Add "normest" command to test a series for normality, with options of Doornik-Hansen, Shapiro-Wilk or Jarque-Bera - Model window, confidence intervals for coefficients: add option of changing the confidence level from the default of 95 percent; and similarly for confidence ellipses - Add facility for writing and executing R scripts via the gretl GUI - Durbin-Watson statistic: supply a larger table of critical values (thanks to Marcin Blazejowski and Tadeusz Kufel) 3/21/2008 version 1.7.4 - Fix for ADF-GLS test with missing values - Fix for detection of unit-diagonal matrix (oops!) - Merge fit and fcasterr commands with fcast - Add $fcast and $fcerr accessors for use with fcast - Autocorrelation test: use Kiviet's original 1986 formula for the LMF statistic - "system" command: enable naming of systems in the manner "sysname <- system"; enable forecasts; make parsing of identities more robust; enable TeX view/print in GUI; add new accessors $yhat, $sysGamma, $sysA, $sysB - "estimate" command: add --quiet option - remove obsolete command: multiply - Consolidate the commands corc, hilu and pwe into one new command with options: ar1 - Fix for the case of graphing 6 time series together - Fix bugs 1908139, 1909469 - Fix documentation of $stopwatch - Move handling of strings into "genr"; add strlen function - fdjac and BFGSmax functions: don't require that the function-call argument be wrapped in quotes - "corr" command: allow printing of ranked data for Kendall's tau as well as spearman (verbose option); also add a verbose check-box to the rank-correlation dialog - User's Guide: add a discussion of Arellano-Bond - Enable "delete" command for saved strings - Enable naming of matrix columns, via colnames function or the GUI matrix editor - Enable "dataset resample" in loops (experimental) - Runs test: enable the "--difference" option in the CLI; handle the case where positive and negative values are not equiprobable by default, but add an "--equal" option to impose the equiprobability assumption - Fix for "data error" in VECM autocorrelation tests (for now we'll just do Ljung-Box) - Fix sub-sampling bug (new in 1.7.3) 2/29/2008 version 1.7.3 - Fix for 64-bit platforms: don't use "long" as the C counterpart of Fortran 77 "INTEGER" - Make the rcond function available for asymmetric matrices - Enable the $yhat accessor for fitted values in equation systems - Add Italian function help to Windows build - Weekly to monthly data compaction: respect the user's choice of compaction method, as claimed - Add trimr matrix function (as in Gauss) - Extend matrix "division" a la Gauss - Disallow user functions with the same name as a built-in function - Update several screenshots in User's Guide 2/25/2008 version 1.7.2 - list-creation: add "dataset" option to use all currently available data series - Fix bug in recording result of TSLS heteroskedasticity test - Add sscanf command (a subset of C sscanf functionality) - Add shell capture for strings via $(shellcommand) - Paths stuff: add (non-configurable) "dotdir" to hold per-user automatically-created files - Fix bugs 1861010, 1868859, 1869271, 1870459, 1870973, 1871110, 1871135, 1873625, 1874601, 1881849, 1897648 - Rationalize frequency plot dialog - Add Help item to forecast dialog - Fixes for matrix "dot operations" - Fix breakage in graph color selector - Fixes for ODS spreadsheet importer - Document the --auto option for the "omit" command, and add a GUI handle for it - MS Windows and OS X packages: update to gnuplot 4.3 (CVS) - Graphing internals: use UTF-8 for internationalized strings - Models having an exact fit: block various invalid tests - det() function: fix for singular matrices - GUI script editor enhancements - Allow drag of database from databases-on-server window to local native databases window; also function packages from server to local function package window - Add basic support for the DF-GLS test via a new --gls option to the adf command - Add selifc and selifr matrix functions - Generalize several functions to accept matrix as well as series argument, e.g. quantile, diff, cum, resample - Add new accessors for TSLS test results: $hausman and $sargan - Many small improvements to the GUI - Add systematic documentation for the functions available in the genr command - Enable "append" command in loops - Ordered logit and probit: don't insist that the dependent variable has a minimum of zero - Windows installer: update GTK version, packaged zlib1.dll, and gtksourceview DLL. - Fix bug in arima auto-differencing, for non-seasonal order greater than 1 plus seasonal differencing 12/25/2007 version 1.7.1 - Add documentation for "set stopwatch" - Add movavg function to genr (not documented yet) - Add autocorrelation and heteroskedasticity tests for models estimated via TSLS - Add "dataset resample n" command to resample observations with replacement (not documented yet) - Add functions for matrix I/O from/to text files - Fix garch bug when p!=q - Fix bugs: 1848487, 1847908, 1850842, 1848039, 1840179, 1842439, 1841098, 1843664, 1835707, 1841107, 1841774 - Fix bugs in saving/re-opening restricted VECM models as part of a gretl session - Fix bug in CUSUM/CUSUMSQ plots for time series data frequency greater than 1 - Work around strange behavior of gnuplot 4.2 on Ubuntu - Reinstate user-level choice of "Windows-look" emulation - Reinstate user choice of menu font on Windows - Script editor: add right-click popup with menu items to comment/uncomment selected block of commands, and to execute a line or region - genr: fix for case where closing parenthesis is missing at the end of a formula - OS X: replace fftw library with an i386 build - Toolbar: use GTK stock icons where possible - Gnuplot commands editor: fix behavior of save button - Time series plot, more than one series: add option to show separate small plots - Output from script execution: reuse existing output window if it's left open - Add set variable "fcp" to use Fiorentini, Calzolari and Panattoni GARCH code - Add set variable for max iterations in a "while" loop - Fix bug: missing data handled incorrectly in ascii graphs - Removed obsolete genr function varnum() - Renaming session objects: move to popup menu - Saving text from output windows: give choice of saving to file, or as session icon - Commands allowable in loops: enable all but a fairly small subset - Shell command: when invoked in gui console, send output to gui console - Fix handling of "quit" when it's blocked by "if" 11/27/2007 version 1.7.0 - Add heckit estimator - Add estimation/testing for restricted VECM models - Fix for loop on empty list - Fix for remaining issues with apostrophes in graph titles - Fix for lists as arguments for user-defined functions - Fix for saved sessions after using Forecast menu items - Fix for long variable names in Model Graph menus - Improve formatting for nonparametric difference test - Improve formatting for "freq" command; also add --silent option for this command - Add ceil() and floor() functions in genr - Add "--p-values" option to show p-values instead of slopes for logit, probit models - Add options to GUI for xtab command (cross-tabulation); also add Fisher's Exact Test for 2 x 2 tables - Fix for graphing the time trend, and for graphs displaying more than 8 series - Fix for length of correlogram on weekly data - Fix for null matrix arguments to user functions in GUI - Fix for floating point values in "set" when using decimal comma - Fix for opening cross-sectional gretl data sets in R version 2.5.0 or higher - Fixes for autoregressive genr formula: speed-up, and fix bug when such formulae are used in an nls/mle block - Double maximum length to gretl command line to 8192 bytes - Gamma p-values: switch to shape/scale parameterization - Spearman's rho: fix for case with ties - Allow for syntax change re. missing values in gnuplot 4.3 - "corr" command: add --spearman and --kendall options - Rank correlation in GUI: add Kendall's tau option - Fix a few issues with extreme values in cdf, pvalue code - add gamma() function in genr to generate gamma random variable - Modify Locke's test to use Kendall's tau - Add ginv() (Moore-Penrose inverse) matrix function - Add multivariate Portmanteau test for autocorrelation in VARs (Ljung-Box) - Allow concatenation of multiple short-form options, as in "-rdq" - Modify retrieval of info from VARs: $coeff gets the matrix of coefficients, $compan gets the companion matrix - New accessor: $gmmcrit gets the GMM criterion for a model estimated via GMM - gretlcli: Ctrl-X exits without prompting for save - Databases: allow selection of more than one series for display, graphing, importing - Databases: allowing deletion of series from native gretl databases (if the user has write access) - New command, "dataset": subsumes the old "addobs" and "transpos", while adding new options - fftw DLL for Windows: fix a problem experienced on some Windows systems - Generation of random variables in GUI: use an interface consistent with that for p-values, critical values, etc. - Fix for XLS importer with non-zero column offset - Improve error detection and recovery for adding case markers from file - Graphs: try to respect line color choices when exporting to postscript and PDF - Small improvements to built-in data editor - ARMA: allow specification of particular AR and/or MA lags (int the non-seasonal component only) - Add importer for Open Document Spreadsheet files - MS Windows: update to version 2.12 of GTK runtime - MS Windows: update to gnuplot 4.2.2, and add switch in graph editing dialog to prevent anti-aliasing of lines - GUI linear restrictions dialog: fix bug whereby parameter names were not accepted - Saving databases: fix effect of --overwrite flag to do what the manual says - Databases on Windows: look in the gretl user directory as well as the system db directory - add argname() function for use in user functions - Panel, unit-weights: fix omit command - Fix bug in mailer dialog (crash when closed via window manager) 5/17/2007 version 1.6.5 - Fix new breakage in configuration of user directory - Updates to manual - Mark some more strings for translation - Add new menu set /Tools/Nonparametric tests, with GUI access to the "difftest" and "runs" commands - Add --difference option for runs command - Various small bug-fixes 5/13/2007 version 1.6.4 - Fix breakage in relation to the Windows registry - Fixes for accented characters in graphs, on systems with UTF-8 as the standard character encoding - Additional fixes for Polish text in graphs 5/10/2007 version 1.6.3 - Add facility for bootstrap analysis in GUI, for OLS - Model table: fixes for including panel models; allow up to 12 models; formatting enhancements - Fix bug in panel autocorrelation test (lmtest command) - Add fft() matrix function (Fast Fourier Transform) - Add cmult() matrix function (complex multiplication) - Add quantile() function in genr - Add production of restricted estimates to the "restrict" command as applied to VECMs - Multiple fixes for session icon handling - LAD models: print the median of the dependent variable - Matrix properties window in GUI: add an indication of whether or not a square matrix is idempotent - Panel data, pooled OLS model: when robust standard errors are chosen, use the Arellano-type HAC estimator (well, it's HAC when the time-series dimension is small); also offer Beck-Katz Panel Corrected Standard Errors - Apply the above to tsls in a panel context also - Panel data, "summary" command for single variable: show the within and between standard deviations - Add "--quiet" option to lmtest command (don't print the auxiliary regression) - Observation labels: ensure these are properly XML-encoded when saving a data set as gdt - Fix bug that could cause a crash when exiting the program on MS Windows - Fix bug: crash when saving a graph as an icon, when the icon window is currently displayed - Fix an encoding issue with the command-line help files on platforms where the default encoding is UTF-8 - Correlation matrix: try to be smarter in face of non-aligned missing observations - CSV data: add support for Mac-style text files - "loop" command, "progressive" option: fixes for the case where this is invoked for loops other than the simple "count" type - Further