(2007/11/12): Grocer version 1.224 has been posted on the web. The installation file did not work on Mac OS. This bug has been corrected by Stéphane Motellet (thanks Stephane).
(2007/10/28): Grocer version 1.223 has been posted on the web. It is the adaptation of the 1.221 version that works with the just released 4.1.2 Scilab version. Function ecm has been corrected to allow a trend or nothing in the cointegrating relation (previously, as in James LeSage toolbox for matlab, there was automatically the constant and only the constant in the cointegrating regression).
(2007/10/06): Grocer version 1.221 has been posted on the web. Several bugs have been corrected and some improvements incorporated:
- the function varmaf that make forecasts form an arma estimation did not work anymore; now it works again (bug signalled by Eduardo Rodriguez).
(2007/07/18): Grocer version 1.22 has been posted on the web. Several bugs have been corrected and some improvements incorporated:
(2007/05/28): Grocer version 1.216 has been posted on the web. Ricardo Querall signalled us that the function adf did not work when the number of observations was too small. I have corrected this and taken the occasion to substitue the tables provided by Cheung and Lai (1995) to the previous ones, taken from James LeSage matlab toolbox (thanks Ricardo!). The only drawback is that the function adf does not work anymore with a time trend of order greater than 1 (if it is a problem, tell me: I can perform the necessary simulations). Eduardo Rodriguez has discovered a new bug in function varma: the function did not converge in some cases; this was due to an improper treatment of the case when some roots of AR part were inside the unit circle. This is corrected (thanks Eduardo!). Olivier Darné signalled us that the function ols did not work when the constant was the only exogenous variable. Although it is a rather uninteresting case, it had to be corrected: this is done, as well as in functions ols_cons and rolreg (thanks Olivier!).
(2007/05/17): Grocer version 1.215 has been posted on the web. A small bug in function bma_g has been corrected (the option 'noprint' did not work, it now works; thanks to Florent Pochon for having signalled us this bug). A new option has been added to function expbd2exc that allows the user to choose the separator in the exported file. Note that the release of the new Scilab version 4.1.1 does not make any change to the functionning of grocer: any grocer version working with Scilab 4.1 version will work with Scilab 4.1.1 version.
(2007/05/01): Grocer version 1.214 has been posted on the web. Various bugs discovered by Eduardo Rodriguez (thanks!) in varma estimation (various "global" variables were not propagated with the good name and made the function collapse) and in the function expbd2exc (the option 'transpose' did not function anymore) have been corrected.
(2007/04/04): Grocer version 1.213 has been posted on the web. The option 'noprint' in function adf did not work in previous versions: it now works (thanks to Eduardo Rodriguez for having signalled me this bug). Function varma has also been slightly modified: it now allows the user to enter an option 'prtopt' that provides the values of the options used for the filering steps (more to come in the 1.3 version).
(2007/02/10): Grocer version 1.212 has been posted on the web. The function impexc2bd has been modified to allow: dates not entered in chronological order (upon a request by Michel Pouchain); the user to enter her own definition for the dates name and the NA values. A bug in function automatic, linked to the "reliability" extension, has been corrected: when the final model was empty, the function could not calculate the reliability of any variable and crashed (thanks to Christelle Minodier for having signalled me this bug).
(2007/01/14): Grocer version 1.211 has been posted on the web. The previous versions from the 1.202 to the 2.1 contained 2 versions of the function pltbrybos and the installation device unfortunately compiled the wrong version. This is repared. This version contains also a new funtion uninstall_grocer (and the corresponding help file) that allows the user to uninstall the current Grocer version (before installing a new one). I highly recommend, in particular for those who have download Grocer versions between the 1.202 to the 1.21, to install the 1.21 one, to run the function grocer_uninstall and then to install again Grocer. It will also be more secure to uninstall grocer 1.211 by this function when installing new Grocer versions.
(2007/01/07): Grocer version 1.21 has been posted on the web. A function ms_forecast providing forecasts from a Markov-switching model has been incoporated (upon a request from Subhash Subramanian). The result tlist from the Bry-Boshan function has been completed by a field 'phases' that takes the values 0 in a recession and 1 in an expansion (upon a request from Slimi Souhir). The convention provided at the installation (peaks belong to exapnsions, troughs to recessions) can be changed by function define_recession. On-line help has been extended to incoporate these modifications. Functions allowing comparisons between ts and numbers have been created: ts<a (resp ts>a, ts<=a, ts>=a) with a a real number now provides a ts equal to 1 if the condition is true, 0 if false (an converselly for a<ts, a<=ts,...). The function prtts has been modified to avoid unfortunate side effects. The estimation of varma models has been modified and its speed somehow improved (note that it entails modifications to the function lffast: if there are grocer users that make use of the function lffast, they will perhaps be obliged to modify their programs; tell me if it is really a problem).
(2006/12/23): Grocer version 1.203 posted the 20th of december exhibited some strange behaviour. Although I have not fully understood the source of this problem, I have recreated the installation file and it seems to work properly again.
