system

system

Functions

equation_system * equation_system_start ()
char * get_system_name_from_line ()
equation_system * get_anonymous_equation_system ()
int equation_system_append ()
int equation_system_append_multi ()
int system_parse_line ()
int equation_system_finalize ()
int equation_system_estimate ()
int estimate_named_system ()
void equation_system_destroy ()
void delete_anonymous_equation_system ()
int system_want_df_corr ()
int system_n_restrictions ()
int system_max_indep_vars ()
int system_n_indep_vars ()
int * system_get_list ()
int system_get_list_length ()
int * compose_ivreg_list ()
int system_get_depvar ()
const char * system_short_string ()
void equation_system_set_name ()
int system_method_from_string ()
const char * system_method_full_string ()
const char * system_method_short_string ()
int * system_get_endog_vars ()
int * system_get_instr_vars ()
void system_attach_uhat ()
void system_attach_sigma ()
void system_attach_coeffs ()
void system_attach_vcv ()
MODEL * system_get_model ()
int system_get_overid_df ()
int system_vcv_geomean ()
double system_vcv_denom ()
int rhs_var_in_identity ()
void print_equation_system_info ()
void system_set_restriction_matrices ()
int system_normality_test ()
int system_wald_test ()
int system_diag_test ()
double * system_get_resid_series ()
double * equation_system_get_series ()
gretl_matrix * equation_system_get_matrix ()
int highest_numbered_var_in_system ()
int equation_system_serialize ()
int gretl_system_print ()
int system_print_sigma ()
const gretl_matrix * system_get_forecast_matrix ()
gretl_matrix * sys_get_fitted_values ()
int system_adjust_t1t2 ()
int system_supports_method ()
equation_system * equation_system_from_XML ()
int system_save_and_print_results ()
int system_autocorrelation_test ()
int system_arch_test ()
MODEL single_equation_liml ()

Types and Values

enum GretlSystemMethods
typedef id_atom
typedef identity
typedef predet
typedef liml_data

Object Hierarchy


Description

Functions

equation_system_start ()

equation_system *
equation_system_start (const char *line,
                       char *name,
                       gretlopt opt,
                       int *err);

Start compiling an equation system. Either line must contain an estimation method or the system must be given a name. If a method is given, the system will be estimated as soon as its definition is complete. If a name is given, the system definition is saved on a stack and it can subsequently be estimated via various methods. If both a name and an estimation method are given, the system is both estimated and saved.

The name may be given via the name argument, or (for backward compatibility) it may be given via "name=foo" in line . In the latter case, if name is non-NULL, the name extracted from line is written into that variable on output. The variable must be able to hold up to MAXSAVENAME bytes.

Parameters

line

command line.

 

name

On input, name to be given to system, if any (otherwise may be NULL or an empty string). On output, if non-NULL, the name given via "name=foo" mechanism in line , if present.

 

opt

may include OPT_I for iterative estimation (will be ignored if the the estimation method does not support it).

 

err

location to receive error code.

 

Returns

pointer to a new equation system, or NULL on error.


get_system_name_from_line ()

char *
get_system_name_from_line (const char *s);

Returns


get_anonymous_equation_system ()

equation_system *
get_anonymous_equation_system (void);

Returns


equation_system_append ()

int
equation_system_append (equation_system *sys,
                        const int *list);

Adds an equation, as represented by list , to sys .

Parameters

sys

initialized equation system.

 

list

list containing dependent variable and regressors.

 

Returns

0 on success, non-zero on failure, in which case sys is destroyed.


equation_system_append_multi ()

int
equation_system_append_multi (equation_system *sys,
                              const char *param,
                              const DATASET *dset);

Adds one or more equations to sys in one or other of two ways, as follows.

If param contains a single name it is taken to be the name of a matrix, and we interpret the rows of the specified matrix as lists. Lists of differing length can be accommodated by padding unused trailing elements of short rows with zeros. (EXPERIMENTAL, may be dropped)

If param contains two names, they are taken to be the names of lists. The first serves as a list of g regressands, one per equation. If the second list contains no instances of LISTSEP it is treated as a common set of regressors; otherwise it should contain g sub-lists, one per equation, separated by LISTSEP.

Parameters

sys

initialized equation system.