optimization of gretl_matrix functions - Various modifications to the configuration process 3/24/2007 version 1.6.2 - Add Poisson distribution to p-value finder - Fix breakage in GUI "graph page" apparatus - Graph page: give color / monochrome option - Bivariate scatterplots: give the option of showing various sorts of fitted line: linear, quadratic, inverse or loess - Monochrome EMF graphs: make sure point types are distinct for different series - Internal clean-up of the graphing code - Make frequency plots more configurable via the GUI - Fix memory leaks in GUI graph editor dialog - Bugfix: estimating models inside nested functions could cause a crash - Session icon window: don't display temporary matrices, generated within functions - Icon window: fix display on one-character object names - Fix memory leak when generating some sorts of matrices - Add option of using Parzen or Quadratic Spectral kernel (the default is Bartlett) when computing HAC covariance matrix - Add a toolbar to windows that display lists of files - Several fixes and enhancements for function package editor - Fix for "omit" command in relation to arbond estimation - Correlation matrix, etc, in GUI: don't disable menu items if only one variable is selected - System estimation: fix breakage of the "save=" mechanism for residuals and/or fitted values - gmm: improve syntax handling for orthogonality conditions - Update the API documentation (still very much incomplete) - Update gnuplot to version 4.2.0 in the Windows installer 2/26/2007 version 1.6.1 - Revamp for internal "genr" mechanism plus some user-visible changes to genr - Make the "delete" command do what the manual says - Doing "Edit attributes" on a newly generated variable: you can edit the formula and hence change the content of the variable - Displaying table of summary statistics for multiple variables: allow slightly longer variable names before falling back from combined tabular format to individual tables - Sorting variables in main window: always revert to sort by ID number after making changes (e.g. loading a new dataset) - Main-window variable listing: don't always jump to line 1 after making changes - When you "Save as" in the Command log window, ensure that all the regular script-editing signals are properly connected (e.g. the state of the Save icon responds appropriately) - "dummify" command: add options --drop-first and --drop-last; make --drop-first the default when the dummify() construct is used in a regression list - Add ordered probit analysis for the case where the dependent variable is discrete but not binary - Add computation of generalized residuals in various estimators - Revamp Tobit estimation: use BFGS instead of BHHH, allow --robust option and add normality test - Fix some bugs and inconsistencies in relation to the Ljung-Box statistic and ACFs - Fix bug in the Baxter-King filter routine - Add the CUSUMSQ test alongside CUSUM - Add test version of Arellano-Bond dynamic panel data estimation - Fix bug in GUI spreadsheet in relation to adding variables - Fix bug in restricting the sample in the GUI, for the case where's there's already a restriction in place - QLR test: add time-series graph of F test - new command "xcorrgm" for cross-correlogram of 2 variables - Add bivariate normal to cdf() - New modular engine for garch estimation (no user-visible changes for now) - Make window size for semiparametric estimators of the fractional integration parameter adjustable by the user - Make the number of bins for a frequency plot adjustable via GUI - Add facility to generate Binomial and Poisson random variables - Row format for tabular output of models in TeX: make this configurable - Add several matrix functions - Add nonlinear GMM estimation (experimental) - Numerous small bug-fixes 9/13/2006 version 1.6.0 - Revamp mechanism for saving sessions in gui program (we now save sessions as zipfiles containing XML representations of any models that have been estimated) - Add "native" exact ML estimation of ARMA models using the Kalman filter - Saving data in native gretl format: make gzip compression the default - Add some basic functionality for analysis of discrete variables. New behavior of frequency distribution, plus new commands: "discrete" (interpret variables as discrete), "dummify" (create a set of dummies coding for the values of a discrete variable), and "xtab" (cross-tabulation of two discrete variables) - Don't add an extra newline at the end of plain text data files (e.g. CSV) - "restrict" command for single equations: add a printout of the restricted coefficient estimates and standard errors - Add mechanism for packaging user-defined functions so as to make these available for other users; also add a mechanism for downloading such packages from a server, and for uploading new packages to the server - Redefine the weight variable in gretl's "wls" command, for better compatibility with other programs: the weight var is now defined as the series of diagonal elements of the weighting matrix, so existing gretl scripts that use wls should square the old weight variable - Don't print the "model has no constant" message, and do not use special methods to calculate R^2 and F, if the set of regressors spans the space of a constant - Indexing of coefficients in "restrict" command: standardize on using a 1-based index in all contexts - Revamp panel data estimation: redefine the "panel" command for fixed- or random-effects estimation, rename the old "panel" command as "paneldat"; refine calculation of Hausman test statistic - Lags in main window: make these visible under their parent variable, via a "twisty" triangle - Revamp multiple-precision models: add more statistics, and make them available for capture via genr - Revamp test for differences of two means in the GUI hypothesis test calculator - Imposing panel structure on a data set: add the option of defining the structure by reference to two index variables, one for the unit and one for the period -- this is implemented in the "setobs" command and the GUI data structure wizard - Add --robust option to nls command (nonlinear least squares) - Add --hessian and --robust options to the mle command, which respectively produce a covariance matrix based on the Hessian and a QML sandwich estimator of the covariance matrix - Add Quandt likelihood ratio (QLR) test for structural break - ADF and KPSS tests: add option to difference the selected variable before testing - Delimiter for "CSV" files: add semicolon to the list of options - VECMs: make Johansen's alpha and beta retrievable as matrices with identifiers $jalpha and $jbeta - Several bug-fixes for the matrix manipulation facility, plus a few new functions (meanr, meanc) - GUI menus restructured and polished - Add facility for multiple time-series graphs from the GUI - Revamp the "--ten" option for printing variables to 10 digits: replace with a configurable "--long" option - Graph editing dialog: make the line width configurable, and also make the preferred line width settable per variable in the "Edit attributes" dialog - Data import and export: add option for reading and saving data in JMulTi format - Databases: add capacity to read PcGive in7/bn7 databases - Gretl command minibuffer: model commands now produce GUI model windows (for single-equation methods) - QR decomposition option: fix the F-statistic values produced for autoregressive models - pvalue() function: always return the right-hand value, but add a complementary cdf() function that always gives the left-hand value - NIST linear regression test suite: re-express accuracy in terms of log relative error, plus other enhancements - Generating random variables: add option to generate t and chi-square values in GUI; add option of setting the PRNG seed to the GUI variable-generation dialogs - Time-series filters: Add Hodrick-Prescott and Baxter-King filters as a GUI menu item, along with simple moving average and exponential moving average - Engle-Granger cointegration test: improve printout, add option to test down for the lag order, and fix an issue with the selection of the MacKinnon p-value for this test - Tobit: enable handling of missing observations for this estimator 3/24/2006 version 1.5.1 - Add matrix manipulation functionality - Fix translation bug for VAR menus - Fix bug in assignment of values returned from user-defined functions - Small fix for helpfile formatting - Add calculation of Gini coefficient and Lorenz curve to GUI Variable menu - Provide option of including seasonal dummy variables in Dickey-Fuller tests - Add two more "genr" functions: qnorm (quantiles of normal distribution) and gini (Gini coefficient) - Fix some bugs in handling of named lists, and start documenting this properly - Enforce use of '.' as decimal separator in genr formulae - Fix filename encoding issue with opening of CSV files - Eliminate deprecated command "sim" - Extend maximum length of variable names to 15 characters - Disable "shell" command by default (it can be enabled under /File/Preferences) - Change the names of the internal variables coeff, stderr and rho to $coeff, $stderr and $rho - Add various keyboard shortcuts to main window, including Alt-X for a "gretl minibuffer" a la Emacs - Time series model menu: add option for selecting optimal lag length for a VAR, based on information criteria - VARs: add a "Tests" menu item to GUI VAR window, permitting tests for omission of exogenous variables (if any) - Model window, Graphs menu: if the data are time series, add options to view the correlogram and periodogram of the residual from the model - Add Hannan-Quinn criterion in all contexts where Akaike and and Schwartz criteria are shown - Various fixes for model selection dialog - win32: fix the issue whereby copy-and-pasted EMFs had a large margin to the top and right - win32: fix opening of files with non-ascii characters in their names - XLS and Gnumeric importers: supply automatic varnames if no variable names are present - ARMA: Alter presentation of parameter estimates (call them "phi" and "theta"); provide native multiplicative seasonal models - Fix issue with spectrum plot when the order of magnitude of the series is very low - Introduce "set" parameters for tweaking the BHHH algorithm convergence criteria - Add GUI lag selector - VARs: add numerical output to VAR roots plot - Allow commands like var and arma to be specified with a scalar variable as order - Add "dsort" command for reverse sorting - Enhance and robustify script capabilities 12/15/2005 version 1.5.0 - Add VECM (Vector Error Correction Models) for time-series data - Add confidence ellipse option for two coefficients, in model window menu - New command "mle" : a general-purpose maximizer of log likelihood, using the BFGS algorithm -- works much like the "nls" command, taking a user-specified log likelihood function as input, along with (optionally) derivatives of the log likelihood with respect to the parameters - More XLS importer fixes - Add support for seasonal ARMA; add "sdiff" command (and corresponding function in genr) for creating seasonal differences - Add capacity to produce time-series graphs with panel data sets - Accommodate custom time-series frequencies - Johansen cointegration test: extend to cover all 5 cases, produce a fuller report (loadings, long-run matrix) - Add bootstrapped confidence intervals for impulse responses in VAR models - Add test for multivariate normality of VAR residuals - Add autocorrelation and ARCH tests for VAR equations - Add printing of cross-equation covariance matrix for VARs - Add combined plot of residuals for VARs - Add combined impulse response plot for VARs - Add log-likelihood, AIC and BIC for VARs - Add inverse roots plot for VARs (Jack Lucchetti) - Add log-likelihood for models estimated via OLS - Add "robust" option for logit and probit (compute QML or Huber-White covariance matrix) - Add "robust" standard errors option for WLS - Remove overly verbose notification dialogs - Add importers for Eviews workfiles and Stata .dta files - Editable windows: show Save button as disabled if there's nothing to be saved - Model selection dialog: ensure that the selected regressand is not also listed among the regressors - Graph editing: make several