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*** User-specified starting values:


ESS is minimized for rho = %g



For help on a specific command, type: help cmdname

For help on a specific function, type: help funname
          frequency    rel.     cum.


       interval          midpt   frequency    rel.     cum.


  Null hypothesis: the regression parameters are zero for the variables

"help" gives a list of commands

--- FINAL VALUES: 

Breusch-Pagan test statistic:
 LM = %g with p-value = prob(chi-square(1) > %g) = %g

Equality of means test (assuming %s variances)


Equality of variances test


Error executing script: halting

Error: Hessian non-negative definite? (err = %d); dropping back to OPG

Fine-tune rho using the CORC procedure...


For the variables '%s' and '%s'

Found %d valid sheet(s)

Frequency distribution for %s, obs %d-%d

Harvey-Collier t(%d) = %g with p-value %.4g


Hausman test matrix is not positive definite (this result may be treated as
"fail to reject" the random effects specification).

Hausman test statistic:
 H = %g with p-value = prob(chi-square(%d) > %g) = %g

KPSS test for %s
KPSS test for %s %s

Means of pooled OLS residuals for cross-sectional units:


Number of iterations: %d


Number of observations (rows) with missing data values = %d (%.2f%%)

Number of runs (R) in the variable '%s' = %d

Performing iterative calculation of rho...


Periodogram for %s

Please note:
- The first row of the CSV file should contain the names of the variables.
- The first column may optionally contain date strings or other 'markers':
  in that case its row 1 entry should be blank, or should say 'obs' or 'date'.
- The remainder of the file must be a rectangular array of data.

Read datafile %s

Reading session file %s

Residual variance: %g/(%d - %d) = %g

There is evidence for a cointegrating relationship if:
(a) The unit-root hypothesis is not rejected for the individual variables, and
(b) the unit-root hypothesis is rejected for the residuals (uhat) from the 
    cointegrating regression.

Valid gretl commands are:

You may supply the name of a data file on the command line
gretlcli: error executing script: halting

gretlmpi: error executing script: halting
                         Random effects estimator
           allows for a unit-specific component to the error term
           (standard errors in parentheses, p-values in brackets)

                        Real  Imaginary    Modulus  Frequency                     mean of      std. dev. of     mean of     std. dev. of
                    estimated      estimated      estimated      estimated
      Variable     coefficients   coefficients   std. errors    std. errors

                 ITER       RHO        ESS        %g%% interval
      Diagnostics: assuming a balanced panel with %d cross-sectional units
                         observed over %d periods

      VARIABLE         COEFFICIENT      %g%% CONFIDENCE INTERVAL

   %s: probably a year...    %s: probably not a year
   ...but row %d has %d fields: aborting
   Difference between sample means = %g - %g = %g
   Estimated standard error = %g
   Found matrix '%s' with %d rows, %d columns
   Null hypothesis: The two population means are the same.
   Ratio of sample variances = %g
   Test statistic: t(%d) = %g
   The difference is not statistically significant.

   but I can't make sense of the extra bit
   but the dates are not complete and consistent
   dates are reversed?
   definitely not a four-digit year
   first field: '%s'
   first row label "%s", last label "%s"
   line: %.115s...
   line: %s
   longest line: %d characters
   number of columns = %d
   number of data blocks: %d
   number of non-blank lines: %d
   number of observations: %d
   number of variables: %d
   p-value (two-tailed) = %g

   seems to be observation label
   the cell for variable %d, obs %d is empty: treating as missing value
   warning: missing value for variable %d, obs %d
  LAG      ACF          PACF         Q-stat. [p-value]  LAG      XCF (e.g. help qrdecomp)
 (e.g. help smpl)
 (including seasonals)

 (including trend and seasonals)

 (including trend)

 (steplength = %g) (using Hessian) 95%% confidence interval for mean: %g to %g
 Click to set position DW  Drag to define zoom rectangle Dropping %-16s (p-value %.3f)
 F  Find what: For %g%% confidence intervals, t(%d, %g) = %.3f
 For %g%% confidence intervals, z(%g) = %.2f
 No datafile loaded  Prob(x <= %d) = %g
 Prob(x = %d) = %g
 Right-click on graph for menu Unsaved data  omega  scaled frequency  periods  log spectral density

 omega  scaled frequency  periods  spectral density

 standard error of mean = %g
 std. error t  unit %2d: %13.5g
"%s" is not a gretl command.
"%s" is not defined.
"By econometricians, for econometricians.""help set" for details# Log re-started %s
# Log started %s
# Record of session commands.  Please note that this will
# likely require editing if it is to be run as a script.
$p$-values in brackets$t$-ratio$t$-statistics in parentheses$z$%17cNOTE: o stands for %s,   x stands for %s
%17c+ means %s and %s are equal when scaled
%20c%s and %s are plotted on same scale

%8c%25cNOTE: o stands for %s

%8c%d group means were subtracted from the data%d missing values%d out of %d gradients looked suspicious.

%d out of %d tests gave zero
%d-period moving average of %s%g and %g quantiles%g percent confidence band%g percent critical value%g percent interval%g%% confidence ellipse and %g%% marginal intervals%g%% confidence interval = %g to %g%g%% interval%g%% interval for mean%g\%% confidence interval%g\%% interval%s (n = %d, %s)%s (original data)%s (smoothed)%s = 1 if %s is %d, 0 otherwise%s = 1 if period is %d, 0 otherwise%s estimates%s estimates using the %d observations %s-%s
%s estimates, observations %s-%s (T = %d)%s estimates, observations %s--%s ($T=%d$)%s found
%s is a constant%s page %d of %d%s replaced
%s saved
%s test%s versus %s (with cubic fit)%s versus %s (with inverse fit)%s versus %s (with least squares fit)%s versus %s (with loess fit)%s versus %s (with quadratic fit)%s versus %s (with semilog fit)%s versus %s with Nadaraya_Watson fit%s versus %s with loess fit%s, %s to %s%s, argument %d: value %g is out of bounds
%s, obs. %s%s%s%s, observations 1 to %d%s, page %d%s, response = %s, treatment = %s:%s, using %d observations%s, using observations %s%s%s%s, using the observations %s - %s%s: Didn't find any matching observations
%s: Full range %s - %s%s: No BOF record found%s: argument %d is of the wrong type (is %s, should be %s)
%s: argument %d should be %s%s: argument %d: invalid type %s%s: argument should be %s%s: can't handle conversion%s: column '%s' was not found%s: command not available
%s: division not allowed here%s: duplicated parameter name '%s'%s: empty document%s: inapplicable option%s: insufficient arguments%s: invalid argument type %s%s: invalid input '%s'
%s: invalid return type for function%s: invalid value '%s'%s: locale is not supported on this system%s: no parameters were specified%s: no such object%s: no such object
%s: no system was specified%s: no valid values%s: not a string variable%s: not a valid parameter name%s: not enough arguments
%s: not implemented in 'progressive' loops%s: observation range does not overlap
with the working data set%s: operand %d should be %s%s: operand should be %s%s: please close this object's window first%s: rho = %g, error is unbounded%s: set %d observations to "missing"
%s: sorry, no help available.
%s: string key on left but numeric on right%s: string key on right but numeric on left%s: the dependent variable must be count data%s: using default compaction method: averaging%s: validated against DTD OK%s; sample %s - %s'%s' -- no numeric conversion performed!'%s' -- number out of range!'%s' : not implemented for arrays'%s' : not implemented for lists'%s' : not implemented for matrices'%s' : not implemented for strings'%s' : not implemented for this type'%s' : only defined for matrices'%s' and '%s': couldn't get dates
'%s' is a constant'%s' is not a binary variable'%s' is not a dummy variable'%s' is not a known series'%s' is the name of a built-in function'%s' is the name of a gretl command'%s' may not be used as a variable name'%s': expected a scalar or vector'%s': invalid argument for %s()
'%s': invalid observation index'%s': name is too long (max %d characters)
'%s': no argument was given'%s': no such matrix'%s': no such worksheet'%s': not a scalar'%s': there is already an object of this name'%s': unrecognized name'Between' variance'Within' variance'o' stands for %s and 'x' stands for %s (+ means they are equal)('*' indicates a leverage point)('*' indicates a value outside of 95% confidence band)(90% interval)(A low p-value counts against the null hypothesis that the pooled OLS model
is adequate, in favor of the fixed effects alternative.)

(A low p-value counts against the null hypothesis that the pooled OLS model
is adequate, in favor of the random effects alternative.)

(A low p-value counts against the null hypothesis that the random effects
model is consistent, in favor of the fixed effects model.)
(Please refer to Help for guidance)(dropping missing observations)(for logical AND, use '&&')
(for logical OR, use '||')
(heteroskedasticity)(including trend)(logs are to base 2)(max was %d, criterion %s)(missing values were skipped)(non-linearity)(to the left: %g)
(two-tailed value = %g; complement = %g)
(unsaved)(without trend)* indicates significance at the 10 percent level** indicates significance at the 5 percent level+- sqrt(h(t)), is %s--balanced option is invalid: the (full) dataset is not a panel1-norm1-step Arellano-Bond1-step GMM1-step dynamic panel1st-order autocorrelation coeff. for e2 means2 proportions2 variances2-step Arellano-Bond2-step GMM2-step dynamic panel2-step estimation3D plot3SLS5% Perc.5% critical values for Durbin-Watson statistic5% perc.5% percentile5%% critical value (two-tailed) = %.4f for n = %d5\% perc.5\%% critical value (two-tailed) = %.4f for n = %d95% Perc.95% perc.95% percentile95\% perc.= %s squared= %s times %s= 1 if month = %d, 0 otherwise= 1 if quarter = %d, 0 otherwise= MLE= first difference of %s= log difference of %s= log of %s= seasonal difference of %sA list named %s already existsA matrix named %s already existsA scalar named %s already existsA series named %s already existsA string named %s already existsA value < 10 may indicate weak instrumentsAB-modelACF forADF-GLS testAICANOVAANOVA...APARCHARAR (seasonal)AR lagsAR order:AR(1)ARCHARCH order:ARCH q:ARIMAARI_MA...ARMAARMA initializationARMAXASCII files (*.txt)A_RCHAbout gretlAccessorsActualActual and fitted %sActual and fitted %s versus %sActual vs. FittedAddAdd ObservationAdd VariableAdd another curve...Add as matrix...Add derivativeAdd differenceAdd differencesAdd equationAdd identityAdd line...Add list of endogenous variablesAdd list of instrumentsAdd logAdd logsAdd matrix...Add observationsAdd to datasetAdd to dataset...Add to menuAdd to model tableAdd to previous outputAdd...Add/remove functionsAdded list '%s'
Adding a lower frequency series to a
higher frequency datasetAdding variables improved %d of %d information criteria.
Adds to output in this windowAdj. R**2Adj. R{\super 2}Adjusted $R^2$Adjusted R-squaredAdjustment vectorsAkaike Information CriterionAkaike criterionAkaike information criterionAll ->All componentsAll data labelsAll lags of %sAll vars, lag %dAllow shell commandsAllowing for groupwise heteroskedasticityAllowing for prior restriction, df = %d
Alternative hypothesisAlternative statisticAlways goes to a new windowAlways prompt if there are unsaved changesAmbiguous matrix indexAn equation system must have at least two equationsAnalysis of VarianceAnalytical derivatives cannot be used with GMMAnalytical derivatives supplied: "params" line will be ignoredAnnualAppend signatureApplyArellano--BondArellano-BondArgument %d (%s) is missingArgument %d is a constantArgument is a constantArrangeArrange iconsArray of %s, length %d
ArrowsAscendingAssign return value (optional):Assume common population standard deviationAssume positive and negative are equiprobableAssume standard deviation is population valueAsymptotic p-value = %.6g for chi-square(%d) = %gAsymptotic standard errorsAsymptotic standard errors assuming IID errorsAsymptotic test statisticAt row %d, column %d:
Attempting to take square root of negative numberAugmented Dickey--Fuller regressionAugmented Dickey-Fuller (GLS) test for %s
Augmented Dickey-Fuller regressionAugmented Dickey-Fuller test for %s
Augmented regression for Chow testAugmented regression for common factor testAuthorAuto-indent regionAuto-indent scriptAutocorrelation function for %sAutomaticAutomatic maximumAutoregressive modelAuxiliary regression for RESET specification testAuxiliary regression for added variablesAuxiliary regression for non-linearity test (log terms)Auxiliary regression for non-linearity test (squared terms)BFGS maximizerBFGS: initial value of objective function is not finiteBHHH maximizerBICBackBad character %d in date stringBad character '%c' in date stringBandwidthBare declarations are not allowed hereBartlett kernelBartlett truncation at %d lags
Bartlett window, bandwidth:Bartlett window, length %dBased on %d replicationsBased on Jacobian, df = %d
Baxter-King Band-pass filterBaxter-King component of %s at frequency %d to %dBeck--Katz standard errorsBeck-Katz standard errorsBesides additive outliers, allow for:BetweenBetween modelBetween s.d.Between-groupsBetween-groups modelBi_variate...Bias proportion, $U^M$Bias proportion, UMBiggerBin width:Binary data (%d) encountered (line %d:%d): this is not a valid text file
Binary data (%d) encountered: this is not a valid text file
Binomial (p = %g, n = %d):
 Prob(x > %d) = %g
Binomial(%d, %g)Bits per floating-point valueBivariate probitBlockBlock variable (optional)Bollerslev--Wooldridge standard errorsBollerslev-Wooldridge standard errorsBootstrap alphaBootstrap replicationsBounded observationsBoxplotBreusch--Pagan test for diagonal covariance matrixBreusch-Godfrey test forBreusch-Godfrey test for autocorrelation up to order %dBreusch-Godfrey test for first-order autocorrelationBreusch-Pagan testBreusch-Pagan test for diagonal covariance matrixBreusch-Pagan test for heteroskedasticityBrowse...Buffer is emptyBuild from formulaBuild from seriesBuild numericallyBundle is emptyButterworth filterButterworth poles (n = %d, cutoff = %d degrees)By %sBy _observation numberC-modelC.V.CDF instead of densityCORCCSVCSV files (*.csv)CUSUM plot with 95% confidence bandCUSUM test for parameter stabilityCUSUM test for stability of parametersCUSUMSQ plot with 95% confidence bandCUSUMSQ test for stability of parametersCUSUM_SQ testC_lear data setC_ross-correlogramCalculatorCalendarCan't add model to table -- this model has a different dependent variableCan't do this: no model has been estimated yet
Can't do this: some vars in original model have been redefinedCan't do: the current data set is different from the one on which
the reference model was estimated
Can't find the function '%s'Can't open %s for readingCan't produce ML estimates: some units have only one observationCan't retrieve ht: data set has changedCan't retrieve series: data set has changedCan't retrieve uhat: data set has changedCan't retrieve yhat: data set has changedCannot delete %s; variable is in useCannot delete all of the specified variablesCannot delete the specified variablesCannot open the clipboardCase 1: No constantCase 2: Restricted constantCase 3: Unrestricted constantCase 4: Restricted trend, unrestricted constantCase 5: Unrestricted trend and constantCase marker missing at obs %dCensored observationsCensoring variableCenteredCentered $R^2$Centered %d-period moving average of %sCentered R-squaredCentral fraction:Check for _addonsCheck for _updatesChi-squareChi-square(%d)Chi-square(%d) sampling distributionChoi meta-tests:Cholesky ordering:ChooseChoose named listChow F-test for breakChow test for structural break at observation %sChow test for structural difference with respect to %sClearClear current dataset firstClear data labelsClearing the data set will end
your current session.  Continue?CloseClose windowClosed output file '%s'
ClusterCluster byClustered standard errorsCochrane--OrcuttCochrane-OrcuttCodebookCoefficientCoefficient covariance _matrixCoefficient covariance matrixCoefficient number (%d) is out of rangeCoefficient number (%d) out of range for equation %dCoefficient on %sCointegrating regression - Cointegrating regression -- Cointegrating vectorsCointegrationCointegration rankCointegration tests conditional on %d I(1) variable(s)Cointegration tests, ignoring exogenous variablesColor %dColumnsCombined EC plotCombined plotComma separatedCommand '%s' ignored; not valid within equation system
Command failedCommand has insufficient argumentsCommand to compile TeX filesCommand to launch GNU RCommand to launch gnuplotCommand to view PDF filesCommand to view postscript filesComment lineComment regionCompact by averagingCompact by summingCompact daily data to weeklyCompact daily data to:Compact hourly data to:Compact monthly data to:Compact quarterly data to annualCompact weekly data to monthlyCompacted dataset would be emptyCompaction method (for reducing frequency):Comparison of information criteriaComponent  Eigenvalue  Proportion   Cumulative
Component with eigenvalue = %.4fComponents with eigenvalues > meanCompression level (0 = none)Compute confidence intervalsCompute standard errorsConditional Maximum LikelihoodConfidence _ellipse...Confidence intervalConfidence levelConfidence level...Confidence region: select two variablesConfirm dataset structureConflicting variable namesConstantControl variableConvergence achieved after %d iterations
Convergence tolerance:CopyCopy as CSV...Copy as:Copy buffer was emptyCopy dataCopy to clipboardCopyright Allin Cottrell and Riccardo "Jack" LucchettiCopyright Ramu Ramanathan, Allin Cottrell and Riccardo "Jack" LucchettiCorrect for trading days effectCorrected for sample size (df = %d)Correlation CoefficientsCorrelation coefficients, using the observations %s - %sCorrelation coefficients, using the observations %s--%sCorrelation matrixCorrelationsCorrelations of %s and lagged %sCorrelogramCould be %s - %s
Could not compute Beck-Katz standard errorsCouldn't access binary datafileCouldn't access graph infoCouldn't calculate confidence intervals for this modelCouldn't create directory '%s'Couldn't estimate group means regression
Couldn't find a usable terminal programCouldn't find script '%s'
Couldn't format model
Couldn't get function package informationCouldn't get value for col %d, row %d.
Maybe there's a formula in the sheet?Couldn't load plugin functionCouldn't load plugin function
Couldn't open %sCouldn't open %s
Couldn't open %s for writingCouldn't open %s for writing
Couldn't open '%s'Couldn't open database binary fileCouldn't open database index fileCouldn't open temp fileCouldn't set sampleCouldn't write to %sCouldn't write to '%s': gretl will not work properly!Count data modelCovariance estimatorCovariance matrixCovariance matrix of regression coefficientsCragg--Donald minimum eigenvalueCragg-Donald minimum eigenvalueCreation and I/OCriterionCritical value = %gCritical value for outliers:Critical valuesCritical values for TSLS bias relative to OLS:
Critical values for desired LIML maximal size, when running
  tests at a nominal 5% significance level:
Critical values for desired TSLS maximal size, when running
  tests at a nominal 5% significance level:
Cross _TabulationCross-correlation function for %s and %sCross-correlogramCross-equation VCV for residualsCross-equation covariance matrixCross-productsCross-sectionalCross-sectional dataCross-tabulation of %s (rows) against %s (columns)Cross-validation criterionCumulated sum of scaled residualsCumulated sum of squared residualsCurrent sampleCurrent sample: %d observations
Current sessionCustom formatCutCyclical component of %sDFFITSDaily (5 days)Daily (6 days)Daily (7 days)Daily date to represent weekDataData appended OK
Data errorData file %s
as ofData file has trailing commas
Data file is empty
Data frequency does not match
Data imported from %s file '%s', %s
Data imported from %s, %s
Data infoData missing for variable '%s'Data requirementData series length count missing or invalid
Data setData set is goneData structure wizardData transposedData types not conformable for operationData utilitiesDatabaseDatabase installed.
Open it now?Database parse error at variable '%s'Database server nameDatasetDataset _structure...Dataset cleared
Dataset extended by %d observationsDateDate (YYYY-MM-DD)Dates file does not conform to the specificationDecennialDecomposition of variance for %sDefault graph scaleDefault method:Define _new variable...Define listDefine matrixDefine named listDefine new variable...Define or edit _list...DeleteDelete all blank rowsDelete the weekend rowsDeleted %d variablesDeleted %sDeleted function '%s'
DensityDependent VariableDependent variableDependent variable 1Dependent variable 2Dependent variable is all zeros, aborting regressionDependent variable: %s
Dependent variable: %s

DescendingDescriptionDescription:Descriptive labelDesired quantile(s)Detect and correct for outliersDeterminantDeterminant of covariance matrixDiagonalDickey--Fuller regressionDickey-Fuller (GLS) test for %s
Dickey-Fuller regressionDickey-Fuller test for %s
Didn't find any matching observationsDidn't find any matching observations
Difference testDifference the independent variablesDifference:DisplayDisplay PDFDisplay fitted values, all equationsDisplay name (shown in graphs):Display notes on opening session fileDisplay residuals, all equationsDisplay valuesDistances saved as '%s'DistributionDistribution free Wald test for heteroskedasticityDistribution of %s by %sDistribution:Disturbance proportion, $U^D$Disturbance proportion, UDDo you really want to add a lower frequency series
to a higher frequency dataset?