(2006/12/20): Grocer version 1.203 has been posted on the web. Bugs to function pltspectral (thanks to Jamel Gaftaoui for having signalled this bug) and impexc2bd (thanks to Othman Bouabdalah for having signalled this bug) have been corrected.
(2006/12/17): Grocer version 1.202 has been posted on the web. Bugs to function pltbrybos and banerji have been corrected. Small improvements to function impexc2bd have been made (changes any numerical separator ',' 'into '.'; accepts blanks in a the 'dates' name). Function freqts_c used by function expbd2exc, that has been omitted in the 1.201 version, has been added. Note that this version works with any Scilab version from the 3.0 to the -just released- 4.1 one.
(2006/11/19): Scilab.star file was corrupted. It is now repared. All my excuses to all grocer users for all the problems of last week: I will be careful to avoid them to happen again on grocer future versions.
(2006/11/15): Scilab help for previous 1.201 grocer version was no more available. It is now available again.
(2006/11/12): Version 1.201 has been posted on the web. This is the first version to work with the -just released- Scilab 4.1 Release candidate version. The function varmaf and the corrresponding help has also been modified to better deal forecasts with time series. A function hprev2vec used as a subroutine in forecasting functions has been created. The help for the function robust has been corrected (thanks to Emmanuel le Meur for having signaled this error).
- minor improvements have been made to fuction automatic: now the paths followed by the models in stages 1 and 2 are displayed together with the display of the corresponding models.
- display of funtion ers did not work properly; now it works.
- a minor improvement to the accuracy of function statfore has been made.
- when kpss was run after the bounds have been set to empty by running bounds(), then the program did not perform the test; now it does.
- function rolreg did not work properly with vectors; now it works; moreover, the user can now impose the regression to withdraw variables whose coefficients have the wrong sign; the help file has been modified accordingly (all modifications made by Emmanuel Michaux).
- fuction waldf did not work with models estimated by ols_cons; it now works.
- fuction prtbanerji did not display the results in some cases; it is corrected.
- fuction varma did not work anymore with exogenous variables; it works again.
- the panel functions pbetween, pfixed and prandom worked with panel tlists, but not with matrices as indicated in the help files; now they work also with matrices (thanks to Michel Pouchain for having signaled the bug).
- functions twosls and threesls did not work when the user did not enter the coefficients explicitely and when there were more than 10 coefficients; now they work also in that case (thanks to Meera Sharma for having signaled the bug).
- function spectral did not work with vectors entered without quotes; now it works (thanks to Arun Tangirala for having signaled the bug).
- the functions ms_reg and ms_var did not work when an a priori datation was given; now they work. Function ms_forecast did not work when exogenous variables over the forecasting period were entered as vectors; now it works (thanks to Tahoora Kh for having signaled this bug).
- the 1.2 manual did not give credit to the true author of the matlab disagregation programs (Enrique M. Quilis) at the basis of grocer ones. This has been changed. Sorry, Enrique and thanks for your matlab programs!
(2006/09/03): Version 1.109
has been posted on the web. A bug has been corrected in function prtjohan (the function could not print stored tlist results: now it can; thanks to Carlos C. Aranda for having signaled it to me and Emmanuel for having corrected it!). Tables of the cusum-squared test provided by Eddgerton and Wells have been incorporated to the cusumb and cusumf functions upon a suggestion by Pascal Grandeau (thanks for having sent me the article I did not know!). Constrained ordinary least squares (functions ols_cons2 and ols_cons) have been added upon a request by Michel Pouchain. This should be the last version before the enhanced 1.2 version (adapatation to the new graphic mode, Markov-switching models, Bayesian Model Averaging method, improvements of various existing functions and a few other new ones...) due towards the end of october.
(2006/07/03): Version 1.108 has been posted on the web. Bugs have been corrected in function gamm_rnd (an improper translation from Matlab led to a wrong distibution; thanks to Mario Maggi for having indicated it to me), olsar1 (an error was generated because the numbers of calls to olsc0 was limited to 10; thanks to Michel Pouchain for having indicated it to me) and auto_stage0 (when all variables where insigificant at the loose significance level used at the second step of automatic to eliminate globally insiginficant variables, the programm tried to estimate an empty model; thanks to Pierre-Emmanuel Ferraton for having indicated it to me).
(2006/04/12): Some users working on Windows98 have signalled me that grocer insatllation generated the following error message: (2006/03/15): Version 1.107 has been posted on the web. Corrections have been brought to the var and prtvar
functions (again, correction of bugs due to changes from the 1.0 to the
1.1 version). Contrary to what the help file indicated, the function ts2vec
did not accept bounds entered as a row; now it does (for progammers!).
Note that this version should work with Scilab versions from the 3.0
til the 4.0.
(2006/01/17):
Version 1.105 has been posted on the web. Corrections have been brought
to the panel data functions (thanks to Michel Pouchain for having
signalled me the bugs) and the johansen function (that did not
work anymore with ts, due to changes from the 1.0 to the 1.1 version).
Emmanuel Michaux has added to the function var and var1 the option to
withdraw the constant, which remains by default automatically included.
