gretl console: type 'help' for a list of commands

? open FMULT.txt
parsing C:\Users\Guest\Documents\gretl\FMULT.txt...
using delimiter ' '
longest line: 22 characters
first field: '.2021370'
number of columns = 2
number of variables: 2
number of non-blank lines: 25
scanning for variable names...
line: .2021370 .0080013
it seems there are no variable names
scanning for row labels and data...
treating these as undated data
Listing 3 variables:
0) const 1) v1 2) v2
? rename v1 X2
Listing 3 variables:
0) const 1) X2 2) v2
? rename v2 X3
Listing 3 variables:
0) const 1) X2 2) X3
? genr X4= .4*X2+.6*X3
Generated series X4 (ID 3)
? genr X5 = X2
Generated series X5 (ID 4)
? genr u = randgen(N,0,0.05)
Generated series u (ID 5)
? genr Y = 1.0+3*X2-.3*X3+.2*X4-.2*X5+u
Generated series Y (ID 6)
? ols Y const X2 X3 X4 X5 --vcv --anova
Model 1: OLS, using observations 1-25
Dependent variable: Y
Omitted due to exact collinearity: X4 X5
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 1.00278 0.0214363 46.78 1.60e-023 ***
X2 2.82449 0.106516 26.52 3.42e-018 ***
X3 -0.147772 0.0481307 -3.070 0.0056 ***
Mean dependent var 1.504228 S.D. dependent var 0.270886
Sum squared resid 0.047838 S.E. of regression 0.046631
R-squared 0.972836 Adjusted R-squared 0.970367
F(2, 22) 393.9485 P-value(F) 5.94e-18
Log-likelihood 42.76157 Akaike criterion -79.52313
Schwarz criterion -75.86650 Hannan-Quinn -78.50894
Analysis of Variance:
Sum of squares df Mean square
Regression 1.71326 2 0.85663
Residual 0.0478384 22 0.00217447
Total 1.7611 24 0.0733791
 R^2 = 1.71326 / 1.7611 = 0.972836
F(2, 22) = 0.85663 / 0.00217447 = 393.948 [p-value 5.94e-018]
Covariance matrix of regression coefficients:
const X2 X3
4.59513e-04 -0.00205288 -2.55526e-04 const
0.0113457 0.00114156 X2
0.00231656 X3
? genr w1 = randgen(N,0,0.1)
Generated series w1 (ID 7)
? genr X41 = .4*X2+.6*X3+w1
Generated series X41 (ID 8)
? genr v1 = randgen(N,0,0.1)
Generated series v1 (ID 9)
? genr X51 = X2+v1
Generated series X51 (ID 10)
? genr u1 = randgen(N,0,0.1)
Generated series u1 (ID 11)
? genr y1 = 1.0+3*X2-.3*X3+.2*X41-.2*X51+u1
Generated series y1 (ID 12)
? ols y1 const X2 X3 X41 X51 --vcv --anova
Model 2: OLS, using observations 1-25
Dependent variable: y1
coefficient std. error t-ratio p-value
---------------------------------------------------------
const 0.981532 0.0473609 20.72 5.47e-015 ***
X2 2.77575 0.336159 8.257 7.12e-08 ***
X3 -0.0655222 0.165835 -0.3951 0.6969
X41 0.0656841 0.210498 0.3120 0.7582
X51 0.172240 0.195028 0.8832 0.3876
Mean dependent var 1.517950 S.D. dependent var 0.293447
Sum squared resid 0.193230 S.E. of regression 0.098293
R-squared 0.906501 Adjusted R-squared 0.887802
F(4, 20) 48.47673 P-value(F) 5.14e-10
Log-likelihood 25.31089 Akaike criterion -40.62178
Schwarz criterion -34.52740 Hannan-Quinn -38.93146
Excluding the constant, p-value was highest for variable 8 (X41)
Analysis of Variance:
Sum of squares df Mean square
Regression 1.87343 4 0.468359
Residual 0.19323 20 0.00966151
Total 2.06667 24 0.086111
R^2 = 1.87343 / 2.06667 = 0.906501
F(4, 20) = 0.468359 / 0.00966151 = 48.4767 [p-value 5.14e-010]
Covariance matrix of regression coefficients:
const X2 X3 X41 X51
0.00224306 -0.0107328 -0.00299614 0.00298244 -5.01621e-04 const
 0.113003 0.020784 -0.0212532 -0.0387417 X2
0.0275013 -0.0275163 0.00392974 X3
0.0443092 -0.00967916 X41
0.0380359 X51
? genr w2 = randgen(N,0,15)
Generated series w2 (ID 13)
? genr X42 =.4*X2+.6*X3+w2
Generated series X42 (ID 14)
? genr v2 =randgen(N,0,15)
Generated series v2 (ID 15)
? genr X52 = X2+v2
Generated series X52 (ID 16)
? genr y2 = 1.0+3*X2-.3*X3+.2*X41-.2*X51+u2
> genr y2 = 1.0+3*X2-.3*X3+.2*X41-.2*X51+u2
The symbol 'u2' is undefined
? genr u2 = randgen(N,0,15)
Generated series u2 (ID 17)
? genr y2 = 1.0+3*X2-.3*X3+.2*X41-.2*X51+u2
Generated series y2 (ID 18)
? ols y2 const X2 X3 X42 X52 --vcv --anova
Model 3: OLS, using observations 1-25
Dependent variable: y2
coefficient std. error t-ratio p-value
-------------------------------------------------------
const 3.52621 7.37912 0.4779 0.6379
X2 -16.1218 38.1150 -0.4230 0.6768
X3 3.38352 15.5549 0.2175 0.8300
X42 -0.341823 0.202970 -1.684 0.1077
X52 -0.248658 0.269739 -0.9218 0.3676
Mean dependent var 0.388144 S.D. dependent var 14.75786
Sum squared resid 4513.008 S.E. of regression 15.02166
R-squared 0.136608 Adjusted R-squared -0.036070
F(4, 20) 0.791114 P-value(F) 0.544639
Log-likelihood -100.4215 Akaike criterion 210.8430
Schwarz criterion 216.9374 Hannan-Quinn 212.5333
Excluding the constant, p-value was highest for variable 2 (X3)
Analysis of Variance:
Sum of squares df Mean square
Regression 714.061 4 178.515
Residual 4513.01 20 225.65
Total 5227.07 24 217.795
R^2 = 714.061 / 5227.07 = 0.136608
F(4, 20) = 178.515 / 225.65 = 0.791114 [p-value 0.5446]
Covariance matrix of regression coefficients:
const X2 X3 X42 X52
54.4515 -255.297 -29.7619 -0.261515 -0.682683 const
1452.76 138.543 1.03819 4.47443 X2
241.955 0.135415 0.323895 X3
 0.0411969 0.0153951 X42
0.0727593 X52
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