If you say 'yes' I will expand the source data by
repeating each value %d times.  In general, this is
not a valid thing to do.Do you want to save changes you have
made to the current data set?Do you want to save the changes you made
to this session?Do you want to save this gretl session?Done
Doornik-Hansen testDrop missing dataDrop observations with _missing values...Drop observations with missing valuesDrop rows that have no valid dataDrop rows with at least one missing valueDropped %d observationsDropping %s
Dropping %s: sample range contains no valid observations
Dummies for _discrete variable...Dummify...Duplicated pointer argument: not allowedDurationDuration (Weibull)Duration (exponential)Duration (log-logistic)Duration (log-normal)Duration modelDurations must be positiveDurbin's $h$Durbin's hDurbin-WatsonDurbin-Watson statisticDynamic panelDynamic panel modelEC plotEC termEC termsEGARCHEPS fileERROR: variable %d (%s), observation %d, non-numeric value
ESSEditEdit attributesEdit function codeEdit package listEdit package...Edit plot commandsEdit sample scriptEdit valuesEdit values...Editing %d scripts: really quit?Eigenanalysis of the Correlation MatrixEigenanalysis of the Covariance MatrixEigenvalueEigenvaluesEigenvalues of CEigenvectors (component loadings)Empty observation []
Encode all valuesEncoding %s as dummiesEncoding variables as dummiesEndEnd:Endogenous variablesEndogenous variables:English (A4 paper)English (US letter paper)Ensure uniform sample sizeEnter a nameEnter a numerical valueEnter boolean condition for selecting cases:Enter case marker for new obs
(max. %d characters)Enter commands for loop.  Type 'endloop' to get out
Enter formula for new variableEnter formula for new variable
(or just a name, to enter data manually)Enter formula for new variable:Enter name for column
(max. 12 characters)Enter name for first variable
(max. %d characters)Enter name for list of seriesEnter name for new variable
(max. %d characters)Enter name=formula for new scalarEnter name=formula for new seriesEnter new name
(max. %d characters)Enter value to be read as "missing"
for the variable "%s"Enter value to be read as "missing":Epanechnikov kernelEquationEquation %dEquation 1 regressorsEquation 2 regressorsEquation for Equation is just identifiedEquation number (%d) is out of rangeEquation systemError adding variablesError attempting to open fileError calculating Ljung-Box statisticError estimating Hurst exponent model
Error estimating fixed effects model
Error estimating random effects model
Error estimating range-mean model
Error executing functionError generating covariance matrixError generating lagged variablesError generating logarithmsError generating squaresError in arma commandError message from %s():
 %sError reading %s
Error reading packageError reading workfile header
Error retrieving data from serverError sum of squares (%g) is not > 0Error sum of squares is not >= 0Error unzipping compressed dataError: unit %g, period %g: duplicated observationEstimateEstimate augmented modelEstimate of population valueEstimate reduced modelEstimated Hurst exponentEstimated _density plot...Estimated degree of integrationEstimated density of %sEstimated using BHHH methodEstimated using Kalman filterEstimated using X-12-ARIMAEstimated using X-13-ARIMAEstimated using least squaresEstimationEstimation periodEstimatorEvaluated at the meanEvaluations of gradient: %d
Eviews files (*.wf1)Ex. kurtosisEx.\ kurtosisExact Maximum LikelihoodExact or near collinearity encounteredExcel files (*.xls)Excel files (*.xlsx)Excessive exponent in genr formulaExcluding the constant, p-value was highest for variable %d (%s)ExecuteExecute X-12-ARIMA directlyExecute lineExecute regionExecution aborted by requestExogenous regressor(s)Exogenous regressorsExogenous variablesExogenous variables:Expand annual data to quarterlyExpand quarterly data to monthlyExpected '%c' but formula ended
Expected '%c' but found '%s'
Expected a function return type, found '%s'Expected a valid variable nameExpected an SQL query stringExpected numeric data, found string:
%s" at row %d, column %d
Expected numeric data, found string:
'%s' at row %d, column %d
Expected valueExplained sum of squaresExponentialExponential moving averageExponential moving average of %s (current weight %g)Export as CSV...Export dataExport the labels to fileExport the markers to fileExternal command failedExtra propertiesExtraneous character '%c' in dataExtraneous character (0x%x) in dataF test for the specified restrictionsF(%d, %d)F(%d, %d) sampling distributionF-formF-tests of zero restrictionsFIMLFactor (discrete)FactorizedFailed to calculate JacobianFailed to compute critical valueFailed to compute numerical HessianFailed to compute p-valueFailed to compute test statistic
Failed to copy graph fileFailed to copy objectFailed to create empty data setFailed to download fileFailed to execute x12arimaFailed to find eigenvalues
Failed to flip state of "%s"
Failed to get workbook infoFailed to load plugin: %sFailed to parse count of variablesFailed to parse data frequencyFailed to parse data values at obs %dFailed to parse endobsFailed to parse number of observationsFailed to parse series informationFailed to parse startobsFailed to process Excel fileFailed to process TeX fileFileFile contains no data
File of the wrong type, root node not %sFile selector remembers folderFill colorFilterFiltered %s: Baxter-King, frequency %d to %dFiltered %s: Butterworth high-pass (n=%d, cutoff=%d)Filtered %s: Butterworth low-pass (n=%d, cutoff=%d)Filtered %s: Hodrick-Prescott cycle (lambda = %g)Filtered %s: Hodrick-Prescott trend (lambda = %g)Filtered %s: polynomial of order %dFiltered %s: residual from polynomial of order %dFiltersFind...Find:Fine-tune using Cochrane-OrcuttFirst char of name ('%c') is bad
(first must be alphabetical)First char of varname '%s' is bad
(first must be alphabetical)First char of varname (0x%x) is bad
(first must be alphabetical)First-stage F-statisticFisher's Exact TestFixed effectsFixed effects estimator
allows for differing intercepts by cross-sectional unit
slope standard errors in parentheses, p-values in brackets
Fixed fontFixed-effectsFontFont SelectionFont for graphsFont for gretl output windowsFont for menus and labelsFont nameFor %g%% confidence intervals, t(%d, %g) = %.3fFor %g%% confidence intervals, z(%g) = %.2fFor %g\%% confidence intervals, $t(%d, %g) = %.3f$

For %g\%% confidence intervals, $z(%g) = %.2f$

For GARCH estimationFor cross-sectional dataFor logit and probit, $R^2$ is McFadden's pseudo-$R^2$For logit and probit, R-squared is McFadden's pseudo-R-squaredFor logit and probit, R{\super 2} is McFadden's pseudo-R{\super 2}For panel dataFor the coefficient on %s (point estimate %g)For the system as a wholeFor time-series dataForecast evaluation statisticsForecast range:Forecast variance decompositionFormula:Found %d variables and %d observations
Found no sheets
Fractional differenceFreed %s
Freeze data labelsFrequencyFrequency distributionFridayFull Information Maximum LikelihoodFull data rangeFull data set: %d observations
Full datasetFull detailsFunction evaluations: %d
Function names must start with a letterFunction package %sFunction package is brokenG2SLSGARCHGARCH p:GARCH: p + q must not exceed %dGARCH: p > 0 and q = 0: the model is unidentifiedGEDGED (shape = %g): GJRGLSGLS estimates are consistentGMMGMM criterionGMM: Specify function and orthogonality conditions:GNU Octave files (*.m)GNU RGNU R files (*.R)GPH testGain for Butterworth filterGain for H-P filter (lambda = %g)Gamma (shape %g, scale %g, mean %g, variance %g):
 area to the right of %g = %g
Gaussian kernelGaussian sampling distributionGeneralGeneralized Cochrane-Orcutt estimationGeneralized method of momentsGenerate graphGeneratedGenerated list %sGenerated matrix %sGenerated scalar %sGenerated series %s (ID %d)Generated string %sGini coefficientGnumeric files (*.gnumeric)Gnuplot colorsGnuplot error creating graphGo to a new windowGodfrey (1994) test forGodfrey (1994) test for autocorrelation up to order %dGodfrey (1994) test for first-order autocorrelationGot no observations
Got no variablesGradient within tolerance (%g)
Gradients at last iterationGradients:  Grand meanGraphGraph differenced seriesGraph filtered seriesGraph frequency responseGraph original and smoothed seriesGraph pageGraph residual or cycle seriesGraphsGretl Command ReferenceGretl Function ReferenceGretl binary datafiles (*.gdtb)Gretl datafiles (*.gdt)Gretl datafiles (*.gdt, *.gdtb)Group meansGroupsGroupwise WLSGroupwise heteroskedasticityH0: Difference of means =H0: Difference of proportions = 0H0: Ratio of variances = 1H0: all groups are stationaryH0: all groups have unit rootH0: mean =H0: proportion =H0: variance =HAC standard errors, bandwidth %.2fHAC standard errors, bandwidth %dHCCMEHET_1HILUHQCHSKHTTP proxyH_eteroskedasticity corrected...Hannan-QuinnHannan-Quinn Information CriterionHannan-Rissanen methodHansen--Sargan over-identification testHansen-Sargan over-identification testHausman testHausman test matrix is not positive definiteHeckitHelpHelp on commandHelper functionsHessianHeteroskedasticity correctedHeteroskedasticity-correctedHeteroskedasticity-robust standard errorsHigh _precision OLS...High-Precision OLSHildreth--LuHildreth-LuHodrick-Prescott filterHourlyIID #ID number:IQ RangeIQ rangeITER             ESS           % CHANGEIdempotentIdentity matrix, order %d
If '%s' is intended as the name of a variable, please change it --
strings of this sort usually mean 'not a number'.Illegal non-positive value of the dependent variableImaginaryImportImpulse responsesImpulse responses (combined)In Gauss-Newton Regression:
In addition, some mappings from numerical values to string
labels were found, and are printed below.

Inadequate data for panel estimationInclude a constantInclude a trendInclude levels equations (GMM-SYS)Include seasonal dummiesInclude time dummiesIncluded %d cross-sectional unitsIncluded groups: %dIncompatible optionsIncomplete entryInconsistency in observation markers
Indent regionIndependent variableIndexIndex value %d is out of boundsInfinite loop detected in script
Infinity-normInfoInitial fill value:Initial value of objective function is not finiteInner key is missingInput must be a monthly or quarterly time seriesInsert ObservationInsert today's dateInstallInstalledInstalled MPI variantInstrumentedInstrumentsInsufficient dataInsufficient data to build frequency distribution for variable %sInsufficient degrees of freedom for regressionInsufficient observations for this operationInteractive R sessionInterceptInternet access not supportedInterpolate higher frequency valuesInterpolated p-valueInterquartile rangeInterval estimatesInterval regressionInvalid MPI rank %dInvalid NLS specificationInvalid argumentInvalid argument for worksheet importInvalid character '%c'
Invalid column specificationInvalid data file
Invalid declarationInvalid declaration: maybe you need the "clear" command?Invalid entryInvalid input
Invalid lag order %dInvalid lag order for arch (%d)Invalid null sampleInvalid number of cases %dInvalid optionInvalid option '-%c'Invalid option '--%s'Invalid position, must be X YInvalid quantile specificationInvalid restrictionInvalid sample split for Chow testInvalid starting date for %d-day dataInvalid value for the maximum of the dependent variableInvalid version string: use numbers and '.' onlyInverse chi-squareInverse normal testInverse of covariance matrixIrregularItalianIterated GMMIterated estimationIterated weighted least squaresIterationJ testJMulTiJMulTi files (*.dat)Jarque-Bera testJohansen testJoint significance of differing group means:
Joint test on named regressorsKPSS regressionKendall's tauLADLIMLLM testLM test for autocorrelation up to order %sLM test using auxiliary regressionLR over-identification testLR testLR test for diagonal covariance matrixLR test for rho = 0LR test for the specified restrictionsLSDV $R^2$LSDV F(%d, %d)LSDV R-squaredLaTeXLabelLabelsLag orderLag order %*dLag order for ADF test:Lag order for ARCH test:Lag order for KPSS test:Lag order for test:Lag order:Lag truncation parameter = %d
LagsLags of dependent variableLags of endogenous variablesLanguage preferenceLargerLeast _Absolute Deviation...Leave the dataset as it isLeft-censored observationsLeft-unbounded observationsLevelLevin-Lin-Chu pooled ADF test for %s
LicenseLikelihood ratio testLikelihood ratio test for (G)ARCH termsLikelihood ratio test for groupwise heteroskedasticityLilliefors testLimited Information Maximum LikelihoodLimited information maximum likelihoodLinear algebraLinear restrictionsLinesList has %d members, but length of vector b is %dList of AR lagsList seriesListing %d variables:
Listing labels for variables:
Listing of variablesLjung-Box Q'Lmax testLo_gistic...Local Whittle EstimatorLocal machineLocal statusLoessLog transformationLog-likelihoodLog-likelihood for %sLog-logisticLog-normalLoginLogisticLogitLogit testLook on serverLorenz curveLowerLower bound variableLower frequency bound:Lower limitLower triangularMAMA (seasonal)MA estimate(s) out of bounds
MA order:MA root %d = %g
MLML HeckitMLEMLE: Specify function, and derivatives if possible:MPIMPI is already initializedMPI is not supported in this gretl buildMahalanobis distancesMahalanobis distances from the centroidMail setupMainMain gretl directoryMain windowMake X-12-ARIMA command fileMake plot interactiveMake this permanentMake this restriction permanentMalformed PNG file for graphMathematicalMatrices not conformable for operationMatrix %s does not represent a contingency tableMatrix algebraMatrix buildingMatrix decomposition failedMatrix inversion failed:
 restrictions may be inconsistent or redundant
Matrix inversion failed: restrictions may be inconsistent or redundantMatrix is not positive definiteMatrix is not symmetricMatrix shapingMatrix specification is not coherentMaximal size is probably less than %g%%Maximal size may exceed %g%%MaximumMaximum LikelihoodMaximum iterations:Maximum lag:Maximum length of command line (%d bytes) exceeded
Maximum length of command line (16384 bytes) exceededMaximum likelihoodMaximum likelihood estimationMcFadden $R^2$McFadden R-squaredMeanMean Absolute ErrorMean Absolute Percentage ErrorMean ErrorMean Percentage ErrorMean Squared ErrorMean correctionMean dependent varMean of dependent variableMean of innovationsMean regressorsMean squareMedianMedian depend. varMenu attachmentMenu fontMessageMinimumMinimum gretl versionMinimum possible value = 1.0Minimum value, left bin:Missing daily rows: %d
Missing function return typeMissing obs.Missing observationsMissing or incomplete observations droppedMissing sub-sample information; can't merge dataMissing sub-sample information; can't merge data
Missing value encountered for variable %d, obs %dMissing values encounteredModelModel %dModel added to tableModel estimation range:Model estimation range: %s - %sModel is already included in the tableModel is already savedModel is fully identified
Model is not fully identified
Model printed to %s
Model tableModel table clearedModel table is fullModel typeModel viewer uses tabsModified matrix %sModified series %s (ID %d)ModulusMondayMonthlyMove to new windowMove to tabbed windowMultinomial LogitMultiple plotsMultiple precision OLSN(%g, %g)NANARCHNBER recessionsNLSNLS: Specify function, and derivatives if possible:NLS: The supplied derivatives seem to be incorrectNLS: failed to converge after %d iterationsNadaraya-WatsonNameName contains an illegal char (in place %d)
Use only unaccented letters, digits and underscoreName of dummy variable to use:Name of listName of variable:Name:Need valid starting and ending observationsNegBin 1NegBin 2Negative BinomialNegative Binomial 1NerloveNetworkNetwork status: %sNetwork status: OKNew data not conformable for appending
New matrixNew script output should:New script output:New tabNew variableNew windowNewsNext seriesNo Kalman filter is definedNo changes were madeNo command was supplied to start RNo commands to executeNo constantNo data found.
No data information is available.
No data packages foundNo database files foundNo database has been openedNo dataset is in placeNo dataset neededNo description availableNo formula supplied in genrNo formula was givenNo function files were foundNo function has been specifiedNo function packages foundNo functions are available for packaging at present.No functions are available for packaging at present.
Do you want to write a function now?No independent variables left after omissionsNo independent variables were omittedNo leverage points were foundNo list of endogenous variables was givenNo lists are currently definedNo log transformationNo markers are available for writingNo matching data after filteringNo mean correctionNo missing data valuesNo model is availableNo model is specifiedNo name was given for the listNo new filesNo new independent variables were addedNo numeric data were foundNo observations were dropped!No observations were foundNo observations would be left!No orthogonality conditions have been specifiedNo parameters have been specifiedNo redo information availableNo regression function has been specifiedNo scalar variables are currently definedNo series are defined
No series length has been definedNo series to editNo series were deletedNo special requirementNo suitable data are availableNo system of equations has been definedNo undo information availableNo usable data were foundNo valid loop condition was given.No valid series foundNo variables are selectedNo variables were deletedNo variables were read
No worksheets foundNo. of obs (%d) is less than no. of parameters (%d)Non-interactive (just get output)Non-linearity (_logs)Non-linearity (s_quares)Non-linearity test (log terms)Non-linearity test (logs)Non-linearity test (squared terms)Non-linearity test (squares)Non-positive values encounteredNon-seasonalNon-seasonal AR terms:Non-seasonal MA terms:Non-seasonal differences:Non-standard frequencyNoneNone (don't use dates)NormalNormal Q-Q plotNormal _Q-Q plot...Normal quantilesNot a Number in calculationNot availableNot idempotentNot installedNot positive definiteNot up to dateNote:Note: %s = %s%s at all observations
Note: * denotes a residual in excess of 2.5 standard errorsNote: * denotes a residual in excess of 2.5 standard errors
Note: Prob(%s = %d | %s = %d) = 1
Note: in general, the test statistics above are valid only in the
absence of additional regressors.NotesNothing to sendNow appending output to '%s'
Now discarding output
Now writing output to '%s'
Null hypothesisNull hypothesis: Difference of means = %g
Null hypothesis: The population variances are equal
Null hypothesis: population mean = %g
Null hypothesis: population proportion = %g
Null hypothesis: population variance = %g
Null hypothesis: the population proportions are equal
Null hypothesis: the regression parameter is zero for %sNull matrix, %d x %d
Number of arguments (%d) does not match the number of
parameters for function %s (%d)Number of bins:Number of casesNumber of cases 'correctly predicted'Number of cases `correctly predicted'Number of cases with %s > %s: w = %d (%.2f%%)
Number of cointegrating vectorsNumber of columns:Number of cross-sectional unitsNumber of differences: n = %d
Number of equationsNumber of instruments (%d) exceeds the number of observations (%d)Number of instruments = %dNumber of lags to create:Number of observations = %d
Number of observations does not match declarationNumber of observations in average:Number of observations to add:Number of observations to select (max %d)Number of observations:Number of pre-forecast observations to graphNumber of replications:Number of rows:Number of time periodsNumber of variables does not match declarationNumerical methodsNumerical summaryNumerical summary for %sNumerical summary with bootstrapped confidence interval for medianNumerical valuesOCOK to overwrite it?OK to overwrite?OK, staying with current data set
OLSOLS estimate with %g%% bandOLS estimatesOLS estimates are consistentOLS modelOPGObsObs %d: lower bound (%g) exceeds upper (%g)ObservationObservation at which to split the sample:Observation number out of boundsObservationsObservations: %dObservations: %d; days in sample: %d
OctaveOctave files (*.m)Octave scriptOf the variables to be saved, %d were already present in the database.Offset variableOmit exogenous variables...Omit seasonal dummiesOmit time trendOmitted because all values were zero:Omitted due to exact collinearity:Omitting variables improved %d of %d information criteria.
On _local machine...On _server...On database _server...On start-up, gretl should use:One or more "added" vars were already presentOne or more non-numeric variables were found.
These variables have been given numeric codes as follows.

