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8/13/2019 Class1 Cima

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Computational Toolsfor

Econometris andStatistics

Mariano

Matilla

Garca


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Econometric andStatistical Available

Software

What for?

Currently you cannot doanything (econometrics)

without softwareaid

But,there aremany possible choices,what should

Ichoose?

First,let us see the options

Then we will find aprocuder for choosing the one you

need


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2general

types of

software

Type1:Cannedpackages

Pros:

Youdontneedtoknowtheformulas

Youcandoeverydaywork

Dont

need

programming

Cons:

Sometimestheuserdoesnotknowwhatis(s)hedoing:blackbox

Youcannotexperimentonnewresults

Youcannot updatenewresultsuntiliscommerciallyattracive


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2types cont

Type2:Languageprograms(non basiclevel)

Youneed

to

learn

how

to

interact

with

the

program,

Youcandowhatyouwanttodo,attheriskofdoingit

wrong

Thereare

bunches

of

code

for

handling

everyday

tasks

Note:Isuggestreadingthisreference:

McCullough,B.D.andVinod,H.D.(1999):"TheNumerical

Reliabilityof

Econometric

Software", JournalofEconomic

Literature,vol.27,june,pp.633665


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Matrix oriented programming

languages

Commercial

Matlab:(www.mathworks.com)

Gauss(www.aptech.com)

Rats

FreeunderGNUlicense

Octave(windows,macandlinux users)

R/(http://www.r

project.org/)

Ox(http://www.doornik.com/index.html


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Arethese all available ones?

NO,ofcourse.Youshouldtakealookat:

http://www.oswego.edu/~economic/econsoftw

are.htm

Howcan

Ibe

able

to

learn

all

of

them?

Youcan,ifwanted;butthereisnoneed

Youcanlearnhowtoprograminoneandthenthis

knowledgewill

smooth

the

way

for

others

(in

case

youdesperatelyneedthem)


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Instalation Octave


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Download other Version Step 1:go to

http://sourceforge.net/projects/octave/files/Octave_Windows%20%20MinGW/Octave%203.2.4%20for%20Windows%20MinGW32%20Installer/

andinstall in

the OCTAVE

directory,

but in

adifferentfolderthan the other version you have

Octave3.2.4_i686pcmingw32_gcc4.4.0_setup.exe

Notice that this ISNOTthe version INSTALLEDatclass

Step 2:Modify in

GUIOCTAVE

the route where you

have OCTAVE


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Step 2


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Steps 3and

4

Step 3:Then exit GUIOctave andthen openagainGUIoctave andwrite down the next 3lines (lineby line)

pkg rebuild

autopkg rebuildnoauto adwindowspkg rebuildautojava

Step 4:Go to File>Set

Paths>Add folders

with

subfolders

andselect firstly

C\Octave\3.2.4_gcc4.4.0\share\octave\packages

andthen

C\Octave\3.2.4_gcc4.4.0\libexec\octave\packages


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Step 5 Go to file>packages

andwait until they appear


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Installing GNUOctave

for Windows

Download from:

http://octave.sourceforge.net/


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Install the .exe file


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Executing Octave


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Not very friendly interface,but

Install aGraphic User Interface (ie.GUI)

There areseveral

Myrecommendation is

http://guioctave.com/?page_id=2

Download and install

Look here for some screenshots

http://guioctave.com/?page_id=5


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ew n er ace


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First code%myfirst code for Octaveand Matlab.Type

this%in the command windowx =randn(100,1);

plot(x)


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How

can

I

learn This is the handbook

http://www.gnu.org/software/octave/doc/interpreter/

But practice is the bestway

There arealot of packages

They arecategorized bysubjects

How

to know

the packages you already have got

File>Packages

If you dont find them,then you should download them:


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Download packages


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What if I

want to install others? Go to

http://octave.sourceforge.net/packages.phpAlsothereissubstantialdocumentationaboutthe

package

Lookforyourneedpackage

Seebefore

details

as

there

might

be

dependencies

Downloadthem(it),andthengobacktoGUI

Octave Userefresh,andinstallthem


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Plots hist

help hist

Code

l oad f orear msubpl ot ( 1, 2, 1)% The hi st f unct i on opt i onal l y r et ur ns t he% bi n cent er s and f r equenci es.[ n, x] = hi st ( f or ear m) ;% Pl ot and use t he argument of wi dt h=1% t o pr oduce bar s t hat t ouch.bar ( x, n, 1) ;axi s squar et i t l e( ' Frequency Hi st ogr am' )% Now cr eat e a r el at i ve f r equency hi st ogr am.

% Di vi de each box by t he t ot al number of poi nt s.subpl ot ( 1, 2, 2)bar ( x, n/ 140, 1)t i t l e( ' Rel at i ve Fr equency Hi st ogr am' )axi s squar e


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QQ

plots Compare2distributions,samples,

With different scale

With different number of observations

Each quantile is considered asapoint

If both setscomefrom the same distribution,then

all points will beon the same line

xuni =r and( 100, 1) ;qqpl ot ( xuni , "uni f or m" , 0, 1)


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QQ

plots for 2

samples What if Iwant to compare2samples of size n

and m??

See exampleQQplot


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Bivariate Normal

Distribution

% Create a bivariate standard normal.

% First create a grid for the domain.

[x,y] = meshgrid(-3:.1:3,-3:.1:3);% Evaluate using the bivariate standard

normal.

z = (1/(2*pi))*exp(-0.5*(x.^2+y.^2));% Do the plot as a surface.

surf(x,y,z)

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