more types of graph editable - Graph saving: add PDF option if it's supported by gnuplot - Main window: don't show generated lags in the list of variables - ARMA: remove the ARMA item from the Variable menu (it's still there in the Model menu); revamp the X-12-ARIMA driver so it can handle models with exogenous regressors - gretl graph page: add option to save as TeX source - TeX: enable pdflatex and viewing of TeX output in PDF form (to use pdflatex, enter this as the name of the program to compile TeX files under /File/Preferences/General/Programs; this is now the default on Windows) - Add "Send To" (email) functionality for data files and scripts - "store" command: take file type from filename suffix for ".R" (GNU R format), ".m" (Octave format) and ".csv" (comma- separated) - Add new "set" variable, "csv_delim", which sets the delimiter used when exporting data as CSV -- valid options are "comma" (the default), "space" and "tab" - Add a new option for CSV export, "--omit-obs": suppresses the printing of a first column containing the observations - X-Y graphs: display equation of fitted line when a fitted line is shown - X-Y graphs: when fitted line is shown, add "OLS estimates" menu item to see details of the simple regression - Graphs with labeled data-points: give option of showing all labels (for n < 55) - Windows displaying two to five data series: add toolbar option to sort the data, with choice of variable by which to sort - Test statistic calculator (Utilities menu): besides the entry of numerical values for sample statistics, enable the calculation of sample statistics based on selection of variables from the current data set, with or without sub-sampling restrictions - Revamp the "online" (plain text) help system - Split gretl manual into a User's Guide and a Command Reference and update both parts 06/30/2005 version 1.4.1 - Fix horrid unnoticed breakage in bhhh_max (broke both arma and tobit, big mess) - Add utf8 validation/conversion for database descriptions (Banco de Espana databases) - Allow dynamic forecasts with models estimated via corc and similar 06/29/2005 version 1.4.0 - Revise definition of functions in gretl scripts (a backward- incompatible change) in the interest of more structured programming - Introduce named lists as a type that can be created and manipulated - Big revamp of forecasting code. Make forecasts available for all types of models; give a choice of static versus dynamic forecasting where relevant; make forecast standard errors available in more cases - Increase max length of gretl script command line to 4095 bytes - Add support for decennial data - Fix for finding TrueType graph fonts on Windows 2000 - Add new "set" option: "horizon", to configure horizon for impulse responses in context of VARs; also add dialog box to set horizon for impulse response graphs in GUI - Disable autocorrelation and ARCH tests in gui model test menu, in case of cross-sectional data - Add Local Whittle Estimator for fractional integration, in context of periodogram command - Add fracdiff function (fractional differencing) to the genr command - sort function in genr: save sorted case markers if the dataset has case markers - Bug fixes for data editing spreadsheet - Another bug fix for the XLS importer - In correlogram (acf) output, show calculated 5% critical value - Correlogram: acf calculations should not use more than 20 percent of the available data by default (Tadeusz Kufel) - Fix bug in Tobit command in the gretl GUI - "omit" command: add asymptotic Wald test for joint significance of omitted variables, for estimators other than OLS - ADF test: allow greater lag length if the data permit - Add facility to import GNU Octave ascii data files - Improvements to formatting in Spanish translation - In statistical tables utility, add a bit more information for Durbin-Watson and improve formatting - smpl --restrict: make it not an error if the restriction has no effect (drops no observations) - Confidence interval for coefficients, GUI model menu: make available for all models - Add matrix of actual and predicted outcomes to the printout of results for discrete models - Improvements to many dialog boxes - Numerous small bug-fixes 03/14/2005 version 1.3.3 - Add "poisson" command (thanks to Jack Lucchetti) - Fix memory leak in VAR command with impulse responses, in the command-line program - Fix bug: possible crash in "loop foreach" if an invalid variable name is given - Fix bug: "display data" broken in gui program for long datasets ("press a key to continue" mechanism was invoked erroneously) - Fix bug: wrong variable shown when you select "Display actual, fitted, residual" for a GARCH model - Fix bug: hausman test for pooled model would crash if there were not sufficient degrees of freedom to estimate the group means model - Fix bug: crash if default data and script files not installed with program (thanks to Ignacio and Dirk for finding this) - Fix bug in genr: unary minus could be wrongly handled within the argument to a function - Fixes for appending data (make more flexible: allow appending of observations and/or variables) - Fixes for cointegration tests: improve dialogs and prevent crash on selection of just one variable plus the constant - Fix naming of Mahalanobis distances variable - Respect omission of constant from an ARMAX model - Graph control dialog: add one-click option to force use of a single y axis - New: in case of AR(1) estimation (Cochrane-Orcutt and similar), if a lagged dependent variable is included then we automatically use the procedure set out in Ramanathan, 5e, p. 450, to generate consistent estimates of the standard errors - Fix: gui menu items for test of equality of means, with equal or unequal variances: these were hooked up in reverse - corc, hilu and pwe AR(1) commands: make these available in loop mode - add "quiet" option for the commands adf, kpss and wls - add "simple-print" option for ols command (just print the coefficient table, with no auxiliary statistics) - add "mahal" command: calculate Mahalanobis distances given a set of variables; also available in GUI via right-click popup menu when more than one variable is selected in the main window - genr command: $nvars gives the number of variables in the dataset 01/28/2005 version 1.3.2 - Fix bug in auto-determination of lag in ADF test: was looking at the wrong coefficient in some cases - Fix bug in VAR impulse responses: could get messed up by missing values that differ across series - Fix bug: crash on generating LaTeX tabular output for a model estimated using robust standard errors (format string issue) - Fix bug: the session "graph page" was not appearing even when a valid latex executable was available - Fix bug: gretl console would not respond in case of an error when executing a command loop - Fix bug: the "restrict" command failed in the GUI program when not applied to a named equation system - Fix bug: printing "-inf" for AIC and BIC in case of a perfect linear fit - Fix various issues in relaton to nested loops (for example, where the control variable for a given loop is not yet defined at compile time, but will be defined in an embedding loop) - Fix sort-of bug: possible runaway generation of graphs in response to some loop commands - Improve efficiency of test for existence of helper programs on Linux/unix - Add auto-lag option to the GUI dialog box for the ADF test - Remember the options selected in the ADF dialog from one invocation to the next - Help files: include menu-path information in the GUI help file as well as the script commands help - Provide a mechanism for retrieving the value and/or p-value from the last statistical test performed (via the special variables "$test" and "$pvalue" in genr) - Perfect collinearity: try to detect this, and remove one or more redundant variables from the regression list if need be - "label" command: if only a varname is given, print the variable's current label, if any - "genr unit": generates an index variable for the cross-sectional units in a panel dataset (panel data only) - Add "hurst" command (and GUI menu item) to compute the Hurst exponent (a measure of long-term persistence used by Mandelbrot) for a given series - Remove unused GUI popup menu item "Simulate..." - Updates to documentation (manual and helpfiles) 01/19/2005 version 1.3.1 - Add new dataset structure "wizard" in place of the old dialogs for setting frequency, starting observation and time-series or panel interpretation of the data - Add FIML and LIML estimation to system command; also add LR over-identification tests for these systems - Add Hansen-Sargan over-identification test for SUR and 3SLS system estimates - Add "--iterate" option for estimation of systems via SUR and 3SLS - Add "estimate" command for equation systems, and modify the "system" command to allow the user to define named systems - Add gui configuration for robust standard errors options - VAR dialog: add options for robust standard errors, and for the printing of impulse responses - Add univariate kernel density estimation (under the Variable menu in the gui program -- no script counterpart) - Purge the lesser-used model selection statistics, and use the original formulae for AIC and Schwarz's BIC - Improve feel of data editing spreadsheet, gtk2 version - Model dialog box: allow shifting of regressors with middle- click of mouse - Add groupwise heteroskedasticity test for panel data - Extend handling of missing observations in panel context, including case of unbalanced panels (to some degree) - Fix for appending observations (built-in spreadsheet): plotting vars were not being automatically extended - Fix for deleting variables: don't show the "variables have been renumbered" message if the only vars to be renumbered are hidden ones - Fix newly introduced bug in time-series graphs: don't show two y axes if only one is actually used - Fix for johansen cointegration test: don't crash if the user puts the const into the list of variables - Fix bug in forecasts with standard errors, for case of missing observations - Fix bug in reading of CSV files: crash if variable names were not found, but observation markers were found - Add new option under Sample menu, "Transpose data" (for data that were read in "sideways" from, e.g., a CSV file - Fix bug in ADF p-values for locales which do not use '.' as the decimal point - Add BIC (Bayesian Information Criterion) to the list of model statistics that can be retrieved via genr (internal variable $bic) - Add Baxter-King bandpass filter (bkfilt function in the "genr" command), thanks to Jack Lucchetti - Add Kmenta (1986) dataset and script, for a further example of system estimation - Add script to replicate Perron (1997) testing for unit roots with a structural break at an unknown point - Add an emacs file, utils/emacs/gretl.el, offering an emacs major mode for editing and running gretl scripts. 