One or more variable names are missing.
One-step estimationOpenOpen Document files (*.ods)Open in script editorOpen...Opening a new data file closes the present one.  Proceed? (y/n) Opening a new data file will automatically
close the current one.  Any unsaved work
will be lost.  Proceed to open data file?Opening a new session file will automatically
close the current session.  Any unsaved work
will be lost.  Proceed to open session file?Options:
 -h or --help        Print this info and exit.
 -v or --version     Print version info and exit.
 -q or --quiet       Don't print logo on start-up.
 -e or --english     Force use of English rather than translation.
 -s or --single-rng  Use a single RNG, not one per process.
Order:Ordered LogitOrdered ProbitOrdinary Least SquaresOriginal orderOrthogonality conditions - descriptive statisticsOrthogonality conditions must come before the weights matrixOtherOther _linear modelsOut of memory
Out of memory!Out of memory!
Outcome probabilitiesOuter dataset: read %d columns and %d rows
OutliersOutputOutput is not currently diverted to file
Output window:Overdispersion testOx files (*.ox)Ox programP-valueP-value was highest for variable %d (%s)P-value($F$)P-value(F)PACF forPDF filePDF manual preferencePNG graph fontPOP server:PWEPackagePackage descriptionPalettePanelPanel dataPanel data (%s)
%d cross-sectional units observed over %d periodsPanel data organizationPanel datasets must be balanced.
The number of observations (%d) is not a multiple
of the number of %s (%d).Panel dummy variables generated.
Panel groupsPanel index variablesPanel modelPanel plot...Panel structureParameter covariance matrix via HessianParameters: Parse error at unexpected token '%s'Parzen kernelPasswordPassword protected workbooks are not supported yet.Password:PastePath to MPI hosts filePath to Python executablePath to R libraryPath to Stata executablePath to mpiexecPath to octave executablePath to oxl executablePath to tramoPath to x12arimaPcGivePearson chi-square test = %g (%d df, p-value = %g)Pearson chi-square test not computed: some expected frequencies were less
than %g
Per-unit _constantsPerfect fit achieved
Perfect prediction obtained: no MLE existsPerhaps you need to adjust the starting column or row?Periodic dummy variables generated.
PeriodogramPeriodsPesaran-Taylor testPesaran-Taylor test for heteroskedasticityPlain numerical valuesPlease add a sample script for this packagePlease add a variable to the dataset firstPlease find the gretl data file %s attached.Please find the gretl script %s attached.Please give a coefficient numberPlease note: the decimal character must be '.'
in this contextPlease open a data file firstPlease save your package firstPlease specify a cluster variablePlot all dataPlot confidence interval usingPlot dimensions:Plot file is corruptedPlot group meansPlot the seriesPlot typePoint observationsPoissonPoisson (mean = %g): Poisson(%g)Polynomial orderPolynomial trendPooled OLSPooled error variancePortmanteau testPositive definitePrais--WinstenPrais-WinstenPrais-Winsten: invalid rho value %g (explosive error)Predetermined variables:PredictedPredictionPreviewPreview textPrevious seriesPrincipal Components AnalysisPrintPrint missing values as:Print with syntax highlighting?Print...PrintingProbProbabilityProbably annual data
Probably monthly data
Probably quarterly data
Probably weekly data
ProbitProduce debugging outputProduce forecast forProgram interaction and behaviorProgram to play MIDI filesProgrammingProgramsPrompt to save sessionPropertiesProperties of matrix %sPseudo-point observationsPseudo-random number generator seeded with %d
Public functionsPython files (*.py)Python scriptQ-Q plotQ-Q plot for %sQLR test for structural breakQML standard errorsQS kernelQuadrature pointsQuandt likelihood ratio test for structural break at an unknown point,
with 15 percent trimmingQuantile estimatesQuantile estimates with %g%% bandQuantile regressionQuarterlyQuarterly or monthly dataRR modeR scriptR-squaredRESET specification testRESET test for specificationRS(avg)R_andom sub-sample...Random effectsRandom effects (binary) probitRandom number generationRandom-effects (GLS)Random-effects probitRangeRange %d to %d is non-positive!Range is non-positive!Range-mean statistics for %s
RankRank of Jacobian = %d, number of free parameters = %d
Reached maximum iterations, %dRead datafile %s
ReadingRealReally create an empty list?Really delete %s?Really delete the last %d observations?Really delete the selected series
from the database '%s'?Really delete the selected variables?Recursive %d-step ahead forecastsRedoReduced outputRedundant instruments:Reformat...RefreshRegressionRegression proportion, $U^R$Regression proportion, URRegression residuals (= observed - fitted %s)Regression resultsRegressorsRelative bias is probably less than %g%%Relative bias may exceed %g%%Relative frequencyRelative to prior restrictionRemember main window sizeRemoveRemove the labelsRemove the markersRenameRenumbered %s as variable %d
Repeat the lower frequency valuesReplace _AllReplace full viewReplace previous outputReplace with:Replace...ReplacedReplaced list %sReplaced list '%s'
Replaced matrix %sReplaced scalar %sReplaced series %s (ID %d)Replaced string %sReplaces output in this windowReply-To:Required attribute 'type' is missing from data fileRequires gretl %sResample residualsResampling with replacementRescaled range figures for %sRescaled-range plot forReset to Windows defaultReset to defaultResidualResidual ACFResidual PACFResidual _Q-Q plotResidual _correlogramResidual _periodogramResidual autocorrelation functionResidual correlation matrix, CResidual from %d-period MA of %sResidual from EMA of %s (current weight %g)Residual periodogramResidual spectrumResidualsResiduals from equationResponse of %sResponse variableResponses to a one-standard error shock in %sRestore full viewRestrictedRestricted OLSRestricted constantRestricted estimatesRestricted log-likelihoodRestricted loglikelihood $(l_r) = %.8g$Restricted loglikelihood (lr) = %.8gRestricted loglikelihood (lr) = %.8g
Restricted trendRestrictionRestriction setRestrictions on alpha:Restrictions on beta:RetrievingRetrieving data...Right-censored observationsRight-unbounded observationsRobust (HAC) standard errorsRobust (sandwich) standard errorsRobust FRobust Wald test for breakRobust chi^2Robust estimate of varianceRobust estimationRobust standard errorsRobust standard errors/intervalsRootRoot Mean Squared ErrorRowsRunRuns testRuns test (first difference)Runs test (level)S.D. dependent varS.D. of innovationsS.E. of regressionSAS xport files (*.xpt)SMTP server:SPSS files (*.sav)SSRSURSample 1:
 n = %d, mean = %g, s.d. = %g
Sample 1:
 n = %d, proportion = %g
Sample 1:
 n = %d, variance = %g
Sample 2:
 n = %d, mean = %g, s.d. = %g
Sample 2:
 n = %d, proportion = %g
Sample 2:
 n = %d, variance = %g
Sample Gini coefficientSample is too small for Hurst exponentSample is too small for range-mean graph
Sample is too small to calculate a p-value based on the normal distribution
Sample mean = %g, std. deviation = %g
Sample periodogramSample proportion = %g
Sample range has no valid observations.Sample range has only one observation.Sample size: n = %d
Sample too small for statistical significanceSample variance = %g
Sample variance-covariance matrices for residualsSandwichSargan over-identification testSargan testSaturdaySaveSave a record of the commands you executed?Save asSave as PDF...Save as PNG...Save as TeX...Save as Windows metafile (EMF)...Save as icon and cl_oseSave as postscript (EPS)...Save as...Save bootstrap data to fileSave bundle content...Save bundle to session as _iconSave changes?Save cyclical component asSave dataSave data _as...Save filtered series asSave output asSave sessionSave session _as...Save smoothed series asSave textSave to data set:Save to fileSave to session as _iconSave to session as iconSave...Saved matrix as %sScalar matrix, value %g
ScalarsScanning %d fontsSchwarz Bayesian criterionSchwarz criterionScriptScript done
Script editor uses tabsScripts indexSearch wrappedSeasonalSeasonal AR terms:Seasonal MA terms:Seasonal differences:Seasonally adjusted seriesSee exampleSeed for generator:Seemingly Unrelated RegressionsSelect _allSelect a specific fontSelect arguments:Select coefficients to sumSelect colorSelect data formatSelect directorySelect formatSelect from Regular HCCME optionsSelect functionSelect one or two variablesSelect sort keySelect two variablesSelect variables for laggingSelect variables for loggingSelect variables to addSelect variables to copySelect variables to differenceSelect variables to displaySelect variables to log-differenceSelect variables to omitSelect variables to plotSelect variables to saveSelect variables to squareSelection equationSelection regressorsSelection variableSend To...Sending debugging output to %sSeparationSequential elimination of variables
using two-sided p-value:Sequential elimination using two-sided alpha = %.2fSeries imported OKSeries length does not match the datasetSeries not found, '%s'Set %d observations to "missing"Set %d values to "missing"Set %d values to "missing"
Set as defaultSet dummy rangeSet missing _value code...Set sample rangeSet working directory from shellShape/size/arrangementShapiro-Wilk WSheet row %d, column %dSheet to import:ShowShow English helpShow _standard errorsShow _t-ratiosShow barsShow column percentagesShow count of missing values at each observationShow data onlyShow detailsShow details of iterationsShow details of regressionsShow fitted values for pre-forecast rangeShow full borderShow full outputShow full restricted estimatesShow graph of sampling distributionShow gridShow icon view automaticallyShow interval forShow interval for medianShow lagged variablesShow p-valuesShow rankingsShow row percentagesShow significance asterisksShow slopes at meanShow standard errors in parenthesesShow t-statistics in parenthesesShow weightsShow zeros explicitlyShow/hideSi_ze:Sign TestSign testSimple boxplotSimple moving averageSimulate normal errorsSizeSkewed GEDSkewed tSkewnessSkip initial DF testsSkip the highest valueSkip the lowest valueSlopeSmallerSmallest eigenvalueSorry, can't do this test on an unbalanced panel.
You need to have the same number of observations
for each cross-sectional unitSorry, can't do this with a sub-sampled datasetSorry, can't handle this conversion yet!Sorry, can't handle this frequency conversionSorry, command not available for this estimatorSorry, help not foundSorry, no help is availableSorry, not implemented yet!Sorry, the %s command is not yet implemented in libgretl
Sorry, this command is not available in loop modeSorry, this command is not available in loop mode
Sorry, this item not yet implemented!Sorry, this model can't be put in the model tableSortSort by...Sort order:SourceSpearman's rank correlation coefficient (rho) = %.8f
Spearman's rank correlation is undefined
Spearman's rhoSpecial functionsSpecified maximumSpecify restrictions:Specify simultaneous equations:Spectrum of %sSquareStacked cross sectionsStacked time seriesStandard automatic analysisStandard deviationStandard deviation of dep. var.Standard errorStandard error of residuals = %gStandard error of the regressionStandard errorsStandard errors based on HessianStandard errors based on Information MatrixStandard errors based on Outer Products matrixStandard errors clustered by %d values of %sStandard errors in parenthesesStandard formatStandard normalStandard normal distributionStandardize the residualsStartStart GNU _RStart a new gretl instance?Start import at:Start:Starting column is out of bounds.
Starting observationStarting row is out of bounds.
Stata files (*.dta)Statistic from model %d
%s (value = %g)
Name (max. %d characters):StatisticalStatisticsStatistics based on the original dataStatistics based on the rho-differenced dataStatistics based on the transformed dataStatistics based on the weighted dataStatistics for %d repetitions
Statistics/transformationsStatus of '%s' in VECM:Std. Dev.Std. ErrorStd.\ Dev.Std.\ ErrorStep %d: cointegrating regression
Step %d: testing for a unit root in %s
Stickiness...StopStoringString code table for variable %d (%s):
String code table written to
 %s
String index too largeStringsStrong convergenceStructure of datasetStudentized %g%% confidence interval = %g to %gStudentized confidence intervalSub-sample command failed mysteriouslySubject:Subsampled dataSuccessive criterion values within tolerance (%g)
Sum absolute residSum of AR coefficientsSum of coefficientsSum of squared residualsSum of squared residuals negative!Sum of squaresSum of squares of cumulated residualsSum squared residSummarySummary Statistics, using the observations %s - %sSummary Statistics, using the observations %s--%sSummary statisticsSummary statistics for %s, by value of %sSundaySwamy-AroraSwitching algorithm: %d iterationsSwitching algorithm: failedSymmetricSyntax errorSystemSystem fitted valuesSystem residualsSystem with levels as dependent variableTT*R-squaredTARCHTOT.TOTAL  TRAMO can't handle more than 600 observations.
Please select a smaller sample.TSLSTab separatedTake note: variables have been renumberedTarget ID %d is not availableTaylor/Schwert GARCHTest against gamma distributionTest against normal distributionTest down from maximum lag orderTest for AR(%d) errors:Test for ARCH of orderTest for ARCH of order %dTest for ARCH of order %sTest for addition of variablesTest for autocorrelation up to order %dTest for difference between %s and %sTest for differing group interceptsTest for normality of %s:Test for normality of residualTest for null hypothesis of gamma distributionTest for null hypothesis of normal distributionTest for omission of variablesTest of common factor restrictionTest of independenceTest of restrictions on cointegrating relationsTest on Model %d:Test on VARTest on the original VARTest only selected variablesTest statisticTest statistic cannot be computed: try the deviation from the median?
Test statistic for gammaTest statistic for normalityTest statistic: F(%d, %d) = %g
Test statistic: chi-square(%d) = %d * %g/%g = %g
Test statistic: t(%d) = (%g - %g - %g)/%g = %g
Test statistic: t(%d) = (%g - %g)/%g = %g
Test statistic: t(%d) = [(%g - %g) - (%g)]/%g = %g
Test statistic: z = (%g - %g) / %g = %g
Test statistic: z = (%g - %g)/%g = %g
TestsThe "%s" command cannot be used in this contextThe %s package was not found, or is not up to date.
Would you like to try downloading it now?The 'dataset' command is not available within functionsThe MPI library is not loadedThe X string that represents this fontThe assumption of a normal sampling distribution
is not justified here.  Abandoning the test.The asterisks below indicate the best (that is, minimized) values
of the respective information criteria, AIC = Akaike criterion,
BIC = Schwarz Bayesian criterion and HQC = Hannan-Quinn criterion.The convergence criterion was not metThe data file contains no informative comments.
Would you like to add some now?The data set contains no suitable index variablesThe data set is currently sub-sampledThe data set is currently sub-sampled.
The data set is currently sub-sampled.
Would you like to restore the full range?The data set is currently sub-sampled.
You must restore the full range before compacting.
Restore the full range now?The data set is currently sub-sampled.
You must restore the full range before expanding.
Restore the full range now?The dataset cannot be modified at presentThe dataset has no observation markers.
Add some from file now?The dataset has no variable labels.
Add some from file now?The dataset has observation markers.
Would you like to:The dataset has variable labels.
Would you like to:The display name for a variable cannot contain double quotesThe file selection dialog should:The filter for acceptable fonts.The first-stage fitted values for %s are all zeroThe forecast for time t is based on (a) coefficients obtained by
estimating the model over the sample %s to t-%d, and (b) the
regressors evaluated at time t.The graph page is emptyThe graph page is fullThe groups have a common interceptThe imported data have been interpreted as undated
(cross-sectional).  Do you want to give the data a
time-series or panel interpretation?The matrix formula is emptyThe maximum F(%d, %d) = %g occurs at observation %sThe maximum Wald test = %g occurs at observation %sThe model already contains %sThe model exhibits an exact linear fitThe model sample differs from the dataset sample,
so some menu options will be disabled.

