June 2003

New features:

1. Saving, display and freeing of "objects" (models or graphs) in
   script mode.  This applies when you're running a script via the GUI
   program, or working from the console in the GUI program.

   A model command (e.g. "ols") or a "gnuplot" command can be prefaced
   with a "save to object" specifier, e.g.

   MyGraph <- gnuplot yvar xvar
   model_a <- ols Ct 0 Yt

   Such saved objects are added to the list of icons that can be seen
   in the "session icon view" window.

   Thereafter, the saved object can be displayed using the syntax
   "object_name.show", e.g.

   MyGraph.show
   model_a.show

   "Showing" a model means displaying it in its own window, as if it
   had been estimated using the GUI controls.  Showing a graph just
   means diplaying it in a window.

   To delete or free a saved object, used "object_name.free", e.g.

   model_a.free

   The "Name <- " object-saving strings are ignored in the command
   line program.  Object names may have embedded spaces (if you
   must!), but then they must be put in double quotes in all contexts:

   "My Graph" <- gnuplot yvar xvar
   "My Graph".show
   "My Graph".free

2. Access to databases via script and command line. Up till now the
   only way of accessing a database (native gretl or RATS 4.0 being
   the two supported formats) has been via the gretl GUI.  Version
   1.1.0 adds a scriptable way of getting data series out of a
   database into gretl's workspace.

   The new command "data" is used, followed by a list of series to
   extract.  The data command must be prefaced by an "open" command
   that opens the database in question.  It must also be prefaced by
   "setobs" and "smpl" commands that jointly establish the frequency
   and range of the working data set.  For example:

   open /home/cottrell/stats/macrodat.rat
   setobs 4 1959:1
   smpl ; 1999:4
   data GDP_JP
   data (compact=average) LHUR PUNEW
   data (compact=last) FYFF EXRUK

   In the above example the "setobs" command establishes a quarterly
   dataset starting in the first quarter of 1959.  The "smpl" command
   says the data set will run till the 4th quarter of 1999.  The first
   "data" command imports the series GDP_JP, which is implicitly of
   the same frequency as the working data set.  The second "data" line
   imports two series, LHUR and PUNEW.  These are monthly and must be
   compacted somehow: the "(compact=average)" option tells gretl to do
   this by averaging the monthly values.  The final "data" line
   imports FYFF and EXRUK, compacting by taking the last month's value
   in each quarter.  Other valid compaction options are "sum" and
   "first".

3. New details of "smpl" command.  If the "new starting obs" or
"new ending obs" have the form plus or minus integer, these are
read as offsets relative to the existing sample range.  Thus for
instance, "smpl +1 -1" moves the start of the current sample for-
ward one observation, and the end of the sample back one observation.


March 2003

As of version 1.0.6, gretl offers support for LAPACK.  Routines from
LAPACK are used for two new commands, which should be considered
experimental at this point: "system" (equation system, the only sort
available at present being SUR) and "coint2" (Johansen trace test for
cointegration).

These commands are not yet in the PDF manual, but they are documented
in the gretlcli online help file (which is also available in the GUI
program under the menu item "Help/Script commands syntax").  There are
no GUI menu items to invoke the commands yet, but they are available
in gretlcli, via the gretl GUI console, or in a gretl script.

Sample files which illustrate these new commands are supplied.  For
the SUR system see greene14_2.inp, which uses greene13_1.gdt (Grunfeld
investment data) to replicate the SUR example in William Greene's
Econometric Analysis, 5th edition, Chapter 14.  For the Johansen test
see pscoin.inp, which uses hamilton.gdt to replicate the price
levels and exchange rate example in James D. Hamilton's Time Series
Analysis, Chapters 19 and 20.

The new commands depend upon two new plugins, "sur" and "johansen",
which are linked against the LAPACK and BLAS libraries.  These
libraries are supplied with the Windows distribution of gretl in the
form of DLLs.  The gretl RPM packages (red hat 7.3 and "generic") do
not contain the plugins with the dependency on LAPACK, but there is an
additional RPM, gretl-lapack-VERSION.rpm, which supplies them.

If you are building gretl on Linux/unix and wish to have these
commands available, you will need to install LAPACK before configuring
gretl.  RPMs and Debian packages for LAPACK are readily available.  Two
options to gretl's "configure" program are relevant:

* To prevent gretl from linking against LAPACK even if it is available
  on your system, use "--without-lapack". (Then, of course, the new
  commands will not be available).

* If you wish to use LAPACK and it is installed somewhere other than
  in the "/usr" tree, you may need the option "--with-lapack-prefix=",
  e.g. "--with-lapack-prefix=/usr/local".  