 

param

the name of a pre-defined matrix, or the names of two pre-defined lists (space-separated).

 

dset

dataset information.

 

Returns

0 on success, non-zero on failure, in which case sys is destroyed.


system_parse_line ()

int
system_parse_line (equation_system *sys,
                   const char *line,
                   DATASET *dset);

Modifies sys according to the command supplied in line , which must start with "identity" (and supply an identity to be added to the system, or "endog" (and supply a list of endogenous variables), or "instr" (and supply a list of instrumental variables).

Parameters

sys

initialized equation system.

 

line

command line.

 

dset

dataset struct.

 

Returns

0 on success, non-zero on failure, in which case sys is destroyed.


equation_system_finalize ()

int
equation_system_finalize (equation_system *sys,
                          DATASET *dset,
                          gretlopt opt,
                          PRN *prn);

Finalize an equation system, e.g. in response to "end system". If the system has a specified name, we save it on a stack of defined systems. If it has a specified estimation method, we go ahead and estimate it. If it has both, we do both.

Parameters

sys

pre-defined equation system.

 

dset

dataset struct.

 

opt

may include OPT_V for verbose operation, OPT_S to permit estimation of a single equation.

 

prn

printing struct.

 

Returns

0 on success, non-zero on error. If the system is mal-formed, it is destroyed.


equation_system_estimate ()

int
equation_system_estimate (equation_system *sys,
                          DATASET *dset,
                          gretlopt opt,
                          PRN *prn);

Estimate a pre-defined equation system and print the results to prn .

Parameters

sys

pre-defined equation system.

 

dset

dataset struct.

 

opt

may include OPT_V for more verbose operation.

 

prn

printing struct.

 

Returns

0 on success, non-zero on error.


estimate_named_system ()

int
estimate_named_system (const char *line,
                       DATASET *dset,
                       gretlopt opt,
                       PRN *prn);

Returns


equation_system_destroy ()

void
equation_system_destroy (equation_system *sys);


delete_anonymous_equation_system ()

void
delete_anonymous_equation_system (int level);


system_want_df_corr ()

int
system_want_df_corr (const equation_system *sys);

Returns


system_n_restrictions ()

int
system_n_restrictions (const equation_system *sys);

Returns


system_max_indep_vars ()

int
system_max_indep_vars (const equation_system *sys);

Returns


system_n_indep_vars ()

int
system_n_indep_vars (const equation_system *sys);

Returns


system_get_list ()

int *
system_get_list (const equation_system *sys,
                 int i);

Returns


system_get_list_length ()

int
system_get_list_length (const equation_system *sys,
                        int i);

Returns


compose_ivreg_list ()

int *
compose_ivreg_list (const equation_system *sys,
                    int i);

Returns


system_get_depvar ()

int
system_get_depvar (const equation_system *sys,
                   int i);

Returns


system_short_string ()

const char *
system_short_string (const MODEL *pmod);

Returns


equation_system_set_name ()

void
equation_system_set_name (equation_system *sys,
                          const char *name);


system_method_from_string ()

int
system_method_from_string (const char *s);

Returns


system_method_full_string ()

const char *
system_method_full_string (int method);

Returns


system_method_short_string ()

const char *
system_method_short_string (int method);

Returns


system_get_endog_vars ()

int *
system_get_endog_vars (const equation_system *sys);

Returns


system_get_instr_vars ()

int *
system_get_instr_vars (const equation_system *sys);

Returns


system_attach_uhat ()

void
system_attach_uhat (equation_system *sys,
                    gretl_matrix *E);


system_attach_sigma ()

void
system_attach_sigma (equation_system *sys,
                     gretl_matrix *S);


system_attach_coeffs ()

void
system_attach_coeffs (equation_system *sys,
                      gretl_matrix *b);


system_attach_vcv ()

void
system_attach_vcv (equation_system *sys,
                   gretl_matrix *vcv);


system_get_model ()

MODEL *
system_get_model (const equation_system *sys,
                  int i);

Returns


system_get_overid_df ()

int
system_get_overid_df (const equation_system *sys);

Returns


system_vcv_geomean ()

int
system_vcv_geomean (const equation_system *sys);

Returns


system_vcv_denom ()

double
system_vcv_denom (const equation_system *sys,
                  int i,
                  int j);

Returns


rhs_var_in_identity ()

int
rhs_var_in_identity (const equation_system *sys,
                     int lhsvar,
                     int rhsvar);

Returns


print_equation_system_info ()

void
print_equation_system_info (const equation_system *sys,
                            const DATASET *dset,
                            gretlopt opt,
                            PRN *prn);

Prints details of an equation system to prn .