11/15/2004 version 1.3.0 - add "append" command, to append data to the current dataset, as in the gui File/Append data - add KPSS stationarity test ("kpss" command, Jack Lucchetti) - fix bug: data importers were accepting duplicate names for variables - XLS importer: handle string formulas; fix handling of large string tables (SST and CONTINUE records) - fix bug: error in printing of model selection statistics for very large or small values on Windows - fix bug in running scripts from the gretl console: file was not closed when an error was encountered - fix bug in Prais-Winsten estimator - fix bug in influential observations printout, for non- English locales - revamp the Dickey-Fuller test functionality, with more options, clearer presentation (I hope), and p-values using James MacKinnon's code (JAE, 1996) - fix panel data bugs: observation strings were broken for frequency greater than 99, and the "panel" command did not obey the "cross-section" option (thanks to Mihai Nica for the report) - frequency plot, against gamma distribution: add Locke's nonparametric test for the null hypothesis that the variable in question is gamma - add facility to generate cross-sectional unit dummies with panel data ("genr unitdum") - add facility for nesting loops and fix some loop bugs - fix some bugs in LaTeX equation display - fix some breakage in online help system (e.g. for boxplots) - add support for Latin 2 characters in gnuplot graphs - add support for compacting daily data to weekly or monthly - add support for daily data with a 6-day week - fix for SUR systems with differing numbers of regressors across equations (thanks to Jack Lucchetti) - improve convergence of GARCH function (Jack Lucchetti) - make tobit command robust with respect to the scale of the dependent variable - add stack() function to genr command: creates a stacked series from a comma-separated list of series, or a range of series as in stack(x1..xn) - add a genr "special": genr markers = ... can be used to manipulate the observation marker strings -- details in panel.pdf - support "genr varname[obs] = ..." for setting individual observations in a series - Text/CSV data importer: handle calendar dates for non-daily data; handle description appended after the data - add "vif" command to calculate Variance Inflation Factors for independent variables in a regression; also available in the model window under Tests/collinearity - switch to St Louis Fed database as gretl "sample" database (the BCIH database is getting too out-of-date) - add the Anscombe Quartet to the gretl data files - add Mankiw, Romer, Weill (QJE, 1992) dataset and replication script, also Nelson and Plosser dataset - on Windows, make EMF graphs respect the user's choice of plotting colors (required a modification to gnuplot) - add option to save graphs in EMF format - various minor gui fixes and enhancements - update Windows version to glib 2.4.7 and gtk 2.4.13 - start adding user-defined functions - add mechanism for customizing gretl's tex preamble 7/23/2004 version 1.2.9 - fixes for LaTeX printing of autoregressive models - correct Spanish help strings - fix font problem for some objects in session window - fix for exporting time-series data to R version 1.9 - add option to export data to PcGive .dat format (thanks to Michal Kurcewicz) - enable TRAMO analysis of annual time-series data - Windows version: ensure user directory gets created! This was broken in gretl 1.2.6 and 1.2.7, which could produce strange-seeming problems. - hccm command: ensure that the F-stat shown for the model is based on the robust covariance matrix; also ensure the robust F-stat is used when robust standard errors are selected with the ols command - add start-up option to dump gretl configuration to a text file ('-c' or '--dump') - small fixes for nonlinear least squares - Replace fixed IP address for database server with hostname - Fix for copying material from gretl using Ctrl-C on Windows - Update Windows version to gtk 2.4.3 runtime - add "restrict" command for general Wald test of linear restrictions on a model - add "ok(x)" as a short synonym for "!missing(x)" in the context of the genr command - change smpl behavior: restrictions now cumulate by default - add "smpl" option: "--replace" makes a sample restriction start from the full dataset rather than cumulating with any previous restrictions (note: this was the old default) - another new "smpl" option: "smpl 100 --random" selects 100 observations from the dataset at random - allow the "--robust" option to the "var" command - fix for effect of Up/Down keys in main gretl window - gretlcli in batch mode: pass "#"-style comments through to the output - fix HCCME bug: used way too much memory with large data sets - add a new "set" option, "force_hc": if set to "on", then the robust option to ols always produces plain HC standard errors, not HAC (by default, HAC is used with time-series) - profile and optimize some gretl_matrix functions - allow specification of consecutive lags in a regressor list using a shortcut of the form "x(-1 to -4)" - fix some subtle genr bugs, and some breakage in the nls command following earlier changes in genr - small configure fix: try harder to find libpng if wanted version 1.2.8: a "test-only" version, with some of the features of 1.2.9, depending on the date of the build. 6/13/2004 version 1.2.7 - add Italian helpfiles (thanks to Cristian Rigamonti) - update Spanish helpfiles - add start-up option "-e" or "--english" to force use of English strings when LANG would indicate translation (also recognize environment variable GRETL_LANG: if this is "english" or "C", run in English) - allow for missing values (silent) in audio graphs - add a few keystrokes to the main gretl window: 'a': audio (read list of variables) 'x': stop audio 'e': edit attributes of current variable 't': plot current variable - make start-up tests for tramo and x12a less verbose - fix bug in deletion of scalar variables from the dataset - fix bug in built-in spreadsheet: clicking in a blank column could crash gretl - fix broken behavior of built-in spreadsheet for gtk 2.0.X versions - fix various bug and typos in documentation - build tweaks for OS X - make available a pre-built disk image for OS X 5/25/2004 version 1.2.6 - add Hodrick-Prescott filter, as "hpfilt" function in the genr command - revamp xls importer: should now be substantially more robust - begin adding experimental audio graph feature for visually impaired users - improve handling of non-ASCII characters in data files - fixes for Spanish help files - more fixes for build process - GNU Octave data export: write all data as single matrix - fix printing of "periods" in periodogram output (thanks to Tadeusz Kufel) - fix generation of periodic dummy variables for daily data (again thanks to Tadeusz Kufel) - with gtk >= 2.4.0 on Linux, use the new gtk file chooser - update the Windows gtk version to 2.4.1 5/04/2004 version 1.2.5 - fix problem with acf and pacf calculations - add Prais-Winsten estimator for AR1 models ("pwe" command) - fix bugs in gretl "graph page" - fix some translation bugs - fix headers for compilation on Mac OS X - fix bug in lmtest option handling - make Excel importer a little more robust - bug fix for saving data files with very large number of variables (tested with 548) - bug fix for "diff" and "ldiff" commands with panel data in the form of stacked cross-sections - plain text output: give option of copying as RTF (puts the output into Courier New at 9 points) - in gui, disallow deleting variables when sub-sampled - setobs command: be more flexible in regard to the format of the "startobs" field - saving text files: try to improve handling of CR/LF - minor fixes to model printing - gnuplot fix: make copy-and-paste into Microsoft applications work again (this was broken by an MS security update of April 13, 2004) 3/30/2004 version 1.2.4 - Add ARMAX models: ARMA with exogenous variables - Add GARCH models, using Fiorentini-Calzolari-Panattoni approach (Journal of Applied Econometrics, 1996) - Add "resample" function to genr, for bootstrapping test statistics - Loops: allow use of a variable name rather than a number to control a "number of times" loop - Fix genr bug: problem with an undefined varname in a lag context - Fix bug: when saved via the objectname mechanism, arma models were appearing both as saved models and as saved text - Fix bug: autocorrelation test from model window Tests menu was broken by new options mechanism - Fix bug: "--verbose" option for Johansen test was broken - Fix curious Windows bug: line-endings in scripts were not recognized in some cases - Improve path-searching for data files - Beef up error-checking on opening of native gretl data files - Improve error-checking on pvalue command - Fix for Excel importer: allow more than 16K rows - Error-checking for new varname in genr - Add robust standard errors/VCV for tsls command - Allow use of wls command in a loop - CSV import: add automatic conversion of string variables to code numbers - Add Three-Stage Least Squares (system type=3sls): this is still at the testing stage 2/24/2004 version 1.2.3 - Add Tobit model command, with a new plugin (thanks to Jack Lucchetti) - Add color selector for the histogram in frequency plots - Allow appending/merging of gretl-format data in GUI program - Fix bug: genr was broken for some special cases of repeated function calls - Fix bug: normal pvalues were being shown as zero for large |z-scores| > 9.0 - Fix bug: the NIST checker plugin was broken for locales that use ',' as decimal point - Daily data: construct a special plotting variable so daily time-series can be graphed better; also allow for 4-digit years in daily dates (YYYY/MM/DD) on input; also fix "genr" so that dummies can be constructed as in "genr dum = t < 1987:10:19" (note that the slashes must be replaced by colons in this context) - Text objects: in scripts and the gui console, many commands can now have their output diverted to a saved object (e.g. "ADF <- adf 1 Ct"). As with models and graphs, these objects appear in the Session icon window, and they can be displayed and freed using objectname.show, objectname.free - Make the model table available via script and gui console (new command "modeltab") - Add "graph page" in session view: allows the user to create a page (which may then be viewed and printed) containing up to eight graphs (requires latex, dvips and a postscript viewer) - Add an OLS option, "-r" or "--robust", which calls for the use of White's robust standard errors (HC0) in the case of cross-sectional data, or HAC in the case of time series data. Details can be configured using the new "set" command. - New command, "set", for configuring some program parameters via script or console - Fix bug: latent problems when adding an observation to the working dataset - Fix bug: set the frequency and starting observation could fail when the local decimal point is not '.' - Fix: make the genr functions "coeff()", "stderr()" and "vcv()" work to retrieve statistics from ARMA models - Fix bug: when appending CSV data to an existing dataset, could get uninitialized values at the end of the series - Allow backslash-continuation of long commands in the gui console - Updated help files and manual 2/2/2004 version 1.2.2 - Make AIC retrievable via genr ("genr foo = $aic") - Fix brokenness in RTF printing/copying of ARMA models - Add calculation of modulus and frequency for ARMA roots, and add printing of these to LaTeX and RTF output - Fix bug in accessing critical values of F (Utilities menu) - Add DFFITS values to the "influential observations" model test; also expand the help entry for this - Add a little explanation of Johansen cointegration test results to GUI helpfile - Fix bug: when you go to save data imported from gnumeric, the suggested file suffix should be changed to ".gdt" - Fix bug: when importing data from Excel with a non-zero row offset, respect the offset when checking for date strings - Fix bug: adding a variable to the built-in spreadsheet (GTK 2 version) when there are already 6 variables shown - Fix bug: handle quotation marks within descriptions of variables (XML encoding) - Fix bug: bad behavior when you put an Excel file to open on the gretl command line, then cancel the import - Fix bug: X-Y plot with "factor separation" went wrong in some cases (spotted by Ignacio Diaz-Emparanza) - Fix bug: weighted least squares with a dummy variable for the weight crashed gretl when using QR decomposition - Fix bug: a syntactically incorrect "genr" expression could lead to a crash (thanks to Steve Walesch for spotting this) - Fix bug: set panel structure dialog very messed up in the gtk-1.2 version of the GUI program - Fix bug: Sorting variables by ID in the main window did not work correctly for more than 9 variables 1/22/2004 version 1.2.1 - Add Cristian Rigamonti's Italian translation - More flexible and general support for collections of data files or script files - Add support for the data files from Davidson & MacKinnon, Econometric Theory and Methods (ETM) - Make the NIST linear regression test suite available via a plugin - Add ARMA model to the variable menu (plus "arma" command) (thanks to Jack Lucchetti) - Fix bugs with displaying a TSLS model in the GUI program - Fix bug in display of actual, fitted and residuals in GUI program - Fix occasional bug in copying data to clipboard as CSV - Add a mechanism for configuring gretl as a networked application under Windows - Small fixes for data importation - Don't overwrite CSV datafiles with gretl format data - Add a logistic model