Do you want to restore the sample on which
this model was estimated?The model table is emptyThe operation was canceledThe option '--%s' requires a parameterThe order condition for identification is not satisfied.
At least %d more instruments are needed.The package %s can be attached to the gretl menus
as "%s/%s" in the %s.
Do you want to do this?The residuals are standardizedThe restrictions do not identify the parametersThe selected index variables do not represent a panel structureThe shell command is not activated.The statistic you requested is not availableThe statistic you requested is not meaningful for this modelThe symbol '%c' is not valid in this context
The symbol '%s' is not valid in this context
The symbol '%s' is undefinedThe symbol '%s' is undefined
The text to display in order to demonstrate the selected fontThe two population variances are equalThe unit and time index variables must be distinctThe variable %s is currently read-onlyThe variable %s is of type %s, not acceptable in contextThe variable %s is read-onlyThe variable '%s' is not a 0/1 variable.The variable '%s' is not discreteTheil's $U$Theil's UTheme preferenceThere are no extra observations to dropThere are no observations available for forecasting
out of sample.  If you wish, you can add observations
(Data menu, Edit data), or you can shorten the sample
range over which the model is estimated (Sample menu).There are no observations available for forecasting
out of sample.  You can add some observations now
if you wish.There is already a variable of this name
in the dataset.  OK to overwrite it?There were missing data valuesThese colors will be used unless overridden
by graph-specific choices
This change will apply to newly opened windowsThis change will take effect when you restart gretlThis command is implemented only for OLS modelsThis command requires two variables
This command won't work with the current periodicityThis dataset cannot be interpreted as a panelThis estimator requires panel dataThis file does not seem to be a valid SAS xport fileThis file does not seem to be a valid Stata data fileThis file is not an 'OLE' file -- it may be too old for gretl to read
This function needs a model in placeThis is free software with ABSOLUTELY NO WARRANTYThis is not a valid RATS 4.0 databaseThis is truly a forecast only if all the stochastic regressors
are in fact lagged values.This program should be run under mpiexec, and requires the name of a
script file as argument.
This test is only relevant for pooled models
This test only implemented for OLS modelsThis test requires that the model contains a constant
Three-Stage Least SquaresThursdayTime index variableTime seriesTime series frequencyTime series plotTime trendTime-series dataTime-series length = %dTime-series length: minimum %d, maximum %dTime-series model onlyTime-series model plus seasonal adjustmentTitle for axisTitle of plotTo add your own "bars" to a plot, you must supply the
name of a plain text file containing pairs of dates.To create a menu attachment, you must supply a label.To:To_bit...TobitToggle split paneTolerance = %g
Too many restrictions (maximum is %d)TopicTotalTotal number of missing data values = %d (%.2f%% of total data values)
Total observationsTotal sum of squares was not positiveTraceTrace testTransformationsTransposing means that each variable becomes interpreted
as an observation, and each observation as a variable.
Do you want to proceed?Treat this variable as discreteTreatmentTreatment variableTrend/cycleTrim maximum and minimum in sub-samplesTry appending to current datasetTry pasting data from clipboard?Trying date order DDMMYYYY
Trying date order MMDDYYYY
Trying date order YYYYMMDD
TuesdayTwo-Stage Least SquaresTwo-stage least squaresTwo-step HeckitTwo-step estimationTwo-tailed p-valueTwo-tailed p-value = %.4g
(one-tailed = %.4g)
TypeType "open filename" to open a data set
Type a command:Type of dataUUnable to access the file %s.
Unadjusted R-squaredUncentered $R^2$Uncentered R-squaredUncomment lineUncomment regionUncompressingUnconditional error varianceUndatedUndated: Full range n = %d; current sample n = %dUnder the null hypothesis of independence and equal probability of positive
and negative values, R follows N(%g, %g)
Under the null hypothesis of independence, R follows N(%g, %g)
Under the null hypothesis of no correlation:
 Under the null hypothesis of no difference, W follows B(%d, %.1f)
UndoUnexpected error reading the file
Unexpected symbol '%c'Unindent regionUnitUnit or group index variableUnknownUnknown variable '%s'Unknown variable name in commandUnknown: access errorUnmatched "%s"Unmatched '%c'
Unrecognized data typeUnrecognized equation system typeUnrecognized type attribute for data fileUnrestrictedUnrestricted constantUnrestricted log-likelihoodUnrestricted loglikelihood $(l_u) = %.8g$Unrestricted loglikelihood (lu) = %.8gUnrestricted loglikelihood (lu) = %.8g
Unrestricted trendUnspecified errorUnspecified error -- FIXMEUnterminated comment in scriptUp to dateUpperUpper bound variableUpper frequency bound:Upper limitUpper triangularUse "leave one out"Use Fiorentini et al algorithmUse HTTP proxyUse L-BFGS-B, memory size:Use X-12-ARIMAUse bootstrapUse correlation matrixUse covariance matrixUse dummy variable:Use end-of-period valuesUse first differenceUse index variablesUse linesUse locale setting for decimal pointUse model namesUse only one y axisUse pointsUse representative dayUse robust covariance matrix by defaultUse robust weightsUse start-of-period valuesUse variable from datasetUser directory is not setUser's gretl directoryUsername:Using %d quadrature pointsUsing Bartlett lag window, length %d

Using Nerlove's transformationUsing analytical derivatives
Using numerical derivatives
UtilitiesVARVAR _lag selection...VAR inverse rootsVAR inverse roots in relation to the unit circleVAR lag selectionVAR residualsVAR system in first differencesVAR system, lag order %dVAR system, maximum lag order %dVAR variablesVECMVECM system, lag order %dVIF(j) = 1/(1 - R(j)^2), where R(j) is the multiple correlation coefficient
between variable j and the other independent variablesV_ECM...V_ery verboseValidateValueValues > 10.0 may indicate a collinearity problemValues missing at observation %dVariableVariable %dVariable %d has no nameVariable %d was not in the original listVariable %s cannot be renumberedVariable '%s' is all zerosVariable '%s' not definedVariable nameVariable name %s... is too long
(the max is %d characters)Variable name is missingVariable names only (case sensitive)Variable number %d is out of boundsVariable to dummifyVariable to plotVariable to sort byVariable used as weightVariablesVariables information is missingVariables that can be set using "set"Variables to save:Variables to testVarianceVariance Inflation FactorsVariance of the unit-specific error = 0Variance regressorsVarname '%s' contains illegal character '%c'
Use only letters, digits and underscoreVarname contains illegal character 0x%x
Use only letters, digits and underscoreVarname exceeds the maximum of 31 charactersVerbosityVersionViewView X-12-ARIMA outputView as equationView codeWARNING: The constant was present among the regressors but not among the
instruments, so it has been automatically added to the instrument list.
This behavior may change in future versions, so you may want to adjust your
scripts accordingly.
WLSWLS (ARCH)Wald (joint) testWald (time dummies)Wald testWald test for the specified restrictionsWald test, based on covariance matrixWarningWarning: Less than of 80% of cells had expected values of 5 or greater.
Warning: The supplied derivatives may be incorrect, or perhaps
the data are ill-conditioned for this function.
Warning: could not compute standard errorsWarning: couldn't compute numerical HessianWarning: couldn't improve criterion
Warning: couldn't improve criterion (gradient = %g)
Warning: data matrix close to singularity!Warning: non-pd Hessian (but still nonsingular)Warning: option%s ignored outside of loopWarning: series %s is emptyWarning: series has missing observationsWarning: solution is probably not uniqueWarning: the Hansen-Sargan over-identification test failed.
This probably indicates that the estimation problem is ill-conditioned.
Warning: the p-values shown are for the case of
a restricted trendWarning: there were missing observationsWarning: there were missing values
Weak convergenceWeak instrument testWeb browserWednesdayWeek starts on MondayWeek starts on SundayWeeklyWeibullWeibull (shape = %g, scale = %g): Weibull(%g, %g)Weight matrix is of wrong size: should be %d x %dWeight on current observation:Weight var is a dummy variable, effective obs =Weight variableWeight variable contains negative valuesWeight variable is all zeros, aborting regressionWeighted Least SquaresWeighted least squaresWeighting variable: %s
Weights are already definedWeights based on per-unit error variancesWeights must come after orthogonality conditionsWeights:White'sWhite's testWhite's test (squares only)White's test for heteroskedasticityWilcoxon Rank-Sum TestWilcoxon Signed-Rank TestWilcoxon rank sum testWilcoxon signed rank testWindowWindowsWith %g percent confidence intervalsWith confidence interval for medianWith robust %g percent confidence intervalsWithinWithin $R^2$Within R-squaredWithin s.d.Working directory:Wrong type of operand for unary '&'X-12-ARIMA can't handle more than %d observations.
Please select a smaller sample.X-12-ARIMA optionsX-Y _scatter...X-Y _scatters...X-Y graphX-Y with _control...X-Y with _factor separation...X-Y with _impulses...X-axisX-axis variableX-axis variablesXY scatterplotY-axisY-axis variableY-axis variablesY2-axisYou are adding a %s series to %s datasetYou can also do 'help functions' for a list of functions
You can use "set loop_maxiter" to increase the limitYou can't change the name of a function hereYou can't end a loop here, you haven't started one
You can't use the dependent variable as an instrumentYou can't use the same character for the column delimiter and the decimal pointYou cannot delete scalars in this context
You cannot delete series in this context
You cannot supply both a "params" line and analytical derivativesYou have saved a reduced version of the current data set.
Do you want to switch to the reduced version now?You must give a name for the variableYou must give the matrix a nameYou must include a constant in this sort of modelYou must select a Y-axis variableYou must select a Z-axis variableYou must select a control variableYou must select a dependent variableYou must select a factor variableYou must select a lower bound variableYou must select a weight variableYou must select an X-axis variableYou must select two or more endogenous variablesYou must specify a list of lagsYou must specify a public interfaceYou must specify a quantileYou must specify a second dependent variableYou must specify a selection variableYou must specify a set of instrumental variablesYou must specify a treatment variableYou must specify an independent variableYou must specify an upper bound variableYou must specify regressors for the selection equationYou must supply three variablesYou must supply three variables, the last of which is discreteYou must supply two variables, the second of which is discreteYou need to specify an aggregation method for a 1:n joinYou seem to be running gretl as root.  Do you really want to do this?Z-axis variableZoom...\textit{Note}: * denotes a residual in excess of 2.5 standard errors

_3D plot..._ANOVA_AR(1)..._About gretl_Add_Add observations..._Add variables_Against %s_Against %s and %s_Against time_Akaike Information Criterion_Analysis_Append data..._Augmented Dickey-Fuller test_Autocorrelation_Autoregressive estimation..._Basic_Baxter-King_Bayesian Information Criterion_Between model..._Binary..._Bootstrap..._Boxplot_Boxplots..._Butterworth_CUSUM test_Cholesky_Chow test_Close_Cointegration test_Collinearity_Command log_Command reference_Common factor_Compact data..._Confidence intervals for coefficients_Copy_Correlation matrix_Correlogram_Count data..._Count missing values_Data_Databases_Dataset info_Define matrix..._Display actual, fitted, residual_Display values_Distribution graphs_Divide by scalar_Duration data..._Durbin-Watson p-value_Dynamic panel model..._Edit_Edit attributes_Edit values_Engle-Granger..._Equation_Equation options_Error sum of squares_Expand data..._Exponential moving average_Export data..._Factorized boxplot..._Family:_File_Fill_Filter_Find variable..._First differences of selected variables_Fitted values_Fitted, actual plot_Fixed font..._Fixed or random effects..._Forecasts_Forecasts..._Format..._Fractional difference_Fractional integration_Frequency distribution..._Function packages_Function reference_GARCH..._GMM..._General..._Gini coefficient_Gnuplot_Graph specified vars_Graphs_Gretl console_Gretl native..._Hannan-Quinn Information Criterion_Hansl primer_Heckit..._Help_Heteroskedasticity_Hodrick-Prescott_Hurst exponent_Icon view_Identity matrix_Index variable_Influential observations_Instrumental variables_Interval regression..._Invert_Johansen..._KPSS test_Keyboard shortcuts_LIML..._LaTeX_Lags of selected variables_Levin-Lin-Chu test_Limited dependent variable_Linear restrictions_Loess..._Log differences of selected variables_Log likelihood_Logit_Logs of selected variables_Mahalanobis distances_Maximum likelihood..._Menu font..._Model_Modify model..._Multinomial..._Multiple graphs_Multiply by scalar_NIST test suite_Nadaraya-Watson..._New data set_New package_New script_Nonlinear Least Squares..._Nonparametric tests_Normal random_Normality of residual_Normality of residuals_Normality test_Observation markers..._Observation range dummy_Omit variables_Open data_Open session..._Ordered..._Ordinary Least Squares..._P-value finder_Panel_Panel diagnostics_Panel plot..._Panel unit index_PcGive..._Periodic dummies_Periodogram_Plot a curve_Polynomial trend_Practice file..._Predicted error variance_Preferences_Preview:_Principal components_Print..._Probit_Properties_Q-Q plot..._QLR test_Quantile regression..._R-squared_RATS 4..._Ramsey's RESET_Random effects..._Random variable..._Range-mean graph_Rank correlation..._Remove extra observations_Replace_Resample with replacement..._Residual plot_Residuals_Restore full range_Restore model sample_Restrict, based on criterion..._Revise specification..._Robust estimation_Sample_Sample file..._Save_Save as..._Save data_Save session_Save text..._Script files_Seasonal differences of selected variables_Seed for random numbers_Session files_Set range..._Set selection from list..._Show status_Simple moving average_Simultaneous equations..._Sort data..._Squared residuals_Squares of selected variables_Standard error of the regression_Statistical tables_Style:_Sum of coefficients_Summary statistics_T*R-squared_TRAMO analysis_Tabular_Tabular options..._Test statistic calculator_Tests_Time dummies_Time series_Time series plot_Time series plot..._Time series..._Time trend_Tools_Transform_Transpose_Transpose data..._Two-Stage Least Squares..._Uniform random_Unit dummies_Unit root tests_User file..._User's guide_Variable_Variable labels..._Vector Autoregression..._Verbose_View_Weighted Least Squares..._Weighted least squares..._Working directory..._X'X_X-12-ARIMA analysis_groupwisea quarterlyabcdefghijk ABCDEFGHIJKactualactual = predictedactual Yaddadd exogenous variableadd scalaradd seriesadd to current restrictionadjustedadjusted %sadjustment vectorsall files (*.*)all instruments are validall pagesall variantsalpha (adjustment vectors)always start in the working directoryan annualand just a year
annualannual growthanova: the block variable must be discreteanova: the treatment variable must be discretearea to the right of %g = %g
area to the right of %g =~ %g
area to the right of %g: NA
array: no type was specifiedarrow has headasymptotic p-valueat mean of independent varsauto axis rangeauto-detectauto-generated constantautocorrelationautocorrelation up to orderautomatic forecast (dynamic out of sample)average of observationsbandwidth = %gbandwidth adjustment factor:beta (cointegrating vectors)biasbinomialbootstrap F-testbootstrap coefficientbootstrap t-ratiobootstrap testbothboth CDFsboxesboxplots by group (N <= 150)break-point for %s testbuild datecandlestickscannot read SPSS .sav on this platformcannot read Stata .dta on this platformcenterchi-squarechi-square(%d) = %g at observation %sclose this dialog on "OK"cmcoeffcoefficientcointegrating vectorscolorcolumn headingscolumn:comma (,)command '%s' not recognizedcommand '%s' not valid in this contextcommand logcommand referencecommands saved as %s
common factor restrictioncomplementary probability = %gconditional MLcontinuedcorr: needs at least two non-constant argumentscorrelation matrixcorrelations above the diagonalcorrelogramcosine-bellcriterioncross tabulationcross-correlogramcross-sectional data: frequency must be 1cross-sectional unit indexcubes onlycubic: y = a + b*x + c*x^2 + d*x^3daily (5 days)daily (6 days)daily (7 days)data frequency = %d
data index variabledata infodataset is subsampleddataset is subsampled, model is not
dataset restore: dataset is not resampled
day of week (1 = Monday)daysdecennialdecimal placesdecimal point character:defaultdegreesdegrees of freedomdensity estimation optionsdependent variabledescription:determinantdfdfddfndifference of meansdifference of variancesdifferencing parameter:dotsdummify: no suitable variables were founddummy for %s = %gdummy for %s = %lfdummy for %s = '%s'dummy variable for Chow testdump gretl configuration to filedynamic forecasteigenvalueeigenvalue %d = %g
equalequationerrorerror barserror evaluating 'if'error evaluating loop conditionerror in new ending obserror in new starting obserror is normally distributedestimateestimated value of (a - 1)exact MLexpected %s but found %sfactorized boxplotfactorized plotfailedfield '%s' in command is invalidfilled curvefilter may be numerically unstablefirst observationfirst-order autocorrelationfittedfitted linefitted value from model %dfitted variance from model %dfont: %sforfor column %d (%d valid observations)for column %d of %s (%d valid observations)for the variable %s (%d valid observations)for the variable '%s' (%d valid observations)force use of Basqueforce use of Englishforecastforecast horizon (periods):forecast of %sforecast variance decomposition for %sformulafractional integrationfrequency %d is not supportedfrequency (%d) does not make seem to make sensefrequency axis scale:frequency cutoff (degrees):frequency distributionfrom (X Y)function packagesgammagenerated missing valuesgenerated non-finite valuesgenrcli.hlpgenrgui.hlpgiggnuplot command failedgnuplot command failed
gnuplot files (*.plt)gnuplot scriptgot invalid field '%s'gradient is not close to zerograph page optionsgretl binary datafile (.gdtb)gretl consolegretl console: type 'help' for a list of commandsgretl databasegretl database (.bin)gretl datafile (.gdt)gretl outputgretl plot controlsgretl scriptgretl script files (*.inp)gretl version %s
gretl: ADF testgretl: ADF-GLS testgretl: ARCH testgretl: CUSUM test outputgretl: CUSUMSQ test outputgretl: Chow testgretl: Chow test outputgretl: Compact datagretl: Expand datagretl: GARCHgretl: GMMgretl: Hurst exponentgretl: KPSS testgretl: LM testgretl: LM test gretl: Levin-Lin-Chu testgretl: POP infogretl: QLR test outputgretl: RESET testgretl: TRAMO analysisgretl: TeX tabular formatgretl: VARgretl: VAR covariance matrixgretl: VAR lag selectiongretl: VECMgretl: Wald omit testgretl: X-12-ARIMA analysisgretl: add distribution graphgretl: add infogretl: add random variablegretl: add vargretl: addonsgretl: autocorrelationgretl: bootstrap analysisgretl: boxplot datagretl: case markergretl: coefficient confidence intervalsgretl: coefficient covariancesgretl: cointegration testgretl: collinearitygretl: command entrygretl: command loggretl: command referencegretl: common factor testgretl: compact datagretl: copy objectgretl: create data setgretl: create dummy variablesgretl: critical valuesgretl: data delimitergretl: data filesgretl: data formatgretl: data infogretl: data packages on servergretl: database descriptiongretl: databases on %sgretl: databases on servergretl: define dummygretl: define graphgretl: deletegretl: display datagretl: display database seriesgretl: distribution graphsgretl: drop observationsgretl: edit Octave scriptgretl: edit Ox programgretl: edit Python scriptgretl: edit R scriptgretl: edit datagretl: edit data infogretl: edit matrixgretl: edit plot commandsgretl: errorgretl: expand datagretl: extra propertiesgretl: findgretl: forecastgretl: forecastsgretl: fractional integrationgretl: function packagesgretl: function packages on %sgretl: function packages on servergretl: function referencegretl: generate lagsgretl: graphgretl: graph color selectiongretl: groupwise heteroskedasticitygretl: gui client for gretl version %s,
gretl: helpgretl: hypothesis testgretl: import %s datagretl: informationgretl: iteration controlsgretl: iteration infogretl: leverage and influencegretl: linear restrictionsgretl: loading datagretl: maximum likelihoodgretl: missing codegretl: missing values infogretl: model %dgretl: model tablegretl: model testsgretl: modelsgretl: name columngretl: name listgretl: name variablegretl: nonlinear least squaresgretl: nonparametric testsgretl: open datagretl: open sessiongretl: p-valuegretl: p-value findergretl: panel model diagnosticsgretl: periodogramgretl: plot CDFgretl: plot a curvegretl: practice filesgretl: range-mean graphgretl: range-mean statisticsgretl: rename objectgretl: replacegretl: residual dist.gretl: restrict samplegretl: revised data setgretl: save datagretl: save matrixgretl: save textgretl: scalarsgretl: scanning fontsgretl: script editorgretl: script outputgretl: script output %dgretl: seed for random numbersgretl: select formatgretl: send mailgretl: session notesgretl: set samplegretl: simultaneous equations systemgretl: specify modelgretl: specify scalargretl: spreadsheet importgretl: storing datagretl: system covariance matrixgretl: test calculatorgretl: time-series filtergretl: transpose datagretl: untitledgretl: uploadgretl: using these basic search paths:
gretl: variable attributesgretl: vector autoregressiongretl: warninggretl: working directorygretl_prn_new: Must supply a filename
gretlcli.hlpgretlcli_hlp.txtgretlcmd.hlpgretlcmd_hlp.txtgretlgui.hlpgretlgui_hlp.txtgroupgroups (N = %d)groupwise heteroskedasticityheighthelp file %s is not accessible
help on %sheteroskedasticity not presenthorizontalhourlyhoursicon viewillegal negative valueimpulse responsesimpulsesin separate small graphsinchesinclude a trendinclude bootstrap confidence intervalinclude observations columninclude seasonal dummiesincluding %.2f lags of (1-L)%s (average)including %d lags of (1-L)%sincluding constant termincluding one lag of (1-L)%sindeterminate condition for 'if'index variableinfluenceinnovational outliersinstrumentsinterpolated p-valueinverse: y = a + b*(1/x)irregularirregular component of %sit seems there are no variable names
iterated %siterationjustificationk (higher values -> better approximation):kalman: a required matrix is missingkalman: required matrix %s is missingkey positionlabel %d: laglag orderlag order:lagged differenceslagging uhat failedlagslags        loglik    p(LR)       AIC          BIC          HQClags...lambda (higher values -> smoother trend):last observationlaunch calculatorleftleft bottomleft boundleft toplegendleverageline %d: line graphline is dottedline widthline width factorlinear restrictionslinear scalelinear: y = a + b*xlineslines/pointslocal machineloessloess (locally weighted fit)loess fit, d = %d, q = %glog determinantlog scalelog(RS)log(Size)log(sample size)log-likelihood for %s testlogarithmic scale, base:logisticlogistic CDFloglikelihoodlong-run matrix (alpha * beta')low and high lineslowerlower boundlower tailmain windowmanual range:maximummaximum lag:meanmean %smean Ymean of sample 1mean of sample 2mean of scaled residuals = %g
medianminimummissing valuesmodelmodel %dmodel and dataset subsamples not the same
model is subsampled, dataset is not
model table optionsmodel windowmodel-relatedmodified AICmodified BICmodprint: expected %d namesmodprint: the first matrix argument must have 2 columnsmonochromemonth %s?
monthlymonthsmultiple plots arranged vertically (N <= 6)multiple plots in grid (N <= 16)multiple scatterplotsnn (higher values -> better approximation):namenew scriptno ':' allowed in starting obs with frequency 1no ARCH effect is presentno autocorrelationno change in parametersno seasonal effectsno seasonal effects or trendno structural breakno structural differenceno such itemno trendnominal cutoffnon-linearitynon-zero tiesnonenonparametric testnormnorm of gradient = %gnormalnormal CDFnormality testnot setnot significant at the 10% level
note on model statistics abbreviations herenumber of bins = %d, mean = %g, sd = %g
number of regressors
(excluding the constant)of dataomiton a single graphopen (edit) a function package on startupopen a database on startupopen a remote (web) database on startupopen a script file on startupopen datasetopen gretl consoleoror specific lagsotherother...out of memory in XML encodingoutsidep-valuep-value for %s testp-value for H0: slope = 0 is %g
p-value is "very small" (the Imhof integral could not
be evaluated so a definite value is not available)p-values in bracketspanelpanel data must have frequency > 1panel plotparameterparameters are zero for the variablesparse error in '%s'
parsingpaste data from clipboardper-unit constants from model %dpercentperiodperiod (.)periodicity: %d, maxobs: %d
observations range: %s to %s
periodogramperiodsplain textplot with impulsesplus seasonal dummiespointpoint estimatepointspoissonport:position (X Y)pre-load datapredicted %spredicted valuespredictionprewhitenedprincipal componentsprint version informationprivateprocessing...
progressive loop: model must be of constant sizeproportionproportion, sample 1proportion, sample 2purge missing observationspval(T)quadraticquadratic: y = a + b*x + c*x^2quarter %s?
quarterlyquartersquartilesradiansrangerange %g to %grange-mean plot forrange-mean testrankrank correlationrank:raw quantiles versus N(0, 1)recognized lagged dependent variableregressorsrelationship is linearremember the last-opened folderrenormalized alpharenormalized betareplace current restrictionresample datasetresidualresidual from VAR system, equation %dresidual from VECM system, equation %dresidual from model %dresponse of %s to a shock in %sresponse of %s to a shock in %s, with bootstrap confidence intervalrestrictionrestriction is acceptablereversing the data!
rhorho = 0rightright bottomright boundright topright-tail probabilityright-tail probability = %grobust variantrolling k-step ahead forecasts: k = rootsroots (real, imaginary, modulus, frequency)row:sample meansample proportionsample sizesample size %d
sample size, nsample statussample variancesave commandssave graphsave sessionscalescaled %sscaled %s (Koenker robust variant)scaled frequencyscanning for row labels and data...
scanning for variable names...
scatterplot with controlseasonal dummiesseasonally adjusted %sselect variableselection (or new variable)semicolonsemilog: log y = a + b*xsend debugging info to consoleseparator for data columns:seriessession icon viewset: unknown variable '%s'shaded areashapeshifts of levelshow icons windowshow individual test resultsshow plotshow polesshow regression resultsshow scalars windowsigmasigmahat                 = %g