Parameters

sys

gretl equation system.

 

dset

dataset information.

 

opt

use OPT_H for printing in a form designed to appear in the header when results of estimation are printed.

 

prn

printing struct.

 

system_set_restriction_matrices ()

void
system_set_restriction_matrices (equation_system *sys,
                                 gretl_matrix *R,
                                 gretl_matrix *q);


system_normality_test ()

int
system_normality_test (const equation_system *sys,
                       PRN *prn);

Returns


system_wald_test ()

int
system_wald_test (const equation_system *sys,
                  const gretl_matrix *R,
                  const gretl_matrix *q,
                  gretlopt opt,
                  PRN *prn);

Returns


system_diag_test ()

int
system_diag_test (const equation_system *sys,
                  double *test,
                  double *pval);

Returns


system_get_resid_series ()

double *
system_get_resid_series (equation_system *sys,
                         int eqnum,
                         DATASET *dset,
                         int *err);

Returns


equation_system_get_series ()

double *
equation_system_get_series (const equation_system *sys,
                            const DATASET *dset,
                            int idx,
                            const char *key,
                            int *err);

Returns


equation_system_get_matrix ()

gretl_matrix *
equation_system_get_matrix (const equation_system *sys,
                            int idx,
                            int *err);

Returns


highest_numbered_var_in_system ()

int
highest_numbered_var_in_system (const equation_system *sys,
                                const DATASET *dset);

Returns


equation_system_serialize ()

int
equation_system_serialize (equation_system *sys,
                           SavedObjectFlags flags,
                           FILE *fp);

Returns


gretl_system_print ()

int
gretl_system_print (equation_system *sys,
                    const DATASET *dset,
                    gretlopt opt,
                    PRN *prn);

Returns


system_print_sigma ()

int
system_print_sigma (const equation_system *sys,
                    PRN *prn);

Returns


system_get_forecast_matrix ()

const gretl_matrix *
system_get_forecast_matrix (equation_system *sys,
                            int t1,
                            int t2,
                            DATASET *dset,
                            gretlopt opt,
                            int *err);

Returns


sys_get_fitted_values ()

gretl_matrix *
sys_get_fitted_values (equation_system *sys,
                       int v,
                       int t1,
                       int t2,
                       const DATASET *dset,
                       int *err);

Returns


system_adjust_t1t2 ()

int
system_adjust_t1t2 (equation_system *sys,
                    const DATASET *dset);

Returns


system_supports_method ()

int
system_supports_method (equation_system *sys,
                        int method);

Returns


equation_system_from_XML ()

equation_system *
equation_system_from_XML (xmlNodePtr node,
                          xmlDocPtr doc,
                          int *err);

Returns


system_save_and_print_results ()

int
system_save_and_print_results (equation_system *sys,
                               DATASET *dset,
                               gretlopt opt,
                               PRN *prn);

Returns


system_autocorrelation_test ()

int
system_autocorrelation_test (equation_system *sys,
                             int order,
                             gretlopt opt,
                             PRN *prn);

Returns


system_arch_test ()

int
system_arch_test (equation_system *sys,
                  int order,
                  gretlopt opt,
                  PRN *prn);

Returns


single_equation_liml ()

MODEL
single_equation_liml (const int *list,
                      DATASET *dset,
                      gretlopt opt);

Returns

Types and Values

enum GretlSystemMethods

Members

SYS_METHOD_SUR

   

SYS_METHOD_3SLS

   

SYS_METHOD_FIML

   

SYS_METHOD_LIML

   

SYS_METHOD_OLS

   

SYS_METHOD_TSLS

   

SYS_METHOD_WLS

   

SYS_METHOD_MAX

   

id_atom

typedef struct id_atom_ id_atom;


identity

typedef struct identity_ identity;


predet

typedef struct predet_ predet;


liml_data

typedef struct liml_data_ liml_data;