Year: 2018

Top five hotkeys to get more done in GAUSS

The GAUSS interface includes a number of often overlooked hotkeys and shortcuts. These features can help make programming more efficient and navigation seamless. In this blog I highlight my top five GAUSS hotkeys:
  1. Quickly view data symbols using Ctrl+E.
  2. Open floating command reference pages using Shift+F1.
  3. Toggle block comments on and off using Ctrl+/.
  4. Go to procedure definitions using Ctrl+F1.
  5. Delete lines using Ctrl+L.
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Permutation Entropy

Permutation Entropy (PE) is a robust time series tool which provides a quantification measure of the complexity of a dynamic system by capturing the order relations between values of a time series and extracting a probability distribution of the ordinal patterns (see Henry and Judge, 2019). Today, we will learn about the PE methodology and will demonstrate its use through a toy example.

A Simple Test for Structural Breaks in Variance

Though many standard econometric models assume that variance is constant, structural breaks in variance are well-documented, particularly in economic and finance data. If these changes are not accurately accounted for, they can hinder forecast inference measures, such as forecast variances and intervals. In this blog, we consider a tool that can be used to help locate structural breaks in variance — the iterative cumulative sum of squares algorithm(ICSS) (Inclan and Tiao, 1994).
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Diagnosing a singular matrix

`G0121: Matrix not positive definite` and `G0048: Matrix singular` are common errors encountered during estimation. Today we will learn how to diagnose these errors using GAUSS code to compute ordinary least squares estimates, using real data from some golf shots hit by this author and recorded by a launch monitor.
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Reading dates and times in GAUSS

Time series data with inconsistently formatted dates and times can make your work frustrating. Dates and times are often stored as strings or text data and converting to a consistent, numeric format might seem like a daunting task. Fortunately, GAUSS includes an easy tool for loading and converting dates and times – the `date` keyword.

What you need to know about #include

If you have run much publicly available GAUSS code, you have probably come across the `#include` command. In this blog, we answer some important questions about #include:
  1. What does `#include` do?
  2. What is the most common error when using `#include`?
  3. How can I resolve the most common error?
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Make your code portable: Data paths

In this blog, we explore data path best practices for making GAUSS code more portable and replicable. Using variables and predefined GAUSS path definitions, we show how to simplify code and easily customize data loading.
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Controlling the GAUSS Autocomplete Behavior

Autocomplete is becoming a common feature in the tools we use in all aspects of our lives, because of it’s ability to help us to type more accurately and quickly. When programming in GAUSS, the autocomplete can also show you new functions you were not aware of. Today we will discuss how to use and control autocomplete features of the GAUSS editor and command window.
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