significant at the %g%% level (two-tailed)
significant figuressingle boxplotsingle graph: group meanssingle graph: groups in sequence (N <= 80)single graph: groups overlaid (N <= 80)sizesize of sample 1size of sample 2slopeslope at meanslope of range against mean = %g
small MA valuessome data were in usesomething strange in the file
(Type 0 characteristic of nonzero length)spacespecialspecific lagsspecification is adequatesquared residual from model %dsquared standardized residual from model %dsquared time trend variablesquares and cubessquares onlystacked bar graphstacked cross sectionsstacked time seriesstandard errors in parenthesesstandard normalstandardize the datastandardized residualstandardized residual from model %dstart entering data valuesstarting obs '%s' is incompatible with frequencystarting obs '%s' is invalidstarting obs must contain a ':' with frequency > 1static forecaststd. devstd. deviationstd. deviation, sample 1std. deviation, sample 2std. errorstepsstopped after %d iterations
store: no filename given
store: using filename %s
sumsum of observationssum of ranks, sample 1summary statisticssummary stats: system residual, equation %dtt(%d)t(%d) = %g, with two-tailed p-value %.4f
t(%d) sampling distributiont-ratiot-ratios in parenthesest-statistict-statistics in parenthesestabtaking date information from row labels

tautau sequencetest down from maximum lag ordertest statistictest with constanttest without constanttextthe current directory as determined via the shellthe directory selected abovethe longest lag is %dthe mean of the first n observationsthe mean of the whole seriesthe median difference is zerothe two medians are equalthe units have a common error variancetheta used for quasi-demeaningthis pagetimetime seriestime series by grouptime trend variabletoto %sto (X Y)too many argumentstransitory changestranslator_creditstreating these as undated data

trend/cycletrend/cycle for %strialstrying to parse row labels as dates...
two-tailed probability = %gtypetype a filename to store output (enter to quit): undatedundefinedunequaluniformunitunit-root null hypothesis: a = 1unitsunknownunknown data typeunprocessed argument(s): '%s'untitledupperupper boundupper tailuse first difference of variableuse level of variableuse sample mean and variance for normal quantilesuser-specified valuesuser-supplied initial valuesusing %d sub-samples of size %d

using delimiter '%c'
using fixed column format
using linear AR modelusing nonlinear AR modelusing resampled residualsusing the variables:valid valuesvaluevariable %d duplicated in the command list.variable %d: translating from strings to code numbers
variancevariance decompositionsvariance of sample 1variance of sample 2variantvecm: rank %d is out of boundsversusverticalwarning: %d labels were truncated.
warning: some variable names were duplicated
weeklyweeksweibullwidthwith Koenker robust variance estimatorwith asymptotic p-valuewith constantwith constant and quadratic trendwith constant and trendwith constant, trend and trend squaredwith least squares fitwith maximum:with p-valuewith p-value = %g
with simulated normal errorswrite of data file failed
writing session output to %s%s
wrote %s
wrote %s.gdt
x minimumx rangexmlDocGetRootElement failedxmlParseFile failed on %sxmlParseMemory failedy axisyearszz-scorez-score = %g, with two-tailed p-value %.4f
z-score = %g, with two-tailed p-value %g
zero differencesProject-Id-Version: GNU gretl-1.9.1
Report-Msgid-Bugs-To: 
POT-Creation-Date: 2016-11-11 15:46-0500
PO-Revision-Date: 2016-04-21 19:21-0400
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*** Vlerat fillestare t prcaktuara nga prdoruesi:


SKS sht minimale pr rho = %g



Pr ndihm mbi nj komand t caktuar shtypni: help emrin_e_komands

Pr ndihm mbi nj funksion t caktuar shtypni: help emrin_e_funksionit
          frekuenca    rel.     shuma.


        klasa            qendra    frekuenca    rel.     shuma


  Hipoteza zero: koeficientt e regresionit jan zero pr ndryshoret

"help" shfaq listn e komandave

--- VLERAT PRFUNDIMTARE: 

Statistika e testit Breusch-Pagan:
 LM = %g me p. kritik = prob(hi-katror(1) > %g) = %g

Testi i barazis s mesatareve (variancat merren %s)


Testi i barazis s variancave


Stop: gabim gjat ekzekutimit t script-it

Gabim: Matric Hesjane e prcaktuar jo-negative? (gabimi = %d); u prdor metoda OGP

Duke saktsuar vlern rho nprmjet metods CORC...


Pr ndryshoret  %s  dhe  %s 

U gjetn %d flet t vlefshme

Frekuencat pr %s, vrojtimet %d-%d

Testi Harvey-Collier(%d) = %g me p. kritik %.4g


Matrica e testit t Hausman nuk sht e prcaktuar si pozitive (ka mund t interpretohet
si "pamundsi pr t hedhur posht" modelin e efekteve t rastsishm).

Statistika e testit Hausman:
 H = %g me p. kritik = prob(hi-katror(%d) > %g) = %g

Testi KPSS pr %s
Testi KPSS pr %s %s


Mesataret individuale t mbetjes s modelit KVZ t stivuar:


Numri i etapave : %d


Numri i vrojtimeve (rreshtat) me vlera munguese = %d (%.2f%%)

Numri i provave (R) n ndryshoren '%s' = %d

Njehsim prsrits i vlers rho...


Periodogrami i %s

Kini parasysh:
- Rreshti i par i skeds CSV duhet t prmbaj emrat e ndryshoreve.
- Shtylla e par mund t prmbaj data ose "shnues" t tjer:
  n kt rast, kutia n rreshtin 1 duhet t jet bosh ose "obs" ose "date".
- Pjesa tjetr e skeds duhet te jet nj tabel t dhnash.

Leximi i t dhnave %s

Skeda e sesionin %s po lexohet

Varianca e mbetjes : %g/(%d - %d) = %g

Lidhja e kointegrimit ekziston nqs:
(a) nuk hidhet posht hipoteza e rrnjs s njsishme pr sejciln nga ndryshoret dhe
(b) hidhet posht hipoteza e rrnjs s njsishme pr mbetjen (uhat) e llogaritur 
    nga regresi i kointegrimit.

Komandat e vlefshme pr gretl jan :

Mund t jepni, n dritaren e komandave, emrin e nj skede t dhnash
gretlcli: gabim gjat ekzekutimit t skriptit: pezullim

gretlmpi: gabim gjat ekzekutimit t skriptit: pezullim
                         Modeli i efekteve t rastsishm
           lejon nj prbrse individuale n termin e gabimit 
             (n kllapa, gabimi std.; n kllapa katrore, p. kritik)

                        Real  Imagjinar   Modulo   Frekuenca                      mesatarja   shmang. std.   mesatarja       Sh. std.
                                                 e gabimit       e gabimit
       Ndryshorja                                 standart       standart

                 ETAPA    RHO        SKM         intervali %g%%
      Diagnostik: duke supozuar nj panel t ekuilibruar t prbr nga
          %d individ t vrojtuar n %d periudha

      NDRYSHORE     KOEFICIENTI         INTERVALI I BESIMIT %g%%

   %s: ndoshta sht vit...   %s: ndoshta s'sht vit
   ...ama rreshti %d prmban %d rubrika: stop
   Diferenca midis mesatareve t kampionve = %g - %g = %g
   Vlersimi i gabimit standart = %g
U gjend matrica '%s' me %d rreshta dhe %d shtylla
   Hipoteza zero: mesataret e 2 popullatave jan t barabarta.
   Raporti i variancave t kampioneve = %g
   Statistika e testit: t(%d) = %g
   Diferenca nuk sht statistikisht domethnse.

  e pamundur t shpjegohet bajti i teprt
   por datat ama nuk jan t plota e t vlefshme
  datat ngjajn t jen s prapthi?! 
   nuk tregon nj vit me 4 shifra
   rubrika e par : '%s'
   emrtimi i rreshtit t par "%s", emrtimi i fundit "%s"
   rreshti: %.115s...
   rreshti : %s
   rreshti m i gjat: %d karaktere
   numri i shtyllave = %d
   numri i blloqeve t t dhnave: %d
   numri i rreshtave jo-bosh: %d
   numri i vrojtimeve: %d
   numri i ndryshoreve: %d
   p. kritik (i dyanshm) = %g

   ngjet t jet emrtim vrojtimi
   ndryshorja %d n vrojtimin %d s'merr asnj vler: u shnua si vler munguese
   kujdes: Mungon vlera e ndryshores %d, vrojtimi %d
VONESA    ACF          PACF         Stat. Q  [p. kritik]  VONESA      XCF (p.sh. help qrdecomp)
 (p.sh. help smpl)
 (me faktor stinor)

me prirje kohore dhe faktor stinor

(me prirje kohore)

(gjatsia e hapit = %g)(duke prdorur Hesianen) Intervali i besimit 95%% pr mesataren: %g  %g
Kliko pr t prcaktuar vendndodhjen DW  Zhvendos mausin pr t prcaktuar zonn pr zmadhim Duke hequr %-16s (p. kritik %.3f)
 F  Krko:Pr intervalin e besimit %g%%, t(%d, %g) = %.3f
Pr intervalin e besimit %g%%, z(.%g) = %.2f
Asnj sked t dhnash e hapur Prob(x <= %d) = %g
 Prob(x = %d) = %g
 Kliko me buton t djatht mbi grafik pr t shfaqur menun T dhnat nuk jan ruajtur akoma omega  frek. ponderuara  periudhat   log i densitetit spektral

 omega  frek. ponderuara  periudhat   densiteti spektral

 gabimi std i mesatares = %g
gabimi std. t individi %2d : %13.5g
"%s" nuk sht komand gretl.
"%s" s'sht prcaktuar.
"Krijuar nga ekonometra, pr ekonometra.""help set" pr m tepr hollsi# Log rifilloi %s
# Lista e komandave filloi regjistrimin m %s
# Regjistrim i komandave t sesionit. Kini parasysh q mund t
# jet nevoja t bni ndryshime nqs do t'i prdorni n nj skript.
$p$. kritik n kllapa$t$-Studentn kllapa, $t$-Student$z$%17cNOTE: o do t thot %s, x do t thot %s
%17c+ tregon q %s dhe %s jan t barabart kur jan t ponderuar
%20c%s dhe %s jan vizatuar n t njjtn shkall

%8c%25cNOTE : o do t thot %s

%8cnga t dhnat, u zbritn %d mesataret e individve%d vlera munguese%d gradient() ndr %d gjthsej ngjajn t dyshimt.