(2005/12/30):
Version 1.104 has been posted on the web. This version works on the
just released Scilab version 4.0-RC1. I however recommend using the
older Scilab versions 3.0 or 3.1.1, because the 4.0-RC1 is only a
"Release Candidate" one and remains therefore to be extensively tested.
A few changes have been also brought to the 1.102 version: display of automatic (variables are now displayed according to the entry order given by the user) and varma
(when the VARMA is a true VARMA and not an ARMA, the display is
clearer) has been improved; the variance matrix of residuals in a varma estimation, which waw rightly calculated but wrongly reported, is now correctly so; the output result from varma
now contains in the fields 'AR', 'MA', 'ARS', 'MAS', 'V' and 'G' the
estimated values instead of the starting values; in all the programs
that used hypermatrices, I have replaced them by simple matrices (this
is a little bit less readable, but more efficient); lastly Emmnanuel
Michaux has corrected his spectral functions (the calculation of the
cospectrum is now only performed when there are more than one series;
all the results involving multiple series -such as cospectrum,
cohesion,...- are now plotted once there are at least 2 series and not
3 as before). (2005/12/11): Version 1.102 has been posted on the web. This version corrects several bugs on varma
estimation discovered by various users (Emmanuel Michaux, Patrick Lee
and Reza Solgi: thanks to all): in particular the programm did not work
for seasonal ARMA, nor with time series (due to an improper adpation to
the changes in the treatment of data from the 1.0 to the 1.1 version);
now it works.
(2005/11/25):
Version 1.101 has been posted on the web. The changes from the 1.1
version are very limited: a bug (signaled to me by Pierre-Emmnanuel
Ferraton: thanks) in function bkwols has been corrected (the
function did not work properly in the very peculiar case when there was
no other exogenous variables than the constant); in functions litterman, fernandez and chowlin,
the output is now a ts over the same period as the indicators when
these are temselves ts (upon a suggestion by Emmanuel Michaux)
(2005/11/09): Version 1.1 has been posted on the web. The main changes from the 1.041 version are the following:
!-- error 49
incorrect file or format
at line 68 of function genlib_grocer called by :
genlib_grocer()
I have therefore developped an installation device that works
on Windows98 and should work in other cases when the standard
installation device does not work. It is available here
- new business cycle procedures, due to Emmanuel Michaux: spectral
analysis, the Bry-Boschan-Harding-Pagan procedure for the datation of
turning points, Banerji's test of lead at turning points;
- addition of basic panel data methods, mostly translated and
adapted from matlab programs written by Carlos Alberto Castro: fixed
and random effect, between estimation, Haussman test...
- addition of several procedures, mostly translated and adapted
from matlab programs written by Enrique M. Quilis, to disaggreagate low
frequency timeseries to high frequency ones: Chow-Lin, Litterman,...
methods;
- several improvements of the pc-gets like program automatic:
big increase in speed (up to tenfold) due to a major improvement in the
heteroskedascity test; implementation of the so-called 'liberal' and
'conservative' strategies; addition of a bottom-up estimation and
estimation of groups of variables with a given significance...
- a slight modification to bkwols that allows to detect exact to extreme colinearity and sends a warning message to the user
- a new feature that allows the user to define her own time series frequencies;
- the manual has been updated accordingly.
(2005/20/08) I have been told that the installation of the 1.04 version did not always work properly, although it worked perfectly in the environments that I have tested. So I have posted Grocer 1.041 on the web with a slighty different installation mode, which I hope will not generate the same problems as the 1.04.
(2005/15/08): Grocer 1.04 has been posted on the web. The main difference with the 1.036 version is that it now runs under Scilab-3.1.1 (it continues to run under Scilab-3.0). This has constrained to modified numerous demo funtions (lad_d, tobit_d, sur_d, tvp_d1, all varma demo functions,...), theilbv, drawy, pltseries0. A typo in function explovars has been corrected and varcov0 has been corrected (varcov0 was created for centered variables, it can now deal with non centered variables).
(2005/06/06): Grocer 1.036 has been posted on the web. Corrections have been made to functions dfbeta (thanks to Emmanuel Michaux for the correction), probit (thanks to Mauro Barrera for the correction), tobit (all three functions worked only with some type of data) and ols1a (thanks to Pierre-Emmanuel Ferraton for having signaled me the bug: in some estimations performed by automatic yhat was not saved; now it is).
(2005/05/04): Grocer 1.033 has been posted on the web. It replaces the 1.032 version that was deficient on 2 aspects: the file bkwols.sci was mysteriously lacking and the file explots.sci was not the good one (I have adapted my procedures to avoid such a mistake to be repeated...).
(2005/04/20): Grocer 1.032 has been posted on the web. The differences with the 1.03 version are the following:
(2005/03/21): Grocer 1.03 has been posted on the web. The differences with the 1.02 version are the following:
(2005/01/30): Grocer 1.02 has been posted on the web. The differences with the 1.01 version are the following:
(2005/01/09): Grocer 1.01 has been posted on the web. The differences with the 1.001 version are the following:
(2004/11/11): Grocer 1.001 has been posted on the web. The differences with the 1.0 version are the following: