Gretl 入門手冊 - · PDF file楊奕農 CYCU gretl 入門手冊 iii 中原大學國際貿易學系 Chung Yuan Christian University, Taiwan. 3.1 線性迴歸殘差的假設

Gretl for gretl ver. 1.9.x

Gnu Regression, Econometrics and Time-series Library

Chung Yuan Christian University, Taiwan.http://yaya.it.cycu.edu.tw/gretl/

June 4, 2013 v.0.5Original: April 29, 2009

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Chung Yuan Christian University, Taiwan.

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1.1 .....................................................................................61.2 CVS PO ............................................................7

CVS ...............................................................................................7 PO ......................................................................8

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1.4 gretl .................................................................................. 11(1) ............................................................................................ 11(2) .........................................................................................13(3) .....................................................................................13(4) ...................................................................14(5) ..............................................................................14

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....................................................................................152.1 ............................................................................................162.2 ................................................................................................182.3 .....................................................................................192.4 ............................................................................................222.5 .................................................................................23

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3.1 ............................................................................263.2 : White ........................................................273.3 : ARCH LM .................................................293.4 ........................................................................333.5 ................................................................................343.6 ...................................................................................37

4 gretl .......................................................................................41

4.1 .......................................................................................41 Excel ...............................................................................42 Eviews ............................................................................44...............................................................................................46 ...........................................................................................47

4.2 .......................................................................................48gretl ......................................................................................48gretl ......................................................................................51

4.3 .......................................................................................524.4 ............................................................................53

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4.5 .......................................................................................69.............................................................................69......................................................................70

4.6 ...................................................................................71 5 gretl .......................................................................................75

5.1 ............................................................................76

iv gretl CYCU

Chung Yuan Christian University, Taiwan.

5.2 .......................................................................................78 ....................................................................................78

5.3 (multiple graphs) .................................................................805.4 3D ...........................................................................................82

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6.1 (session file)............................................................................84 ................................................................................84......................................................................86 ................................................................................87 ...........................................................................................87

6.2 (Model Table) ...................................................................88(1) Logit Probit .............................................................89(2) (Icon View) ..........................................................90(3) Model Table .....................................................90

7 gretl ..................................................................................92

7.1 (function package)...........................................937.2 .....................................................................................94

(1) GJR-garchm ...................................................................947.3 .................................................................................94

(1) Phillips-Perron .........................................................95 8 R ................................................................................100

8.1 R .............................................................................1008.2 R PP.test() ...................................................................101

9 ...................................................................................104

9.1 SUR..........................................................................1049.2 ...................................................................................104

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Chung Yuan Christian University, Taiwan.

gretl Gnu Regression, Econometrics and Time-series Library,

GNU General Public License (Open Source

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