%d teste nga %d gjithsej shnojn zero
mesatarja e lvizshme mbi %d periudha pr %skuantilet %g dhe %gintervali i besimit %g%%vlera kritike pr pragun %g%%intervali i besimit %g%%elipsi i besimit %g%% me intervalet marzhinal %g%%intervali i besimit %g%%  : %g deri %ginterval  %g%%interval  %g%% pr mesatarenintervali i besimit %g\%%interval %g\%%%s (n = %d, %s)%s (t dhnat fillestare)%s (e lmuar)%s = 1 nqs %s sht %d, 0 n rast t kundrt%s = 1 nqs periudha sht %d, 0 n rast t kundrtVlersimi me %s%s vlersime duke prdorur %d vrojtime %s-%s
Metoda e vlersimit: %s; vrojtimet %s-%s (T = %d)Metoda: %s; vrojtimet %s--%s ($T=%d$)%s u gjet
%s sht konstante%s faqja %d nga %d%s u zvendsua
%s u ruajt
test %s%s kundrejt %s (me prafrim kubik)%s kundrejt %s (me prafrim t anasjellt)%s kundrejt %s (me vijn e regresionit KVZ)%s kundrejt %s (me prafrim loess)%s kundrejt %s (me prafrim kuadratik)%s kundrejt %s (me prafrim semilog)%s kundrejt %s me prafrim Nadaraya_Watson%s kundrejt %s me prafrim loess%s, %s n %s%s, argumenti %d: vlera %g sht jasht kufijve
%s, vrojtime %s%s%s%s, vrojtime 1 deri %d%s, faqja %d%s, prgjigjja = %s, trajtimi = %s:%s, duke prdorur %d vrojtime%s, mbi kampionin %s%s%s%s, mbi kampionin %s - %s%s: Nuk u gjet ndonj vrojtim q prputhet
%s: kampioni i plot %s - %s%s: Asnj e dhn BOF nuk u gjet%s: argumenti %d nuk prshtatet (%s n vend t %s)
%s: argumenti %d duhej t ishte %s%s: argumenti %d: lloj i pavlefshm %s%s: argumenti duhej t ishte %s%s: nuk mund t shndrrohet%s: shtylla '%s' nuk u gjendKomanda %s krkon nj ndryshore.
%s: ktu, pjestimi nuk lejohet%s: parametri me emr '%s' ekziston%s: dokument bosh%s: zgjedhje e papranueshme%s: argument t pamjaftueshm'%s': lloj argumenti i pasakt pr %s%s: informacion i pavlefshm'%s'
%s: lloji i rezultatit t funksionit sht i pasakt%s: vler e pavlefshme'%s'%s: 'locale' nuk ecn pr kt sistem%s : asnj parametr nuk sht dhn%s: objekti n fjal nuk ekziston%s: objekti n fjal nuk ekziston
%s : asnj sistem nuk sht prcaktuar%s: vlera t vlefshme%s: nuk sht ndryshore tekst%s: parametr i pasakt'%s': shum pak argument
%s: akoma s'sht vn n jet n nj "'progressive loop"%s: kampioni i dhn nuk prputhet me
kampionin e t dhnave n prdorim%s:  operatori %d duhej t ishte  %s%s: operatori duhej t ishte %s%s: ju lutem, s pari mbyllni dritaren e ktij objekti%s: rho = %g, gabili sht i pakufizuar%s: quaj %d vrojtime si "munguese"
%s: ops, asnj udhzim i mundshm.
%s: tekst majtas ndrkoh q djathtas sht varg numerik%s: tekst djathtas ndrkoh q majtas sht varg numerik%s: ndryshorja e varur duhet t jet diskrete%s: ngjeshja e t dhnave nprmjet mesatares (metoda e zakonshme)%s: konfirmuar kundrejt DTD OK%s ; kampioni n prdorim %s - %s %s  -- nuk u krye asnj veprim numerik! %s  -- numr jasht kufijve !'%s' : nuk vlen pr tabelat'%s': nuk vlen pr listat'%s': nuk vlen pr matricat'%s': nuk vlen pr tekstet'%s': nuk vlen pr kt lloj'%s': vlen vetm pr matricat'%s' dhe '%s': e pamundur t gjenden datat
'%s' sht nj konstante'%s' nuk sht ndryshore binare %s  nuk sht ndryshore treguese'%s' nuk sht emri i nj serije'%s' sht emri i nj funksioni t mbrendshm'%s' sht emri i nj komande gretl'%s' nuk mund t prdoret si emr ndryshoreje%s: pritej nj numr ose nj vektor'%s': argument i pasakt pr %s()
'%s': tregues vrojtimi i pavlefshm '%s': emr shum i gjat (maks. %d karaktere)
'%s' : asnj parametr nuk sht dhn'%s': kjo matric nuk ekziston%s: ky "worksheet" nuk ekziston %s  nuk sht numr'%s': nj ndryshore me kt emr ekziston tashm'%s': emr i panjohurVarianca 'between'Varianca 'within'me 'o' kuptohet %s dhe me 'x' kuptohet %s (me + kuptohet q jan t barabarta)('*' shnon nj vrojtim spikats)('*' shnon nj vler jasht intervalit t besimit 95%)(intervali 90%)(Nj prob. i vogl luan kundr hipotezs zero q i jep prparsin modelit KVZ
mbi t dhnat e stivuara prkundrejt hypotezs alternative q paraplqen efektet fikse.)

(Nj prob. i vogl luan kundr hipotezs zero q i jep prparsin modelit KVZ
mbi t dhnat e stivuara prkundrejt hypotezs alternative q paraplqen efektet e rastsishm.)

(Nj prob. i vogl luan kundr hipotezs zero q i jep prparsin efekteve t rastsishm
prkundrejt hypotezs alternative q paraplqen efektet fikse.)
(Nevoj pr udhzim? Shikoni ju lutem, rubrikn e Ndihms )(pa marr parasysh vrojtimet q mungojn)(prdorni "&&" pr kushtin logjik AND)
(prdorni "||" pr kushtin logjik "ose", OR)
(heteroskedasticiteti)(me prirje kohore)(log me baz 2)(maksimumi ishte %d, kriteri %s)(pa prfshir vlerat munguese)(jo-lineariteti)(majtas: %g)
(prob. i dyanshm = %g; prob. plotsues = %g)
(i pa ruajtur)(pa prirje kohore)* koeficient domethns n pragun 10%** koeficient domethns n pragun 5%+- sqrt(h(t)), sht %sPrdorimi i "--balanced" nuk sht i mundur: t dhnat (e plota) nuk jane panel1-normArellano-Bond n 1 etapMPM n 1 etapPanel dinamik n 1 etapKoef. autokorrelacionit i rendit t par pr e2 mesatare2 frekuenca2 variancaArellano-Bond n 2 etapaMPM n 2 etapaPanel dinamik n 2 etapaVlersim n 2 etapaGrafik 3D3SLS5% Perc.Vlerat kritike t statistiks Durbin-Watson pr nivelin 5%perc. 5%percentili 5%vlera kritike pr pragun 5%% (t dyanshm) = %.4f pr n = %d5\% perc.vlera kritike 5\%% (e dyanshme) = %.4f pr n = %d95% Perc.perc. 95%percentili 95%95\% perc= %s n katror= %s shumzuar me %s= 1 nqs muaji sht %d, 0 n rast t kundrt= 1 nqs tremujori = %d, 0 n rast t kundrt= MLE= diferenca e par e %s= diferenca logaritmike e  %s= logaritmi i %s= diferenca stinore e  %sLista me emrin %s ekziston tashmMatrica me emrin %s ekziston tashmNumri me emrin %s ekziston tashm%s: kjo seri ekziston qparTeksti me emrin %s ekziston tashmNj vler < 10 a mund t jet shenj instrumentsh t dobtModeli ABACF prTesti _ADF-GLSAICANOVAANOVA - Analiza e variancsAPARCHARAR (stinor)vonesat ARRendi i modelit AR:AR(1)ARCHRendi i modelit ARCH:ARCH q:ARIMAModel ARI_MAARMAPiknisja pr ARMAARMAXsked ASCII (*.txt)A_RCHDika rreth gretl-itMjeteRealizimiRealizimi dhe prafrimi i %sRealizimi dhe prafrimi i %s kundrejt %sRealizimi kundrejt prafrimitShtoShto vrojtimeNdyshore pr t'u shtuarShto nj vij tjetr...Shto si matric...Shto nj derivatShto diferencnShto diferencatShto nj ekuacionShto nj identitetShto nj vij...Shto nj list me ndryshore t pavaruraShto nj list me instrumentShto logaritminShto logaritmetShto nj matric...Shto vrojtime t tjeraShtohu t dhnaveShto n skedn e t dhnave...Shto n menuShto n tabeln e modeleveI shtohet rezultatit t mparshmShto...Shto / hiq funksioneLista '%s' u shtua
Seria q doni t shtoni ka frekuenc
m t vogl se sa t dhnat n prdorimShtimi i ndryshoreve prmirsoi %d nga %d kriteret informues t modelit.
I shtohet rezultatit n kt dritareR**2 korr.R{\super 2} i korrigjuar$R^2$ i korrigjuarR-katror i korrigjuarVektort korrigjuesKriteri informues Akaikekriteri AkaikeKriteri informues AkaikeT gjith ->T gjith faktortShfaq etiketat e vrojtimeveT gjitha vonesat e %sT gjitha ndryshoret, vonesa %dLejo komandat 'shell'Lejo heteroskedasticitetin ndrmjet grupeve Lejo pr kushtzim paraprak, shl = %d
Hipoteza alternativeStatistik alternativeKrijo gjithmon dritare t reParalajmro gjithmon pr ndryshime t paruajturaTregues matricor i paqartSistemi duhet t prmbaj t paktn 2 ekuacioneAnaliza e variancsDerivatet analitik nuk mund t prdoren me MPMDo merren parasyh derivatet analitik: "params" nuk do t trajtohetVjetoreVir firmn n fundZbatoArellano--BondArellano-BondArgumenti %d (%s) mungonArgumenti %d sht nj konstanteArgumenti sht nj konstanteRregulloRregullo ikonatTabela %s, prmasa %d
ShigjetaRritsCakto vlern q do kthehet (jo e detyrueshme):Llogarit sikur shmangia std. sht e njjta pr t 2 popullatatMe hipotezn q vlerat negative dhe pozitive jan t barazmundshmeLlogarit sikur shmangia std. e kampionit vlen edhe pr popullatnP.kritik asimptotik = %.6g pr Hi-katror(%d) = %gGabim std. asimptotikGabim std. asimptotik nn hipotezn e mbetjes IIDStatistika e testit asimptotikN rreshtin %d, shtylla %d:
Orvajtje pr llogaritjen e rrnjs katrore t nj numri negativRegresion Dickey--Fuller i shtuarTesti Dickey-Fuller i shtuar (GLS) pr %s
Regresion Dickey-Fuller i shtuarTesti Dickey-Fuller i shtuar pr %s
Regresion i shtuar pr testin ChowRegresion i shtuar pr testin e faktorit t prbashktAutoriSposto automatikisht zgjedhjenSposto automatikisht script-inFunksioni i autokorrelacionit pr %sAutomatikishtMaksimum i llogaritur automatikishtModel autoregresiv - ARRegresion ndihms pr testin RESETRegresion ndihms pr ndryshoret e shtuaraRegresion ndihms pr testin e jo-linearitetit (me logaritmin e ndryshoreve)Regresion ndihms pr testin e jo-linearitetit (me katrort e ndryshoreve)maksimizuesi BFGHSBFGS : vlera fillestare e funksionit objektiv nuk sht e fundmemaksimizuesi BHHHBICPrapaKarakter i pavlefshm %d pr nj datKarakter i pavlefshm '%c' pr nj datGjersia e klassDeklarime t teprta nuk lejohenKernel BartlettCungimi i Barlett n vonesn %d
Dritarja e Bartlett, gjersia %dDritarja e Bartlett, gjersia %dN baz t %d njehsimeveBazuar n Jakobianen, shl = %d
Filtri Baxter-King Band-passPrbrsi Baxter-King i %s me frekuenc nga %d n %dGabimi std. Beck--Katz Gabimi std. Beck-Katz Prve vrojtimeve anormal shtes, lejo edhe:InterModel BetweenDev. std. (inter)Mes grupesh (between)Modeli betweenI _dyfisht...Prqindja e zhvendosjes,  $U^M$Kontributi i zhvendosjes, UMM i madhGjersia e klass:Skeda nuk duket t jet n format txt t vlefshm. U gjetn t dhna binare (%d) n rreshtin (%d:%d)
Skeda nuk sht i forms tekst pasi prmban t dhna binare (%d)
Binomiale (p = %g, n = %d) :
 Prob(x > %d) = %g
Binomial(%d, %g)Numri i bajteve pr vlern e "floating-point"Probit me 2 ndryshore (bivariate)GrupiNdryshorja e grupit (jo e domosdoshme)Gabimi std. sipas Bollerslev--WooldridgeGabimi std. sipas Bollerslev-WooldridgeBootstrap alphaNjehsimet bootstrapVrojtime t cunguarGrafik BoxPlotTesti Breusch--Pagan mbi matricn diagonale t kovariancaveTesti Breusch-Godfrey prTesti Breusch-Godfrey pr autokorrelacion deri n rendin %dTesti Breusch-Godfrey pr autokorrelacion t rendit 1Testi Breusch-PaganTesti Breusch-Pagan mbi matricn diagonale t kovariancaveTesti Breusch-Pagan pr heteroskedasticitetKrko...Buffer-i sht boshNdrto nga formulaNdrto nga seritNdrto numerikishtObjekti "bundle" sht boshFiltri ButterworthPolet e Butterworth (n=%d, kufiri=%d)Sipas %sSipas vrojtimeveModeli CKoef. var.CDF n vend t densitetitCORCCSVsked CSV (*.csv)Grafiku CUSUM me interval besimi 95%Testi CUSUM mbi stabilitetin e parametraveTesti CUSUM pr qndrueshmri t parametraveGrafiku CUSUMSQ me interval besimi 95%Testi CUSUMSQ pr qndrueshmri t parametraveTesti C_USUMSQ (qndrueshmria e parametrave)_Fshij t dhnat e tanishme_Korrelogram i kryqzuarMakina llogaritseKalendarKy model nuk mund t vihet n tabeln e modeleve pasi nuk sht e njjta ndryshore e pavarurE pamundur t bhet: asnj model nuk sht vlersuar
E pamundur t bhet: disa nga ndryshoret fillestare t modelit kan ndryshuarE pamundur t bhet: Modeli referenc sht vlersuar mbi nj
kampion t ndryshm nga ai n prdorim.
E pamundur t gjendet funksioni '%s'sht e pamundur t lexohet %sE pamundur t llogaritet ML: disa nga grupet kan vetm nj vrojtimE pamundur t gjej ht: t dhnat kan ndryshuarE pamundur t gjej serit e t dhnave: t dhnat kan ndryshuarE pamundur t gjej 'uhat': t dhnat kan ndryshuarE pamundur t gjej 'yhat': t dhnat kan ndryshuarNdryshorja %s nuk mund t fshihet pasi sht n prdorimNuk mund t fshihen t gjitha ndryshoret e zgjedhuraNdryshoret e zgjedhura nuk mund t fshihenE pamundur t hapet clipboard-iRasti 1: Pa konstanteRasti 2: Konstante e kufizuarRasti 3: Konstante e pakufizuarRasti 4: Prirje kohore e kufizuar, konstante e pakufizuarRasti 5: Prirje kohore dhe konstante t pakufizuaraMungon shnimi pr vrojtimin %dVrojtime t cunguarNdryshore ensurueseE normuar$R^2$ i normuarMesatarja e lvizshme e centruar pr %d periudha e %sR-katror i normuarFraksioni qndror:Krk_o module shtesPrditsimi i p_rogramitHi-katrorHi-katror(%d)Shprndarja empirike Hi-katror(%d)Meta-testet Choi:Renditja CholeskyZgjidhZgjidhni listnTesti Chow pr thyerje t struktursTesti Chow pr ndryshim t strukturs n vrojtimin %sTesti Chow pr ndryshim t strukturs n varsi t %sFshijFshini s pari  t dhnat Fshij etiketat e vrojtimeveFshirja e t dhnave n prdorim
mbyll dhe sesionin. Doni t vazhdoni?MbyllMbyll dritarenSkeda e rezultatit '%s' u mbyll
GrupiGrupim sipasGabimet std. t grupuarCochrane--OrcuttCochrane-OrcuttLibri i kodeveKoeficienti_Matrica e kovariancave t koeficientveMatrica e kovariancave t koeficientveKoeficienti (%d) sht jasht kufijveKoeficienti (%d) i ekuacionit %d sht jasht kufijveKoeficienti i %sRegresion kointegrimi -Regresion kointegrimi --Vektort kointegruesKointegrimRendi i kointegrimitTestet e kointegrimit t kushtzuar ndaj %d I(1) ndryshore(ve)Testet e kointegrimit pa prfshirjen e ndryshoreve t pavaruraNgjyra %dShtyllatGrafiku EC i kombinuar Grafiku i kombinuar Ndarje me presjeKomanda '%s' u anashkalua; e pavlefshme pr sistem ekuacionesh
Komanda dshtoiKomanda nuk prmban argumentat e duhurKomanda pr kompilin e skedave TeXKomanda pr lshimin e GNU RKomanda pr lshimin e gnuplotKomanda pr t par skedat PDFKomanda pr t par skedat PSKomento rreshtinKomento zgjedhjenPrdor mesataren e vleravePrdor shumn e vlerave Ngjesh t dhnat ditore n t dhna javoreNgjesh t dhnat ditore :Ngjesh t dhnat orare n :Ngjesh t dhnat mujore :Ngjesh t dhnat tremujore n t dhna vjetoreNgjesh t dhnat javore n t dhna mujoreT dhnat nqs ngjeshen, do t jen boshMetoda pr ngjeshjen e t dhnave (reduktim t frekuencs):Krahasimi i kritereve informuesFaktori  Vlera e vet   Prqindja     Shuma
Faktori pr Vlern e vet =  %.4fFaktort pr t cilt Vlera e vet > mesatarjaNiveli i kompaktimit (0 = hi fare)Llogarit intervalet e besimitLlogarit gabimin std.Maksimumi i Gjass s Kushtzuar_Elipsi i besimit...Intervali i besimitShkalla e besimitShkalla e besimit...Zona e besimit: zgjidhni 2 ndryshorePranimi i strukturs s t dhnaveEmri e nj ose m shum ndryshoreve krijon konfliktKonstanteNdryshorja e kontrollitKonvergjenca u arrit pas %d etapash
Toleranca n konvergjenc:KopjoKopjo si CSV...Kopjo si:Asgj pr t'u kopjuarKopjo t dhnatKopjo n kujtesT gjitha t drejtat: Allin Cottrell e Riccardo "Jack" LucchettiT gjitha t drejtat: Ramu Ramanathan, Allin Cottrell e Riccardo "Jack" Lucchetti.Korrigjo pr efektin "dit pune"Korrigjuar pr vllimin e kampionit  (shl = %d)Koeficientt e korrelacioneveKoef. i korrelacioneve t llogaritur mbi kampionin %s - %sKoef. e korrelacioneve t llogaritur mbi kampionin %s -- %sMatrica e korrelacioneveKorrelacionetKorrelacioni mes %s dhe %s t vonuaraKorrelogramMbase sht %s - %s
E pamundur t njehsohet gabimi std. Beck-Katz E pamundur t trajtohet skeda e t dhnave binareE pamundur t trajtohen hollsit e grafikutE pamundur t llogaritet intervali i besimit pr modelin n fjalE pamundur t krijohet skedari  '%s'Regresioni mbi mesataret e grupeve nuk mund t njehsohej
E pamundur t gjendet nj terminal programi i prdorshmE pamundur t gjej skriptin "%s"
E pamundur t vihet n form modeli
E pamundur t gjendet prshkrimi i pakets s funksionitE pamundur t gjendet vlera pr shtylln %d, rreshtin %d.
Ndoshta fleta prmban formula?E pamundur t ngarkohet plugin-i i funksionitE pamundur t ngarkohet funksioni i plugin-it
E pamundur t hap %sE pamundur t hap %s
E pamundur t shkruhet n %sE pamundur t hapet %s pr t'u shkruajtur n t
E pamundur t hapet '%s'E pamundur t hap skedn e bazs s t dhnaveE pamundur t hap indeksin e bazs s t dhnaveE pamundur t hap nj sked t prkohshmeE pamundur t prcaktohet kampioniNuk mund t shkruhet n %sE pamundur t shkruhet n '%s' : gretl mund t mos punoj si duhetModel me numrimeVlersimi i kovariancsMatrica e kovariancaveMatrica e kovariancave t koeficientve t regresionit:Vlera e vet Cragg--Donald minimaleVlera e vet Cragg-Donald minimale Krijim dhe I/OKriteriVlera kritike = %gVlera kritike pr vrojtimet anormal:Vlerat kritikeVlerat kritike t zhvendosjes s vlersimit 2KVZ kundrejt atij KVZ:
Vlerat kritike pr vllimin maksimal t dshirueshm t MPIK
  sipas testeve pr pragun e domethnies 5%:
Vlerat kritike pr vllimin maksimal t dshirueshm t 2KVZ
  sipas testeve pr pragun e domethnies 5%:
_Tabel e kryqzuarFunksioni i korrelacionit t kryqzuar t %s dhe %sKorrelogram i kryqzuarMatrica VKV e mbetjeve t ekuacioneveMatrica e kovariancave t sistemitProduktet e kryqzuarT dhna individualeT dhna individualeTabela e kryqzuar e %s (rreshtat) kundrejt %s (shtyllat)Kriteri i vlefshmris (cross-validation)Shuma e mbetjeve t ponderuara e kumuluarShuma e katrorve t mbetjes e kumuluarKampioni n prdorimKampioni n prdorim: %d vrojtime
SesioniFormat personalPriPrbrsi ciklik i %sDFFITS5 ditore6 ditore7 ditoreDita q prfaqson javnT dhnatShtimi i t dhnave prfundoi
Gabim n t dhnatT dhnat %s
sipasSkeda e t dhnave prmban presje
Skeda e t dhnave sht bosh
Frekuenca e t dhnave nuk prputhet
T dhnat u importuan nga skeda %s '%s', %s
T dhna t importuara nga %s, %s
Hollsi mbi t dhnatNdryshorja '%s' ka vlera mungueseKushtet mbi t dhnatNumri q shpreh gjatsin e serive sht i pavlefshm
T dhnatt dhnat jan zhdukurPrcaktimi i strukturs s t dhnaveT dhnat u transpozuanT dhna t paprshtatshme pr kt veprimMbi t dhnatBaza e t dhnaveBaza e t dhnave sht instaluar.
Doni ta hapni tani?Gabim gjat analizs s bazs s t dhnave: ndryshorja '%s'Emri i serverit t bazs s t dhnaveT dhnatStr_uktura e t dhnave...T dhnat u fshin
%d vrojtime iu shtuan t dhnaveDataData (AAAA-MM-JJ)Skeda e datave sht e paprshtatshme10-vjeareZbrthimi i variancs pr %sShkalla e zakonshme e grafikutMetoda a priori:N_dryshore t re...Prcaktoni listnPrcakto matricnPrcakto listnPrcakto nj ndryshore t re...Pr_cakto ose ndrysho listn...FshijFshi t gjith rreshtat boshFshij rreshtin e fundjavs%d ndryshore u fshin%s u fshiFunksioni '%s' u fshi
DensitetiNdryshorja e VarurNdryshorja e varurNdryshorja e varur ANdryshorja e varur 2Ndryshorja e varur sht 0 : llogaritja u ndalNdryshorja e varur: %s
Ndryshorja e varur: %s