command and menu item - Fixes for reading of recent RATS databases (thanks to John Frain for a useful bug report) - Some updates to the manual and help files - Enhanced LaTeX equation output (thanks to Alan Isaac for the suggestion) - Fixes for several nameless bugs - Various GUI tweaks 12/14/2003 version 1.2.0 - add "rename" command (rename a variable) - add "printf" command for generating formatted output - "delete" command: add the ability to delete specified variables, identified by name or number - add "eval" command: syntax as in a "genr" formula; the result of calculation (or retrieval) is printed then discarded, not added to the data set as with genr - Replace the internal workings of "genr" so that it can calculate dynamically (e.g. "genr y = .6*y(-1) + u"), which in effect makes the "sim" command redundant - Make principal components analysis available via the GUI - Improve formatting of descriptive statistics output when only one variable is selected - Allow adding of "influence" values (calculated by the "leverage" test) to the data set in the GUI program - When adding a variable to the dataset from a model window, give the user a chance to edit the name and description - Windows: add option to emulate Windows look (via WIMP) - add "--no-restore-data" to R invocation - Fix for launching R from gretl on Windows XP - Improve creation of time-series datasets for use in R - Fix problems created by tabs in the command line - Two-stage least squares: add list of instruments to printout of model results; fix crashing bug in printing covariance matrix of coefficient estimates - Improve the mechanism for detecting the presence of a lagged dependent variable in a regression list; also show the Durbin-Watson stat in addition to Durbin's h when a regression includes a lagged dependent variable - Fix bug in graph editing for non-English locales - genr command: add facility for using date strings in boolean comparisons, e.g. "genr dummy = t > 1973:4" will work for quarterly data - Allow '#' comments in loop constructions - sim command: allow omission of starting and ending observations, to simulate over the full sample range; also allow the use of a minus sign to get the negative of a variable - VARs: add facility to separate deterministic terms such as trend and dummies from the other variables in the regression list; add Durbin-Watson statistic to model printouts; add impulse responses and variance decompositions - Improvements to data-editing spreadsheet in gtk-2.0 version - New, improved dialogs for setting the sample range and sub- sampling using a dummy variable - Add color selection to the graph editing dialog and improve the mechanism for selecting a graph font (only applies if gnuplot has the "new" PNG driver, i.e. gnuplot 3.8) - Graphs: add option of removing the top and right border lines, if the graph does not have a "y2" axis - minor fixes to the build process - updates to gtk-1.2 GUI (make more consistent with the gtk-2.0 version) - Allow for renaming of saved session models and graphs in gtk2 version of program - Add a "lite" version of gtksourceview to the gtk2 source package - Add recognition of dated daily data in importing from ASCII: dates must be like 89/12/31, i.e. YY/MM/DD - Loops governed by a convergence criterion: set a failsafe maximum number of iterations, namely 250. This can be altered by setting the environment variable GRETL_MAX_ITER - Update to gcc-3.3.1 and mingw-runtime-3.2 for Windows build 10/31/2003 version 1.1.6 - Test release for Fedora (Linux) packaging 10/24/2003 version 1.1.5 - Updates to manual - Gtk2 version: Make selection dialog tall enough for wls, tsls and ar model selections - Model window, graph menu: if there are two independent vars, offer the option of a 3D fitted/actual plot - Set sample range: in this dialog, give as default the current sample range, not the full data range - When a session uses data imported from a database, be smarter on saving the session: ensure the script includes a command to open a datafile (get this saved first if need be) - Database browser window: close this when a database is selected - GUI model windows: allow drawing of graphs relating to model data, even if the sample has been changed since the model was estimated - Model table: make a LaTeX preview available - Windows installation: fix typo in name of uninstaller program in the Programs menu - Windows version: bug fixes and enhancements for gretl_updater, and add a simple logging mechanism to aid in trouble-shooting - Windows: add the ability to print a gnuplot graph directly - ols command: add '-q' (quiet) option to suppress printing of results (and add notice of this to gretlcli.hlp) - Consolidate "webget" code -- one version for all uses - gtk2 version: replace "system()" calls with g_spawn() - Add model selection statistics to output of adf command - Improve recognition of dated data when importing from Excel or Gnumeric - Add an error message for an attempt to run TRAMO when the sample size is > 600 - Fixes for reading of plot range info in graph window in non-English locales 10/06/2003 version 1.1.4 - Make auto-entry of varname for sampling with dummy smarter - Fixes for display of data values with huge datasets - Fix to handle "weird" cases in plotting frequency distributions - Auto-detect gnuplot's ability to use "filledcurve" style - Translate a few untranslated strings in gtk-1.2 version - Graph labels: make 3 labels configurable rather than just 2 - Editing gnuplot commands: fix for accented characters - Reading CSV files: fix bug in parser for date strings - NLS: ensure messages printed to the console are not in utf8 - Loosen up a little on "Appending" data: allow for the situation where the sample range for the added data is not identical to the original range - Fixes for printout of fitted, actual and residual, and for forecasts with standard errors, in the case of missing data - Fix to gtk2 data spreadsheet (quell warning on appending an observation) - Data spreadsheet: give a warning on close if there are unsaved changes - Improvements to printing of data values in certain numerical ranges - Import of CSV or plain text data: if no variable names are given, construct them automatically ("v1", "v2", etc.) - 3-D plot command: fix for localized decimal point, and use rxvt to control gnuplot if xterm is not available 10/01/2003 version 1.1.3 - Fix crashing bug in viewing dataset info - Improve formatting of "influential observations" test output for non-English locales - Correct the sign of the fractional integration parameter estimate in the periodogram command ("pergm") - Give first-time gretl users a chance to select a gretl "user directory" (with ~/gretl being the default) - Fix problem with running a script in the gretl console, when the script begins with comments plus blank lines - Brighten up some menus with stock icons (gtk2 only) - Use gtksourceview to do syntax highlighting for scripts (gtk2 version only) - Change function of main-window toolbar edit icon: from launch an external editor to start a new script - Fix bug in meantest command: the -o flag was doing the opposite of what was stated in the manual - Fix bug in built-in spreadsheet in re. adding variables or observations - Ensure that the listing of variables in the main window is updated after running a script - Add facility to exclude named observations with smpl command (e.g. smpl -r obs!="USA") - Add "nobs()" function in genr: gives the number of valid (non-missing) observations for a data series - Improve placement of observation labels on graphs - Improvements to gnumeric data importer - Add facility for generating 3-D data plots - Add "import ASCII" data option 09/09/2003 version 1.1.2 - Fix bug in time-series plot from popup menu in main window - Fix build problem: "make install" could fail to install the GUI program under some conditions (thanks to Dirk Eddelbuettel for spotting this) - Update the Spanish translation - Win32 version: switch to the native Windows font selection dialog box (some problems were reported with the modified gtk font selection on win32) - Win32 version: update to gtk 2.2.4 and pango 1.2.5 - Library: switch to using the Cephes gamma() code throughout, and delete some redundant code 09/07/2003 version 1.1.1 - Graph editing: add facility to write labels onto the graph - Graph editing: allow removal of auto-fitted OLS line - Graph editing: allow choice of TrueType font if gnuplot supports this option (requires libgd and freetype) - Add compaction method (e.g. average, sum) as an attribute of variables -- settable under Variable/Edit attributes - Add "outfile" command to send output of selected commands to a specified file - In importing data from a database, recognize if a variable of the same name is already in the working dataset - Fix memory bug in opening remote database - Start adding Principal Components Analysis - Fix "pmax" bug in printing of actual, fitted and residuals - When using "<-" save mechanism for models, preserve the model info so it's accessible for genr, etc. - Fix bug in numbering of auto-generated lagged variables - Fix bug in parsing of gnuplot { ... } special command list - Fix bug in model table (wrong coefficient numbering) - Fix bug: when a file is dragged onto gretl, opening the file failed if it has a space in its name - configure: require correct version of GMP (>= 4.0.1) - Fix bug: gretlcli.exe on win32 didn't find user directory - Workaround: command-line invocation of gretlw32.exe with datafile could crash (I think this was a Windows bug) - Fixes for forecast-with-errors graphs - Fixes for "influential observations" test calculations, in extreme cases - Windows version: update to gtk 2.2.3 runtime 07/23/2003 version 1.1.0 - Extend DATAINFO structure -- allow specification of "display names" for variables (these are shown in graphs) - Provide "label" command for setting the description and/or display name for a variable - Add script commands for saving and displaying models and graphs - Fix effect of sample range on the "genr" command - Improvements to the gretl console (command history, etc.) - Add the Johansen cointegration test to the gui menus - Add option to use QR decomposition instead of Cholesky for calculating regression results - Fix bug: periodogram command failed in batch mode - Make uniform() PRNG generate in the standard range 0-1 (rather than 1-100, as it was previously) - Small modifications to path-searching - Updates to the Spanish help files - Activate a few missing translated strings - Fix "sim" command so it can be used to modify just one observation in a given series - Fix bugs associated with starting a dataset by importing from a database - Allow access to RATS databases via command line and scripts - Fixes (I think) for R startup - Clean-up: remove all wasted array elements - Update to libtool 1.5 - Update win32 version to gtk version 2.2.2 05/26/2003 version 1.0.9 - Add non-linear least squares ("nls" command, Levenberg- Marquandt algorithm from minpack, with either analytical or numerical derivatives) - Fix focus bug when editing the description for a variable in the gretl main window - Add a new means of grabbing fitted values from a regression: "genr newname = yhat" (parallels "uhat") - Updates to manual (includes details on new nls command) - Spanish version: provide access to English help files as well as Spanish - Add rudimentary scripting capacity to gnuplot command (can append "{ ... }" block to gretl gnuplot command, containing literal gnuplot command lines, each terminated with ";") 05/02/2003 version 1.0.8 - Require lapack - Fixes to build for Mac OS X - Avoid duplication of "against time" in model graph menus, when time is included as a regressor - Fix bugs in Find dialog - Correct function that detects whether or not series should be scaled for time series graphing (case of negative values) - Fix bug in boxplots with boolean conditions attached - Ensure all plot windows are not resizable - Add "leverage" command (uses lapack) to detect leverage points and influential observations for a given model - Fix "diff" and "ldiff" commands for panel data sets (i.e. show missing values as missing) - Fix bug in editing of varnames and labels (could get onto the wrong line in some cases) - Fix gretl's startup routine for Gnu R so that it never over- writes the file .Rprofile - Enhancements to Excel importer plugin (better warnings) - Permit opening Excel or Gnumeric data from initial command- line invocation of gretl - Autocorrelation test: add calculation and display of serial correlation-robust standard errors, if significant at the 5 per cent level - Fix brokenness in saving boxplots to session file - Refinements to CSV import function -- handle space-separated data with multiple/variable spaces between columns - Fix bug in range-mean graph when there are missing values at the start of the data range - Fix bug in pacf calculation and plot for long lag lengths - Add experimental "model table" in session icon view (not submitted for translation yet) 04/09/2003 version 1.0.7 - Correct the attribution of autocorrelation test (Breusch-Godfrey rather than Breusch-Pagan) - Fix bug in display of remote database info line (Gtk-2.0 version) - Use a finer step-size for Hildreth-Lu search - In GUI program, display Hildreth-Lu plot using gnuplot - Translate a few more untranslated strings - Fix bug in title of residual graph - When the user installs a local copy of a remote database, give the option of opening it right away - Add "coeffsum" command: gives the sum of coefficients, and standard error of the sum, for selected independent variables in a given model - Modify the White's test function, so that it doesn't fall over when a variable and its square are among the original regressors - Fix drag and drop of data files and script files from desktop or file manager onto the main gretl window - Add drag and drop of data series from a database window into the main gretl window (i.e. into the current data set) - Add general time-series data compaction function (under Sample menu) - Fix various memory-usage bugs revealed by port to Mac OS X - Fix installation of bcih database so that it works on big- endian machines too 03/16/2003 version 1.0.6 - minor adjustment to model print output formatting - fix for correlogram graph (was incompatible with older gnuplot) - fix a couple of minor gretlcli bugs - add (optional) LAPACK support for various "advanced" features - fix time-series attributes of data9-1, data9-10 - prevent normal random generator from outputting NaNs - fix bug with use of "store" command in a loop, in GUI program - fix translation problems that disabled some menus when not shown in English - fix translation problem that caused a crash when trying to save data under a different name in non-English versions on Linux - add new commands, "system" (supports SUR) and "coint2" (Johansen trace test for cointegration) - add robust LM test for use with adding/omitting variables in relation to a model estimated using hccm - permit comments starting with '#' on first line of script - change to Mersenne Twister for gretl's PRNG, and supply the Marsaglia test suite for the PRNG in the gretl source package - make correlogram and periodogram functions more robust in the face of weird data 02/20/2003 version 1.0.5 - fix missing translations; fix build of rpm - add support for Gujarati textbook data files 02/19/2003 version 1.0.4 - add sst() function in genr for Total Sum of Squares of a variable - fix bug in genr: a long genr command could overflow the space allocated for variable labels - fix bugs in graphing: "non-standard" graphs could cause problems including crashes - fix bug in coefficient printing: sometimes values were being truncated at 5 figures - when dataset is sub-sampled, add dialog offering option to restore full data range before saving data - add recognition of environment variables GRETL_PNG_GRAPH_FONT and GRETL_PNG_GRAPH_FONT_SIZE (e.g. "verdana" and "8") for generation of PNG graphs when gnuplot is linked to gd, and gd has TrueType font support enabled - The sample data files selector and practice scripts selector now offer a tabbed collection of the available sets of files, and the associated menu items are simplified - Replace Box-Pierce statistic with Ljung-Box throughout, and revamp the correlogram graph - Add several configuration options to the tramo/seats plugin - update libtool to 1.4.3 and autoreconf - raise library revision number to 4 02/04/2003 version 1.0.3 - Add PNG graphs to win32 version, and standardize on PNG graphs for all display including graph editing - Add facility to identify labeled data-points in a scatter plot - further fix to pathnames with .Rprofile for win32 - LaTeX view: fix for dvi file living in a directory with spaces in its name on win32 - Add option to copy as LaTeX or RTF for the various "Model data" windows (e.g. forecasts with standard errors) - Reorganize management of win32 registry entries - Add tramo/seats for win32 version, and make tramo support the default for Linux - In window displaying a single data, add menu options to show the series sorted, to graph the variable, and to format the data values to a specified number of significant digits or decimal places - Fix bug in command echo for "store" and a few others - Add selector for variables to be saved when doing "Save as" or "Export" - Add facility to browse for programs under the Preferences, General, Programs tab - Add facility to copy data to clipboard as CSV - Update win32 version to gtk version 2.2.0 - Bring various details of the gtk-1.2 build in line with the gtk-2.0 version - Add configuration option to avoid libreadline dependency ("--without-readline") and build the gretl rpm without readline - Updates to manual - Raise shared library revision number to 3 12/09/2002 version 1.0.2 - generalize support for X-12-ARIMA to gtk-1.2 version, and win32 version (TRAMO/SEATS proving is more difficult) - make x-12-arima support the configure default, if the x12a binary is found - add installation script for tramo program (in utils) - make range-mean graph editable via gui - fix utf8/character encoding issue with editing gnuplot commands and sending the commands to gnuplot - fix bug in test for balanced panel and reading of panel structure - panel models: implement a valid autocorrelation test, and make the ARCH test unavailable - fix bug in generating lagged variables with panel data - put a limit of 1024 on the number of forecasts that can be called for, in the "forecast with standard errors" routine (could exhaust virtual memory) - add menu item to restructure a panel data set from stacked cross-section to stacked time series - create data set using internal spreadsheet: fix bug in the setting of date strings - fix bug in invocation of GNU R under Windows (needed to replace "\" with "/" in paths for use by Rgui.exe) 11/27/2002 version 1.0.1 - fix to configure script in re. glib-2.0 - fix missing name of dependent var in gui mpols printout - remove RTF and LaTeX items from mpols copy options (not yet implemented) in gui2 - fix bug in saving gnuplot commands to file - updates to updater function in gui program (both gui and gui2) - add rudimentary plugin support for TRAMO and X-12-ARIMA (experimental, and disabled by default) - fix font encoding for postscript graphs in gtk-1.2 version of gretl_x11 (also make postscript graphs in color by default) - fix bug in automatic generation of lags for regression (the command was not getting recorded properly in the log file) - fix bug in model printout when F() is undefined (line-break was missing) - fix bug in LaTeX output when a coefficient equals zero - make "sim" command available in loops (and update docs) - raise "revision" number of *nix library 11/15/2002 version 1.0 - change *nix library name to libgretl-1.0 - improve sizing of some windows - incorporate new translations - update appearance of gtk-1.2 version of gui - fix the stats available in connection with a LAD model - open the champagne (hope this is not premature!) 11/06/2002 version 1.0pre4 (for translators) - fix bug in progress bar when loading large data set - fix bad "smpl -r" bug in gretlcli - add Ramsey's RESET test (command "reset") - improve consistency of editing commands - more translation fixes - small LaTeX output fixes - fix gnuplot PNG output for gnuplot version 3.8 - fix encoding for gnuplot postscript output under NLS - fix pango encoding issue for gnuplot axis label strings - fix gnuplot "keyspec" bug - add auto-scaling of gui windows if the user has selected a large font - add printing of rho (used in quasi-differencing) to LaTeX output for corc and hilu models - enhanced support for Wooldridge data files - add "-t" flag to print command: print variables to ten significant digits - improve saving of scalar variables, and documentation of same - updates to full manual - make names and labels for monthly and quarterly dummies more descriptive 10/10/2002 version 1.0pre3 - improve accuracy of calculation of standard errors, and numerical accuracy on MS Windows in general - make gretl databases installable in user directory as well as system database directory - make console output scroll to cursor in gtk2 version - fix more translation issues - fix bug in normality chi-square test for large n - fix bug that prevented CUSUM plot from displaying - fix normality of residual test: print to model window was incomplete - fix translation issue in LaTeX print of equation - backport fix for impulse plot to gtk-1.2 version - fix bug at exit of gretlcli with "quit" and no filename - fixes for bugs in gnumeric file reader - fixes for Excel reader -- handle missing obs and Far East info - fix for gretlcli under NLS: ensure that the translations come out in the local encoding, not utf-8 - remove Gtk 2.0 right click menu on text windows - update translations and integrate the French translation 09/20/2002 version 1.0pre2 (pre1 was "for translators only") - add range-mean graph option to GUI Variable menu, and as new command "rmplot" - add retrievable variable $pd = data periodicity - add min() and max() functions to the functions available for use with the "genr" command - add Least Absolute Deviations regression ("lad" command) - fix bugs in saving output to named file, in both gretlcli and gui program - fix bug in boxplots for languages other than English - fix error in df in sample script ps4-2.inp - fix translation of date strings in gretl output - linux: move plugins to ${prefix}/lib/gretl - gnome 2.0: use gconf apparatus - gtk 2.0: fix remove/add toolbar breakage; change name of program back to "gretl" and "gretl_x11" (not "gretl2", "gretl2_x11") - revamp and internationalize TeX and RTF printing functions including those for summary stats and correlation matrix - make TeX format available for all model windows - remove HTML print/copy options: can't maintain four formats with internationalization! 