ZbritsPrshkrimPrshkrimi:Prshkrimi i ndryshoresKuantilet e dshiruarGjej dhe korrigjo vrojtimet anormalPrcaktoriPrcaktori i matrics s kovariancaveDiagonaleRegresion Dickey--FullerTesti Dickey-Fuller (GSL) pr %s
Regresioni Dickey-FullerTesti Dickey-Fuller pr %s
E pamundur t gjenden vrojtime q prputhenNuk u gjet ndonj vrojtim q prputhet
Testi i diferencsKrijo diferencn e ndryshoreve t varuraDiferenca:ShfaqShfaq n format PDFShfaq prafrimin pr t gjith ekuacionetEmri i ndryshores n grafik:Trego shnimet gjat hapjes s nj skede sesioniShfaq mbetjen e t gjith ekuacioneveShfaq vleratDistancat u rregjistruan nn emrin '%s'ShprndarjaTesti Wald pr heteroskedasticitetin (shprndarje e lir)Shprndarja e %s kundrejt %sShprndarja:Prqindja e luhatjes,  $U^M$Kontributi i gabimit, UDSeria q doni t shtoni ka frekuenc m t vogl se sa
t dhnat n prdorim. A doni ta vazhdoni veprimin?

Nqs po, gretl do t zgjeroj serin e shtuar duke prsritur
do vler %d her ka n m t shumtn e rasteve
nuk ka dhe fort kuptim.A doni t'i ruani ndryshimet e bra
t dhnave?A doni t'i ruani ndryshimet e bra gjat ktij
sesioni?A doni ta ruani kt sesion?U krye
Testi Doornik-HansenHiq t dhnat mungueseHiq t gjith vrojtimet q kan vlera munguese...Hiq t gjith vrojtimet q kan vlera mungueseHiq rreshtat q nuk prmbajn t dhna t vlefshmeHiq rreshtat q kan t paktn nj vler munguese%d vrojtime u hoqn%s po hiqet
Duke hequr %s : kampioni nuk prmban asnj vrojtim t vlefshm
Tregues pr ndryshore _diskrete...Krijo ndryshore treguese...Nuk lejohet prsritja e nj argumenti t dhn si "pointer"KohzgjatjaKohzgjatje (Weibull)Kohzgjatje (eksponenciale)Kohzgjatje (log-logistic)Kohzgjatje (log-normal)Model me kohzgjatjeKohzgjatjet duhen t jet pozitiveStatistika e Durbin $h$Statistika h e DurbinStat. Durbin-WatsonStatistika e Durbin-WatsonPaneli dinamikModel paneli dinamikGrafik ECTermi i korrigjimit t gabimit (EC)Termat e korrigjimit t gabimit (EC)EGARCHsked EPSGABIM: ndryshorja %d (%s), vrojtimi %d, prmban vler jo-numerike
SKMNdryshoNdrysho vetitShfaq kodin e funksionitTrego listn e paketave_Ndrysho...Shfaq komandat e vizatimitShfaq skriptin e shembullitNdrysho vleratNdrysho vlerat...%d skripte po editohen: doni ta ndrprisni veprimin?Analiza e Vlerave t veta t Matrics s KorrelacioneveAnaliza e Vlerave t veta t Matrics s KovariancaveVlera e vetVlerat e vetaVlerat e veta t matrics CVektort e vet (prbrsit faktorial t ndryshoreve)Vrojtim bosh []
Kodifiko t gjitha vlerat%s u kodifikua si ndryshore tregueseKodifiko ndryshoret si tregueseMbarimiMbarimi:Ndryshoret e varuraNdryshoret e varura:English (flet format A4)English (flet format US)Prdor t njjtat vrojtime pr t gjitha ndryshoret Jepni nj emrJepni nj vler numerikeJepni nj kusht bolean pr t zgjedhur vrojtimet:Jepni prshkrimin e vrojtimit t ri
(maks. %d karaktere)Jepni komandat pr llogaritjen "loop". Pr t'i dhn fund, shkruani 'endloop'
Jepni formuln pr ndryshoren e reJepni formuln pr ndryshoren e re
(ose vetm emrin nqs doni t shkruani t dhnat me dor)Jepni formuln pr ndryshoren e re:Jepni emrin pr shtylln
(maks. 12 karaktere)Jepni emrin pr ndryshoren e par
(maksimumi %d karaktere)Shkruani emrin e lists s seriveEmrtoni ndryshoren e re
(maks. %d karaktere)Shkruani, pr numrin e ri, emri= formulaShkruani, pr ndryshoren e re, emri= formulaJepni emrin e ri
(maks. %d karaktere)Jepni vlern q doni t trajtoni si "munguese"
pr ndryshoren  "%s"Jepni vlern q do t lexohet si "munguese":kernel EpanechnikovEkuacioniEkuacioni %dRegresort e ekuacionit t parRegresort e ekuacionit t dytEkuacioni iEkuacioni sht saktsisht i prcaktuarNumri i ekuacionit (%d) sht jasht kufijveSistem ekuacioneshGabim gjat shtimit t ndryshoreveHapja e skeds nuk u krye dotGabim n llogaritjen e statistiks Ljung-BoxGabim gjat vlersimit t eksponentit Hurst
Gabim gjat llogaritjes s modelit t efekteve fikse
Gabim gjat llogaritjes s modelit t efekteve t rastsishm
Gabim n vlersimin e modelit amplituda-mesatarja
Gabim gjat ekzekutimit t funksionitGabim i papritur gjat njehsimit t matrics s kovariancaveGabim gjat krijimit t ndryshoreve t vonuaraGabim gjat llogaritjes s logaritmitGabim gjat ngritjes n fuqiKomanda 'arma' prmban gabimeMesazh gabimi nga %s():
 %sGabim gjat leximit %s
Gabim gjat leximit t paketsGabim n leximin e skeds (header)
Gabim gjat trheqjes s t dhnave nga serveriShuma e katrorit t mbetjes (%g) nuk sht > 0Shuma e katrorit t mbetjes nuk sht >= 0Gabim gjat dekompresimit t t dhnaveGabim : individi %g, periudha %g : vler e duplikuarVlersimiVlerso modelin e shtuarPrafrimi i vlers s popullatsVlerso modelin e reduktuarVlersimi i eksponentit HurstGrafiku i vlersimit t _densitetit...Vlersimi i shkalls s integrimitVlersimi i densitetit i %sVlersim prmes metods BHHHVlersim prmes filtrit KalmanVlersim prmes X-12-ARIMAVlersim prmes X-13-ARIMAVlersim prmes katrorve m t vegjlPrafrimPeriudha e vlersimitVlersimi meI vlersuar n mesatareVlersimet e gradientit : %d
sked Eviews (*.wf1)EkscesiKurtosis\Maksimumi i Gjass s SaktKolineariteti sht pothuajse i plotsked Excel (*.xls)sked Excel (*.xlsx)Formula 'genr' prmban nj eksponent t teprtPrjashto konstanten, p. kritik m madh i takon ndryshores me ID %d (%s)EkzekutoEkzekuto drejtprdrejt X-12-ARIMAEkzekuto rreshtinEkzekuto zgjedhjenEkzekutimi u ndal nga prdoruesiNdryshoret e pavaruraRegresort e pavarurNdryshore t pavaruraNdryshore t pavarura:Zgjero t dhnat vjetore n mujore:Zgjero t dhnat tremujore n mujoreFormula pritej t mbaronte me '%c'
Pritej vlera '%c' n vend t vlers '%s'
Pritej lloji i rezultatit t funksionit, n vend t '%s'Pritej nj emr i vlefshm ndryshorejePritej nje krkes SQLU gjet nj varg teksti ather kur pritej
nj numr: %s (rreshti %d, shtylla %d)
U gjet nj varg teksti ather kur pritej nj numr:
'%s' (rreshti %d, shtylla %d)
Vlera e priturShuma e katrorve t shpjeguarEksponencialMesatarja e lvizshme eksponencialeMesatarja e lvizshme eksponenciale pr %s (ponderimi %g)Eksporto si CSV...Eksporto t dhnatEksportoni prshkrimet n nj skedKrijo nj sked me shnimet e vrojtimeveKomanda e jashtme dshtoiVeti shtesKarakter i pavlefshm '%c' n t dhnatKarakter i pavlefshm  (0x%x) n t dhnatTesti F pr kushtet e prcaktuaraF(%d, %d)Shprndarje kampionare F(%d, %d)F-formTesti F n munges kufizimiFIMLFaktorizuesi (diskrete)I faktorizuarLlogaritja e Jakobianes sht e pamundurLlogaritja e vlerave kritike dshtoiE pamundur t llogaritet matrica HesianeLlogaritja e probabilitetit kritik dshtoiE pamundur t llogaritet statistika e testit
E pamundur t kopjohet skeda e grafikutE pamundur t kopjohet objektiE pamundur t krijohet nj sked t dhnash bosheTeleshkarkimi i skeds dshtoiEkzekutimi i x12arima sht i pamundurVlerat e veta nuk u gjendn
I pamundur rikthimi n gjendjen "%s"
E pamundur t gjendet "workbook info"E pamundur t ngarkohet plugin-i: %sNumrimi i ndryshoreve dshtoiAnaliza e frekuencave t t dhnave dshtoiAnaliza e vlerave t t dhnave t vrojtimit %d dshtoiAnaliza e "endobs" dshtoiAnaliza e numrit t vrojtimeve dshtoiE pamundur t analizohet informacioni mbi seritAnaliza e "startobs" dshtoiTrajtimi i skeds Excel dshtoiTrajtimi i skeds TeX dshtoiSkedSkeda nuk prmban asnj t dhn
Skeda sht e nj formati t gabuar (gabim n %s)Mbaj mend skedarinNgjyra e mbushjesFiltriFiltruar %s sipas Baxter-King, frekuenca nga %d n %d%s i filtruar: Butterworth, shtrirja-lart (n=%d, kufiri=%d)%s i filtruar: Butterworth shtrirja-posht (n=%d, kufiri=%d)Filtruar %s: cikli sipas Hodrick-Prescott (lambda = %g)Filtruar %s: prirja sipas Hodrick-Prescott (lambda = %g)%s i filtruar: polinom i rendit %d%s i filtruar: mbetjet nga polinomi i rendit %dFiltraKrko...Gjej:Korrigjo me metodn Cochrane-OrcuttKarakteri i par i emrit ( %c ) sht i gabuar
(duhet t jet grm)Karakteri i par i emrit t ndryshores '%s' sht i pavlefshm
(emri duhet t filloj me nj shkronj)Karakteri i par i emrit t ndryshores  (0x%x)
sht i pavlefshm (prdorni vetm shkronja).Statistika F e nivelit t parTesti i sakt i FisherEfekte fikse                   Modeli i efekteve fikse
mundson, prmes konstanteve, dallimin mes individve 
      (n kllapa, gabimi std.; n kllapa katrore, p. kritik)
Shkrimi fiksEfekte fikseFonteZgjedhja e llojit t shkrimitShkrimi pr grafiktShkrimi pr dritaren e rezultatit t gretlShkrimi pr menut dhe etiketatLloji i shkrimitPr intervalin e besimit  %g%%, t(%d, %g) = %.3fPr intervalin e besimit %g%%, z(%g) = %.2fPr intervalin e besimit %g\%%, $t(%d, %g) = %.3f$

Pr intervalin e besimit %g\%%, $z(%g) = %.2f$

Pr vlersimin GARCHPr t dhnat individualePr modelet logit-probit, $R^2$ sht pseudo-$R^2$ i McFaddenPr modelet logit-probit, R-katror sht pseudo-R-katror i McFaddenPr modelet logit-probit, R{\super 2 sht pseudo-R{\super 2} i McFaddenPr t dhnat n panelPr koeficientin e %s (vlersimi piksor %g)Pr sistemin n trsiPr t dhnat kohoreStatistikat e cilsis s parashikimitIntervali i parashikimit:Zbrthimi i variancs s parashikimitFormula:U gjenden %d ndryshore dhe %d vrojtime
Asnj flet nuk u gjend
Diferenca fraksionaleU lirua %s
Blloko etiketat e vrojtimeve si jan taniFrekuencaShprndarja e frekuencaveE premteMaksimumi i Gjass me Informacion t PlotKampioni i plot i t dhnaveT dhnat e plota: %d vrojtime
T dhnat e plotaRezultat i hollsishmVlersimet e funksionit: %d
Emri i funksionit duhet t filloj me nj shkronjPaketa e funksionit %sPaketimi i funksionit u ndal papriturKVP2GARCHGARCH p:GARCH : p + q duhet t jet m e vogl se %dGARCH: p > 0 dhe q = 0: modeli sht i paidentifikuarGEDGED (forma = %g): GJRMCGVlersimi GLS sht konvergjentMPMKriteri MPMMPM: Prcakto funksionet dhe kushtet e ortogonalitetit:sked Octave GNU (*.m)GNU Rsked  GNU R (*.R)Testi GPHPrfitimi nga filtri ButterworthPrfitimi nga filtri H-P (lambda = %g)Gamma (forma %g, shkalla %g, mesatarja %g, varianca %g) :
 siprfaqja djathtas %g = %g
kernel GosjanShprndarje kampionare normaleT prgjithshmeVlersim i Prgjithsuar Cochrane-OrcuttMetoda e Prgjithsuar e Momenteve Vizato nj grafikKrijuarLista %s u krijuaMatrica %s u krijuaNumri %s u krijuaSeria e t dhnave %s (ID %d) u krijuaTeksti %s u krijuakoeficienti Ginisked Gnumeric (*.gnumeric)Ngjyrat e GnuplotGabim Gnuplot gjat krijimit t grafikutDritare e reTesti Godfrey (1994) prTesti Godfrey (1994) pr autokorrelacion deri n rendin %dTesti Godfrey (1994) pr autokorrelacion t rendit 1Asnj vrojtim nuk u gjet
Asnj ndryshore nuk u gjetGradienti brenda kufirit t lejuar(%g)
Gradientt e njehsimit t funditGradientt:Mesatarja e prgjithshmeGrafikVizato serin e diferencuarVizato serin e filtruarVizato prgjigjen n frekuencVizato serin fillestare dhe t lmuarnFaqja e grafikveVizato ciklin/mbetjenGrafikTreguesi i Komandave t Gretl-itTreguesi i Funksioneve t Gretl-itsked t dhnash binare gretl (*.gdtb)sked t dhnash gretl (*.gdt)sked t dhnash gretl (*.gdt, *.gdtb)Mesataret e grupeveIndividtWLS sipas grupeveHeteroskedasticiteti sipas grupeveH0: Diferenca e mesatareve =H0: Diferenca e frekuencave = 0H0: Raporti i variancave = 1H0: t gjith grupet jan stacionarH0: t gjith individt paraqesin rrnj t njsishmeH0: mesatarja =H0: frekuenca =H0: varianca =Gabimi std. HAC, intervali %.2fGabimi std. HAC, intervali %dMetoda pr korrigjim t HCHET_1HILUHQCHSKproxy HTTP_HC - Regresion me korrigjim t heteroskedasticitetitkriteri Hannan-QuinnKriteri informues Hannan-QuinnMetoda Hannan-RissanenTesti Hansen--Sargar pr mbi-identifikiminTesti Hansen-Sargar pr mbi-identifikiminTesti HausmanMatrica e testit Hausman nuk sht e prcaktuar pozitiveHeckitNdihmNdihm mbi komandnFunksione ndihmsHesianiaKorrigjim t heteroskedasticitetitMe korrigjim t heteroskedasticitetitGabimet std. t qndrueshm ndaj heteroskedasticitetit_KVZ t saktsis s lartKVZ t saktsis s lartHildreth--LuHildreth-LuFiltri Hodrick-PrescottOrareIID #Sipas ID:Amplituda IQAmplituda IQETAPA          SKM           % NDRYSHIMIdempotenteMatric e njsishme e rendit %d
Nqs '%s' tregon emrine nj ndryshoreje athere duhet ju ta
ndryshoni --shkronja t ktij lloji shprehin 'jo numr'.Vler jo-pozitive e palejuar e ndryshores s varurImagjinarImportoPrgjigjet ndaj goditjevePrgjigjet e kombinuara ndaj goditjeveN regresionin Gauss-Newton:
Pr m tepr, disa vlera numerike prputhen me ca vargje n
form teksti, si tregohet m posht.