08/25/2002 version 0.999 - add support for gtk 2.0 and gnome 2.0 - enhanced gui with gtk 2.0 - add "make check" target to test against the NIST reference data files for numerical accuracy - improve support for building on win32 - bug fixes in boxplot functions - always show 6 significant figures for coefficient estimates and standard errors in regression output - numerous NLS/translation fixes, improvements - NLS translation of TeX model results - bug fixes for Excel importer - reorganization of gui source files - fix bug in random variable generation in gui - add support for data files from Jeffrey Wooldridge's econometrics textbook - scrap ugly overloading of "clear_model" function - fix miscellaneous bugs revealed by valgrind - raise library version to 16.0.0 07/09/2002 version 0.998 - increment library version to 15.0.0 - update Spanish translations - fixes to RPM build process - switch to more accurate (cephes) algorithms for p-values - add materials for building gretl on win32 - try to support LC_NUMERIC conversion automagically - add option to Preferences to enable/disable localized LC_NUMERIC - fix listings of recently opened files on menus under NLS - fix up formatting of fitted/residual printout - activate translations of "session" popup menus - extend LaTeX menu for models with choice of saving as full document or tex fragment for inclusion in document - correct over-eager rejection of some variable names in data files ("c" and "C") - recompile gretl_updater.exe with new zlib dll - fixes to graph editing (this got broken by NLS changes) 05/28/2002 version 0.997 - increment library version to 14.0.1 - NLS fixes: disable "foreign" LC_NUMERIC for the present; gnuplot graphs should work now; some missing translations are activated; minor formatting improvements - screen scalars out of variable list in graph selection dialogs - ensure appropriate headers are included in workbook.c - enable daily data in gretl databases - fix bug in daily calendar (printed dates wrong at end of some years) - portability fixes to configure script 05/24/2002 version 0.996 - Raise library version to 14.0.0 - closing a session clears the selector dialog presets - fix bug with scalar data and the data-editing spreadsheet - revert boxplots to the older selection dialog (so user can add boolean conditions) - Regressions: print warning when data matrix is close to singularity - add Gnu Multiple Precision plugin for running multiple precision OLS regressions (unix only, so far) - Add Spanish translations and make enabling NLS the default - Try to fix the win32 GUI font for high-res monitors - tweaks to the configure script - updates to the help files and manual 05/15/2002 version 0.995 - Raise library version to 13.0.0 - numerous small updates to facilitate internationalization - give the user a choice of delimiters (comma, space or tab) when importing or exporting "CSV" data - strengthen checks on invalid variable names in data files - improve recognition of scalars versus vectors in genr - fix bug in Create Dataset: undated data appeared as "annual" - add descriptive report on dataset to Data menu - fix bug in writing Utilities/R session: R data set was being written in wrong (CSV) format - fix bug: datafile name was not being cleared on Close Session - refinements to Makefiles: don't expand CFLAGS multiple times - handle spaces in filenames when stacking the "open" command - fix bugs with editing gnuplot graphs - get win32 LaTeX view working properly - bugfixes for gnumeric and excel spreadsheet importers - bugfix: unitialized data in cointegration test with constant - add new, improved dialog box for specifying models, etc. - remove all system() calls on win32 - switch to a more "standard" (I think) presentation of WLS statistics - fix some subtle bugs with the genr() function (scalars versus vectors in conjunction with sub-sampled data) - add checks for illegal variable names when importing from CSV, Excel and Gnumeric 04/21/2002 version 0.994 - fix bugs in win32 copy to clipboard - fix RTF printing of correlation matrix - fix bug in genr (generating a scalar when data set is sub- sampled) - fix bug: editing periodogram graph using GUI - partially update docs - distinguish between $T (number of obs used in last model) and $nobs (number of obs in current sample range) in genr expressions - fix bug in gnuplot PNG display for remote X sessions - add configure option "--disable-png-graphics" to revert to old-style behaviour of gnuplot in case of problems - remove upwanted dependency on libgcc_s in Red Hat binary rpm - update versions of gtk and glib for win32 - fix build problems revealed by the Debian package build 04/15/2002 version 0.993 - add option to specify lag order in autocorrelation test; also add Box-Pierce and Ljung-Box stats to test output - fix brokenness in Excel importer on win32 - fixes to setmiss command (console and script modes) - enable pop-up menu for all gnuplot graphs under Linux/unix; also add facility to print graphs directly under gnome, and to zoom graphs on X11 display - make DVI viewer configurable and make "latex view" functions work on win32 - add inclusive inequality operators '>=' and '<=' to genr - fix bug in genr: operator priority was not being fully respected in all cases - fix bug in Replace function for script edit window - fix bug that crept in, in reading old-format data files - fix bug: possible loss of precision when writing data file - fix bug in statistical reportage with weighted least squares, when the weight is not a dummy, but has some zero values - add if, else, endif flow control for scripting - add noecho command to suppress echo of commands in script output - modify "print" command to support printing of string literals - add menu item to find a variable in the main window - improve context help in script windows - extend LaTeX printing of models to Cochrane-Orcutt and Hildreth- Lu estimators - add edit/print taskbar to more windows 04/01/2002 version 0.992 - bounds checking for critical values look-up; also add this as a regular gretlcli command, "critical" - add sanity checks for regression commands and ADF test - add importer plugins for Gnumeric and Excel workbooks - add "Append data" menu item - fix bug in "Create data set" functions 03/20/2002 version 0.991 - fix several "out of bounds" bugs kindly reported by Tavis Barr - streamline the online help system - in GUI, allow deletion of any variable (popup menu) - go to a two-dimensional data array - get the data status indicator working better when the nulldata command is used - add menu items to set missing value codes for a particular series or the entire data set, and add "setmiss" command - changing or clearing the data set now closes all model and stats windows (prevents crashes and garbage) - add scalar datatype - add progress indicator for reading/writing large data files - add a refresh to the remote databases window after down- loading and installing a database - add handling for daily data (probably needs more work) - update to gnuplot 3.7.2 in win32 distribution - prepare the program sources for internationalization via GNU gettext; add a blank .pot file to the source package 02/27/2002 version 0.99 - add option for HTTP proxy when contacting gretl data server - fix bugs in drag and drop under Windows - fix crashing bug when trying to save a data file with over (about) 120 variables - fix bug in editing new data header info - add mechanism to record sample when estimating a model, so that subsequent tests on that model can be referred to the same sample - add "native" printing of window contents under win32 and gnome - enhance boxplots command, allowing for boolean expressions to limit the sample for individual plots in a comparative group of plots - add editing toolbar to editable windows with search/replace and undo - add context help (click on a command and press the "?" button) for the edit command script window - correct typos in supplied data files data3-2 and data8-3 - add "critical" command (gretl console and GUI script mode only), to print critical values for a selected distribution - add pvalue() function to the set of options available under the genr command - improve handling of scripts opened in the GUI (including a prompt to save before running if changes have been made) 02/11/2002 version 0.98 - fig bug affecting frequency distributions and the test for normality of residuals - improve functionality relating to saving of data files - fix some build problems - add more functionality to boxplots - several fixes and enhancements to "session" mechanism - better handling of empty data header info - substantial code cleanups in the interest of adding API documentation - allow copying LaTeX equation representation of models to clipboard; also improve the typsetting of these - change default user directory to ~/gretl under unix - add option to make cwd rather than userdir the default for file opening and saving - Change the default data format to XML (optionally gzipped) but retain backward compatibility with old ascii data format - add dependency on libxml (dll suplied for win32) - switch from ".dat" to ".gdt" as default filename extension for gretl datafiles (but add option to GUI to use ".dat") - changing to storing data header info in buffer rather than using repeated file I/O - add search/replace dialog to window for editing scripts; also Edit/Paste menu choice and choice of fixed font - add drag and drop support for datafiles under win32, register the .gdt suffix for gretl datafiles, and add an icon for these files 12/14/2001 version 0.97 - fix breakage of var command in GUI - add facility to draw boxplots - add various formats to copy of models to clipboard (HTML, RTF, LaTeX) - enable LaTeX and RTF copying for correlation matrix and summary statistics windows - Add the LMF statistic (Kiviet, 1986) for the autocorrelation LM test - Add prompt to save data on exit, if the data set has been changed or newly constructed - Fixes to BOX1 datafile reading function - small fixes to display of databases - revert behavior in case of taking logs of series with non- positive values (i.e. fail gracefully) - add initial gnome support - convert manual to SGML (DocBook) and update - support directory names with spaces (yuck) under win32 - under win32, use registry instead of system-wide config file libgretl.cfg and per-user gretl.rc; also use native win32 dialog boxes for more functions - add check for GRETL_HOME environment variable - make gnuplot command configurable under Preferences (meant for win32) - add a menu bar to the spreadsheet window 07/26/2001 version 0.96 - update to gtkextra version 0.99.16 - fix bug in Preferences/Toolbar entries 07/17/2001 version 0.95 - update to gtkextra version 0.99.15 - fix crash bug on opening a saved "session" - fix bug that broke the "run" command on win32 06/14/2001 version 0.94 - make "false" the default for the automatic gretl update query on startup - catch errors in ar, tsls and scatters commands due to insufficient arguments 05/11/2001 version 0.93 - fix problem with printing of actual, fitted and residual in the case of a binary dependent variable - CVS data export: put quote marks around the dates or observation marker strings 04/23/2001 version 0.92 - library version goes to 6.0.0 - fixes to pprintf() function - add "pooled OLS" model command and panel diagnostics test (fixed effects and random effects models) - various fixes suggested by lclint - fix bug with zero return from, e.g., auxreg() when there's an error and the return should be non-zero - fix bug: logs command in script mode producing spurious error - fix bug: when starting a new data set from a gretl database, datainfo->markers was not set to 0, which could produce a crash - add options for compacting data when adding a higher-frequency series from a database to the working data set 04/03/2001 version 0.91 - library version goes to 5.0.0 - Disable saving anything other than native data file with extension ".dat" (safety measure) - Make backup of data file when saving under same name - Further improvements/fixes to gnuplot graphing routines - Add option to edit plot commands directly, for a graph saved as a session icon - GNU R: save cross-sectional data as a "dataframe" - Remove the "with controls" gnuplot menu items: edit plots via the session window instead - Institute consistent file dialogs: using gtkextra under X, and native Microsoft dialogs under Windows - Bug fix in pprintf() function 03/28/01 version 0.90 - Raise version number to 0.90 reflecting fact that the feature set for version 1.0 is now complete - Raise library version to 4.0.0 due to changed interfaces - Bugfixes and improvements for built-in spreadsheet - Make more statistics accessible under model data menu - try to auto-detect script versus data file, when given one program argument and no flag - add gretl_model_new() to lib - cleanups in library code and headers - enable frequency plot graphs in console mode - add command-line options (for GUI program) to open a gretl database on start-up. - add "t" facility to genr (can say, e.g., "genr dum = t>1979.4" for quarterly data, without previously generating t). - add "for loop" facility with auto index variable - auto-save changes to scripts in file viewer windows before running - TODO: manual is not fully updated yet 03/16/2001 version 0.70 - Changed a few library interfaces, and so raised the library version number (now 3.0.0) - update manual (please consult it on the new options below) - add sub-sampling based on a boolean condition (smpl -r) - make it possible to restore full sample after sub-sampling based on a dummy variable or boolean condition - add graphing option: scatter of Y against X, with the Y values colored differently depending on value of a given dummy - suppress echo of varnames in commands (e.g. summary) where a full list of vars is constructed automatically - improve mechanism for adding/deleting files from "recent files" lists, and add list for command files - improvements to numerical format in printing of data series - fix a couple of graphing bugs (impulse plots not working, frequency plot against gamma distribution wrong) - fix precedence of boolean operators in genr expressions ("&" comes before "|", but both of these come after "<", ">" and "="), and add "!=" operator - mods to gtk items: disallow resizing of dialog boxes, make clist titles passive - fix "on exit" bug if several models estimated and not all have associated saved commands - fix memory bug when switching datasets - fix issues with displaying data, with very large datasets 03/04/2001 version 0.69 - change one library interface to permit error box if gnuplot command fails (and so raise library version number) - bugfix: after running lmtest for non-linearity, the wrong degrees of freedom were being shown, not in the auxiliary regression window, but in the test summary appended to the model for which the lmtest was run - bugfix: with a genr command from the GUI, even if it was erroneous it was being copied into the command log - bugfix: parsing of genr expression without fully explicit parentheses failed under some circumstances - bugfix: multiple scatterplots did not display under MS Windows - bugfix: doing add/omit in GUI did not update the model used as the default for coeff() and such in genr commands - console: improve/fix recall of mistyped command using the up arrow key; respond to typing only at the prompt - genr: add '&', '|' and '!' logical operators - add program icon for X11 02/26/2001 version 0.68 - fix functions associated with opening datafiles - fix brokenness in logging of commands to script - "remember" models generated via GUI so that genr functions such as coeff() work properly - make Save/Export data menu items more compact - Fix bug in (not) setting file extensions in some file "save" actions - Small improvements to "gretl console" 02/21/2001 version 0.67 - cleanups in datafile writing routines (avoid excessive trailing zeros in data) - make search in list boxes wrap - fix bug: user configuration of toolbar had no effect - fix bug: if a var is duplicated in list of regressors, gretlcli crashed - fix infelicity: if a var is duplicated in regressor list, gui displayed blank model window along with error message - fix bug: "gretl website" entry on toolbar under unix/Linux worked only if netscape was already running 02/15/2001 version 0.66 - add string search to listing of Ramanathan data files - add "plugin" for looking up critical values of statistics - add a toolbar (partly configurable under Preferences) - fix to deletion of auto-generated plotting vars - add option to view confidence intervals for coefficients (under Model data menu in model window) - add the Ramanathan practice file ps2-1.inp 02/06/2001 version 0.65 - fix crashing bug in adding data to dataset from model window - update bundled gtkextra to release 0.99.13 - various "internal" bugfixes and cleanups - minor fixes to graphing routines, datafile saving 02/02/2001 version 0.64 - add tooltips to show full path of previously-opened files - get "previous files" list working on win32 - minor improvements to file listing routines - add (optional) sampling distribution graph to test calculator - add -m (impulses) flag to gnuplot command - fixes to auto-update mechanism (plus add documentation) 01/26/2001 version 0.63 - add gretl manpage - add p-value finder to GUI - add "hypothesis test calculator" to GUI - fix error in normal batch p-value function 01/15/2001 version 0.62 - allow comment lines starting with '#' in input files - allow estimation of a model with df = zero - add CUSUM (parameter stability) test for OLS models - fix to path reading for win32 (spaces in path) - fixes to difference of means test, difference of variance test, for situation where sample lengths are different - small fixes to manual 12/09/2000 version 0.61 - fix to configure process for gtkextra 12/08/2000 version 0.60 - various fixes to distribution files - change default user dir to $HOME/.gretl - fixes to icon file selector - basic link to GNU R - further updates to manual version 0.60pre - revise PDF manual - revise "scatters" command (multiple scatterplots) and add to gui - add read/write of gzip-compressed data files (see store command) - move descriptions of data files and practice scripts into separate files (no longer hard-coded into gretl) - add new data files from Ramu Ramanathan - update to gtkextra version 0.99.12 - add installer program for win32 - fix context help bug - renaming of various components (library is now libgretl, cli program is now gretlcli, some directories have been renamed) (note: version 0.50 was a Windows-only one, and was not really released) 11/18/2000 version 0.40 - add critical value to printout of correlation matrix - add capacity to read gretl databases from remote server - add built-in data decompression with zlib - rename exported library functions, avoiding leading underscore - add libtool versioning 11/03/2000 version 0.32 - Add capacity to read BOX1-format data files - Add lists of recently opened files to file menus - fix various bugs connected with "session" concept - fix gtkextra headers bug in make process 10/20/2000 version 0.31 - add gamma distribution to pvalue command - fix some more bugs - hush gtk warnings in win32 version 10/15/2000 version 0.30 - introduce experimental "session" idea - update manual - add "pergm" (periodogram) command. Also see "Spectrum" under the GUI Variable menu - add maxlag parameter to corrgm command; also add printing of Box-Pierce Q stat, and partial autocorrelations - fix up "delete" command ("insufficient args" bug) - clean up gnuplot background code for gnuplot controller - delete extra variables after chow test - minor fixes to LaTeX printing - use proper pointers to keep track of multiple windows - add "max p-value" statement to regression printout - put back Durbin-Watson printout line for hccm, tsls - fix inconsistency with docs in setting of the break point for the Chow test - more fixes to csv file reading - bug fix in freq plot after freq print - update sample label when excluding missing obs - update iconfilesel and gtksheet to gtk+extra-0.99.11 - configure: use installed gtkextra if available - substantial code cleanups and speedups in GUI. 06/14/2000 version 0.2i - improve consistency in GUI w.r.t. opening of data files and databases - update manual and help files - add "delete" command (trash last variable) - fix potential data files paths bug - fix hsk bug (aux regression could fail silently) - add some data files from William Greene's book - add "while" syntax to command loop mechanism (useful for iterated least squares -- tested on Greene's example 11.3 of nonlinear estimation). See manual. - fix sample-length bug in add, omit - some more informative error messages from genr - activate "add" and "omit" for logit, probit - make covariance matrix available for logit, probit - add more error trapping for "add" - code cleanup in compare.c - can capture log-likelihood in genr with "$lnl" after logit, probit 06/09/2000 version 0.2h - add estimation of logit and probit models and update manual - fixes to "configure" script (gtk, termcap, paths.h) after compilation on HPUX - eslclient creates user dir if it doesn't exist - add (experimental) "parenthesizer" for genr expressions - rearrange "summary" output - rename Windows dll - fix bug in "fcast" command 06/01/2000 version 0.2g - "smpl -o" drops all observations with missing values - binary datafiles can be saved in single or double precision (-s or -o flags) - Binary datafile saving added to GUI - Can add case markers from file to an open data set - allow for a comment line at the top of a database .idx file (and display it in GUI) - code cleanups - delete redundant stuff - improve some string handling functions - fix win32 path-searching bug? 05/24/2000 version 0.2f - updates to manual - add handler for Penn World Table - improve handling of native databases - reformat some output - add % operator in genr - add -o flag to "smpl" command for sampling via a dummy variable mask. - GUI: where appropriate, clicking on a var in the main window will pop its ID # into an open dialog box. - add fcasterr to GUI, and improve graphing of forecasts - move setobs from Data to Sample menu - add "Gretl console" to GUI (under File menu) and update manual - add to path-searching for datafiles called from scripts (include the script dir in the search) 05/10/2000 version 0.2e - minor changes to GUI menus - add xpm icon for X - correct printout of t-stats for AR coefficients - correct wasteful malloc in xpxxpy function - better printout for F-statistic - add discussion of NIST reference datasets to manual - add NIST datasets to package - add some error-checking and reporting for datafile opening - various fixes to "genr" - search for libesl.cfg in dir where executable resides (win32, Dirk's idea) - improve handling of constants in corr, corrgm - fix error messages from corc_hilu - rename eslclnt.exe as eslclient.exe (win32) - fix paths in win32 (helpfile and executable, for rerunning commands) 05/05/2000 version 0.2d - improvements to manual - fix wrong error message for zero weight var in wls - explicit check for degeneracy in figuring summary stats - add median(), var(), cov() to functions in genr - add "spearman" command (rank correlation) - add "runs" command (runs test for randomness) - fix bug in calculation of rho hat - fix lengths of series created by diff, etc, in relation to smpl 05/01/2000 version 0.2c - add setobs command - add seed command - manual: add section on panel data, improve "genr" section - more CSV bugfixes - make adf, coint commands more informative - add "paneldum" (for panel data) to genr command 04/28/2000 version 0.2b - add fcasterr command - many fixes in response to comments from Ramu Ramanathan and Dirk Eddelbuettel - improve Makefiles - bugfix in binary datafile handling - update manual 04/22/2000 version 0.2a - add arch, sim and multiply commands - many bugfixes after running numerous test files - further code cleanups - improvements in printing forecasts - fix memory leaks 04/14/2000 version 0.2 - many fixes for greater consistency with esl - printout improvements - internal code cleanups - bug fixes (notably for CSV file handling) 04/05/2000 version 0.1z - add a gui controller for gnuplot graphs - many bugfixes - reorganize (simplify) command-line arguments - more updates to documentation 03/27/2000 version 0.1y - improvements and bugfixes to CSV file handling - improvements to "add" and "omit" commands - add "coint" command (cointegration test) 03/23/2000 version 0.1x - many small bugfixes - add GNU autoconf apparatus for configuring/compiling - updates to documentation 02/29/2000 version 0.1w - fixes to build process - add iconic file selector - add "export CSV" function - bug fixes to database reading routines 02/22/2000 version 0.1v - add White's standard errors (hccm command) - update help files - Make model stats (e.g. ess) available for adding to data set in gui, under Model data menu. - Add option to display values of selected variables, as well as "all". - Fix pvalue in command-line client so that it does not act interactively when supplied with all params on the command line. - Add facility to edit the full data header (.hdr) file in gretl (under Data menu). - Activate the "Add observation" feature in ssheet; add a similar "Insert Observation" option. Minimal testing so far. - Fix (I think) bug in setup of new spreadsheet data set. - Give "infobox" feedback when importing database series. 02/13/2000 version 0.1u - save data files in GNU Octave format - updates to documentation 02/08/2000 version 0.1t - gretl adopted as GNU program - add context-sensitive help for command dialogs - add file, save for model output windows - add search facility for help file, database windows 02/02/2000 version 0.1s - Fixes to Makefiles - Improvements to loop mode (Monte Carlo simulations) 01/31/2000 version 0.1r - Initial public release