T dhnat jan t paprshtatshme pr vlersimin e panelitMe konstanteMe prirje kohorePrfshi ekuacjonet n nivel (GMM-SYS)Me ndryshore treguese stinoreMe ndryshore treguese kohoreNumri i individve t prfshir: %dNumri i individve t prfshir: %dZgjedhje kontradiktoreT dhna t paplotaShnimet e vrojtimeve jan t paprshtatshm
Sposto zgjedhjenNdryshorja e pavarurTreguesiTreguesi %d sht jasht kufijveSkripti prmban nj "loop" t pafund
Infinit-normHollsiVlera fillestare pr mbushjen:Vlera fillestare e funksionit objektiv nuk sht e fundmeMungon elsi i brendshmE dhna duhet t jet seri mujore ose tremujoreShto nj vrojtimJepni datn e sotmeInstaloInstaluarVarianti MPI i instaluarInstrumentimi iInstrumenttT dhna nuk mjaftojnT dhna t pamjaftueshme pr krijimin e shprndarjes s frekuencave t ndryshores %sShkallt e liris nuk mjaftojn pr kt regresionVrojtime t pamjaftueshme pr kt veprimSesion R bashkvepruesKonstantjaNuk merret prsipr lidhja me Internetin Interpolim i frekuencave m t lartaP. kritik i interpoluarAmplituda interkuartileVlersim me intervalRegresion mbi intervalRendi MPI %d sht i pasaktPrcaktim NLS i pavlefshmArgument i pavlefshmArgument i pavlefshm pr importimin e nj "worksheet"Karakter i pavlefshm '%c'
Shtyll e pasakt t dhnashSked t dhnash e pavlefshme
Deklarim i pavlefshmDeklarim i pavlefshm: mbase duhet te prdorni komandn "clear"?Hyrje e pavlefshmeHyrje e pavlefshme
Rendi i voness pr %d sht i pasaktVones e pasakt pr ARCH (%d)Kampioni sht bosh, pra i pavlefshmNumri i rasteve t pavlefshme %dZgjedhje e pavlefshmeZgjedhje e pavlefshme '-%c'Zgjedhje e pavlefshme "--%s"Pozicion i pavlefshm; duhet t jet X YPrcaktimi i kuantilit sht i pasaktKusht i pavlefshmNdarja e kampionit pr testin Chow sht e pavlefshmePr t dhnat %d ditore data fillestare sht e pavlefshmeVler pasakt pr maksimumin e ndryshores s varurGabim teksti: prdorni vetm numrat ose "."Hi-katror e anasjelltTesti i normalitetit t anasjelltE anasjellta e matrics s kovariancaveI parregulltItalianoMPM prsritseVlersime prsritsKatrort m t vegjl t ponderuar t prsriturEtapaTesti JJMulTisked JMulTi (*.dat)Testi Jarque-BeraTesti JohansenTest mbi domethnien e prbashkt  t diferencs t t gjitha mesatareve t individve :
Test i prbashkt mbi regresort e treguarRegresion KPSStau i KendallLADMPIKtesti LMTesti LM i autokorrelacionit deri n rendin %sTesti LM duke prdorur regresion ndihmsTesti LR i mbi-prcaktimit (raporti i pgjasis)testi LRTesti LR mbi matricn diagonale t kovariancaveTesti LR pr rho = 0Testi LR pr kushtet e prcaktuaraLSDV $R^2$LSDV F(%d, %d)LSDV R-katrorLaTeXEmrtimetPrshkrimetRendi i vonessRendi i voness %*dRendi i voness pr testin ADF:Rendi i voness pr testin ARCH :Rendi i voness pr testin KPSS:Rendi i voness per testin:Rendi i voness:Kufiri i rendit t voness = %d
VonesatVonesat e ndryshores s varurVonesat e ndryshores s varurGjuha e dshiruarZmadhoLAD - Shmangia m e Vogl _AbsoluteLr t dhnat ashtu si jan:Vrojtime t cunguara majtasVrojtime t pacunguar majtasVleraTesti ADF 'pooled' i Levin-Lin-Chu pr  %s
LiensTesti i raportit t prgjasisTesti i raportit t prgjasis pr termat (G)ARCHTesti i raportit t prgjasis (LR) pr heteroskedasticitetin mes grupeveTesti LillieforsMaksimumi i Gjass me Informacion t KufizuarMaksimumi i Gjass me Informacion t KufizuarAlgjebr lineareKushtet lineareVijatLista ka %d element athr kur vektori ka prmasn %dLista e vonesave pr ARLista e seriveLista e %d ndryshoreve:
Lista e prshkrimeve t ndryshoreve:
Lista e ndryshoreveQ e Ljung-BoxTesti LmaxModel L_ogjistikVlersimi Lokal i WhittleKompjuteri imGjendja n kompjuterLoessTransformim logaritmikLog-gjasaLog i prgjasis pr %sLog-logjistikLog-normalLoginLogjistikLogitTesti LogitKrko n serverVija e LorencitI poshtmNdryshorja e kufirit t poshtmKufiri i poshtm i frekuencave:Kufiri i poshtmTrekndshe e poshtmeMAMA (stinor)Vlersimi(et) MA sht(jan) jasht kufijve.
Rendi i modelit MA:Rrnja MA %d = %g
MLML HeckitMVMLE: Prcakto funksionin dhe nse sht e mundur, derivatet:MPIMPI sht n pun e sipr tashmMPI nuk merret prsipr n kt version te gretlDistancat e MahalanobisDistancat e Mahalanobis nga qendraMail setupFaqja kryesoreSkedari kryesor i gretlDritarja kryesoreKrijo nj sked komandash pr X-12-ARIMAKrijo grafik interaktivEliminimi sht prfundimtarKy kusht sht prfundimtarSkeda PNG nuk punon pr t ruajtur grafikunVeprime matematikoreMatric e paprshtatshme pr kt veprimMatrica %s nuk sht tabel e kryqzuarAlgjebra matricoreFormimi i matricaveZbrthimi i matrics sht i pamundurNjehsimi i matrics te anasjellt dshtoi:
 ka mundsi q kushtet t jen prsrits ose t pakuptimt
E pamundur t llogaritet matrica e anasjellt: kushtet jan t pasakt ose prsritsMatrica s'sht e prcaktuar pozitiveMatrica s'sht simetrikeOrganizimi i matricavePcaktimi i matrics nuk sht i vlefshmKa mundsi q vllimi maksimal t jet m i vogl se %g%%Vllimi maksimal mund t tejkaloj %g%%MaksimumiMaksimumi i prgjasisMaksimumi i etapave t llogaritjes:Vonesa maksimale:Kufiri i tekstit t komands  (%d bajt) u tejkalua
Gjatsia maksimale e rreshtit t komands (16384 bajt) u tejkaluaMaksimumi i prgjasisVlersim sipas maksimumit t prgjasis$R^2$ i  McFaddenR-katror i McFaddenMesatarjaGabimi Absolut MesatarPrqindja Mesatare e Gabimit AbsolutGabimi MesatarPrqindja Mesatare e Gabimit Gabimi Katror MesatarKorrigjim i mesataresMesatarja ndrysh. var.Mesatarja e ndryshores s varurMesatarja e inovimeveRegresort e mesataresMesatarja e katrorveMesorjaMesorja ndrysh. var.Bashkngjit menunLloji i shkrimit t menusMesazhMinimumiVersioni minimal i gretlVlera minimale e mundshme = 1.0Vlera m e vogl, klasa e majt:Mungon rreshti i ditve: %d
Mungon lloji i rezultatit t funksionitVrojtime mungueseVrojtimet mungueseU hoqn vrojtimet e pa plota ose mungueseShkrirja e t dhnave nuk mund t bhet pasi mungojn hollsit mbi nn-kampioninShkrirja e t dhnave nuk mund t bhet pasi mungojn hollsit mbi nn-kampionin
Vler munguese: ndryshorja %d, vrojtimi %dU gjetn vlera mungueseModeliModeli %dModeli u shtua n tabelIntervali i vlersimit t modelit:Modeli u vlersua mbi kampionin: %s - %sModeli gjendet tashm n tabelModeli sht ruajtur tashmModeli sht plotsisht i identifikuar
Modeli nuk sht plotsisht i identifikuar
Modeli po shtypet nga %s
Tabela e modeleveTabela e modeleve u pastruaTabela e modeleve sht mbushur plotLloji i modelitPrdor "tabs" n dritaren e modeleveMatrica %s u ndryshuaSerit %s (ID %d) u ndryshuanModuloE hnMujoreDritare e reTransfero n nj dritare t veantLogit shumshifrorGrafik i shumfishtKVZ me saktsi shumshifroreN(%g, %g)MNARCHReesionet sipas NBERNLSNLS: Prcakto funksionin dhe nse sht e mundur, derivatet:NLS: derivatet e dhna nuk duken t saktaNLS : konvergjenca nuk u arrit dot pas %d etapashNadaraya-WatsonEmriEmri prmban nj karakter t palejuar (vendndodhja %d)
Ju lutem prdorni vetm shkronja (pa theks) ose numra.Ndryshorja treguese q do t prdoret:Emri i listsEmri i ndryshores:Emri:Vrojtimet e piknisjes dhe fundit t kampionit s'jan t vlefshmeNegBin 1NegBin 2Binomial negativBinomial negativ 1NerloveRrjetiGjendja e rrjetit: %sGjendja e rrjetit: OKT dhnat e reja q kerkoni t bashkngjitni nuk jan t prshtatshme
Matric e reDritarja e re e rezultatit t skriptit duhet:rezultati i skriptit t ri:'Tab' i riNdryshore t reDritare e reT rejaSeria e mpastajmeAsnj filtr Kalman s'sht prcaktuarAsnj ndryshim nuk u bAsnj komand pr lshimin e RAsnj komand pr t'u ekzekutuarPa konstanteAsnj e dhn nuk u gjet.
Nuk ka asnj hollsi mbi t dhnat.
Nuk u gjet asnj paket t dhnashNuk u gjet asnj sked baze t dhnashJu s'keni hapur akoma nj baz t dhnashHapni s pari nj sked t dhnashNuk sht nevoja pr sked t dhnashAsnj prshkrim i gatshmJepni nj formulr pr genrAsnj formul nuk u dhaAsnj sked funksionesh nuk u gjendAsnj funksion nuk sht dhnNuk u gjet asnj paket funksioniAsnj funksion nuk sht i gatshm pr t'u paketuar tani.Asnj funksion nuk sht i gatshm pr t'u paketuar.
A doni t krijoni nj t ri tani?Nuk mund t hiqni t gjitha ndryshoret e pavaruraAsnj ndryshore e pavarur nuk u prjashtuaNuk u gjet asnj vrojtim spikatsMungon lista e ndryshoreve t pavarura Asnj list nuk sht prcaktuarPa transformim logaritmikSkeda nuk prmban ndonj shnim pr vrojtimetPas zbatimiti t filtrit, t dhnat nuk prputhenPa korrigjim t mesataresAsnj kod pr vlerat mungueseNuk ka asnj modelNuk ka asnj modelLista nuk ka emrAsnj sked e reAsnj ndryshore e pavarur e re nuk u shtuaAsnj e dhn numerike nuk u gjetAsnj vrojtim nuk sht hequr!Asnj vrojtim nuk u gjetAsnj vrojtim nuk do t mbetej!Asnj kusht ortogonaliteti s'sht prcaktuarAsnj parametr nuk sht dhnS'ekziston asnj e dhn pr "kthim prapa"Asnj funksion regresioni nuk sht prcaktuarPr momentin, asnj ndryshore skalare nuk sht prcaktuarAsnj seri s'sht prcaktuar
Ju lutem, pcaktoni gjatsin e serisAsnj seri pr t'u shfaqurAsnj seri nuk u fshiAsnj kusht i veantNuk gjendet asnj ndryshore e prshtatshmeAsnj sistem ekuacionesh nuk u prcaktuaS'ekziston asnj udhzim pr "kthim prapa"Asnj e dhn e vlefshme nuk u gjetAsnj kusht i vlefshm pr llogaritjen "loop".Asnj seri e vlefshme nuk u gjetAsnj ndryshore nuk sht zgjedhurAsnj ndryshore nuk u fshiAsnj ndryshore nuk u lexua dot
Asnj flet nuk u gjetNumri i vrojtimeve (%d) sht m i vogl se numri i parametrave (%d)Jo-bashkveprues (nxjerr vetm rezultatin)Jo-linearitet i modelit (_logaritmi i ndryshoreve)Jo-linearitet i modelit (k_atrori i ndryshoreve)Testi i jo-linearitetit (logaritmi e vlerave)Testi i jo-linearitetit (log)Testi i jo-linearitetit (katrori e vlerave)Testi i jo-linearitetit (katrort)U gjetn vlera jo-pozitiveJo-stinorTermat AR jo-stinor:Terma MA jo-stinor:Diferenca jo-stinore:Frekuenc e pazakonshmeASnjAsnj (pa prdorur data)NormalGrafiku Q-Q NormalGrafik _Q-Q normal...Kuantilet e shprndarjes normaleLlogaritja nuk prmban nj numr t vlefshmNuk ekzistonJo idempotenteI painstaluarJo-pozitivisht e prcaktuarI paprditsuarShnim:Shnim: %s = %s%s pr t gjith vrojtimet
Shnim: * tregon nj mbetje 2,5 her m t madhe se gabimi standardShnim: * tregon nj mbetje 2,5 her m t madhe se gabimi std.
 Shnim: Prob(%s = %d | %s = %d) = 1
Shnim: Zakonisht, statistikat e testeve t msiprm jan t vlefshme
vetm n rastin kur nuk ka regresor shtes.ShnimeAsgj pr t'u drguarRezultati pritet t shkruhet n skedn '%s'
Rezultati po fshihet
Rezultati po shkruhet n skedn '%s'
Hipoteza zeroHipoteza zero: diferenca e mesatareve = %g
Hipoteza zero: variancat e popullatave jan t barabarta
Hipoteza zero: mesatarja e popullats = %g
Hipoteza zero: frekuenca e popullats = %g
Hipoteza zero: varianca e popullats = %g
Hipoteza zero: frekuencat e popullatave jan t barabarta
Hipoteza zero: koeficienti i regresionit sht zero pr %sMatric zero, %d x %d
Numri i argumentave (%d) nuk prputhet me numrin
e parametrave t funksionit %s (%d)Numri i klasave:Numri i rasteveNumri i rasteve t "parashikuar saktsisht"Numri i rasteve t `parashikuar saktsisht'Numri i rasteve me %s >%s : w = %d (%.2f%%)
Numri vektorve kointegruesNumri i shtyllave:Numri i individveNumri i diferencave: n = %d
Numri i ekuacioneveNumri i instrumentve(%d) sht m i madh se numri i vrojtimeve (%d)Numri i instrumentve = %dRendi i vonesave pr t'u krijuar:Numri i vrojtimeve = %d
Numri i vrojtimeve nuk prputhet me deklariminVrojtimet e prfshir n mesatare:Numri i vrojtimeve pr t'u shtuar:Numri i vrojtimeve t zgjedhura (maks. %d)Numri i vrojtimeve:Vizato edhe "k" vrojtime para parashikimit: k =Numri i njehsimeve:Numri i rreshtave:Numri i periudhave:Numri i ndryshoreve nuk prputhet me deklariminMetoda numerikeStatistika prmbledhseStatistika prmbledhse pr %sPrmbledhje mbi llogaritjet e intervalit t besimit pr mesoren sipas metods boostrapVlerat numerikeOCDakort pr zvendsim?Dakort pr ta zvendsuar?OK, le vazhdojm me t dhnat n prdorim
KVZVlersimi KVZ me interval %g%%Vlersimi KVZVlersimi KVZ sht konvergjentmodel KVZOPGVrojtimVrojtimi %d: kufiri i poshtm (%g) tejkalon t siprmin (%g)VrojtimiVrojtimi ku kampioni ndahet m dysh:Numri i vrojtimeve del jasht kufijveVrojtimetVrojtimet: %dVrojtime:  %d; kampioni prmban %d dit
Octavesked Octave (*.m)skript OctaveNga ndryshoret q duhen ruajtur, %d ndodhen n bazn e t dhnave q prpara.Ndryshore offsetHiq ndryshore t pavarura...Hiq ndryshoret treguese stinoreHiq prirjen kohorePjashtuar ngaq t gjitha vlerat jan zero:Prjashtuar pr arsye kolineariteti t plot:Heqja e ndryshoreve prmirsoi %d nga %d kriteret informues t modelit.
Krko n _kompjuter...Krko n _server...Trhiq nga _serveri...Kur hapet, gretl-i duhet t prdor:Nj ose m tepr nga ndryshoret "e shtuara " ekzistonin qparGretl ka gjetur nj ose disa ndryshore jo-numerike.
Ktyre ndryshoreve u jan bashkngjitur kodet e mposhtm.

Emri i nj ose m shum ndryshoreve mungon.
Vlersim n 1 etapHapsked Open Document files (*.ods)Hap n editorin e skriptitHap...Hapja e nj skede t re t dhnash shkakton mbylljen e asaj n prdorim. Doni t vazhdoni? (y/n)Hapja e nj skede tjetr t dhnash shkakton
mbylljen e asaj n prdorim: do punim i paruajtur
do t humbas. A doni t vazhdoni hapjen e skeds?Hapja e nj skede sesioni tjetr shkakton
mbylljen e asaj n prdorim: do punim i paruajtur
do t humbas. A doni t vazhdoni hapjen e skeds?Mundsi zgjedhjeje :
 -h ose --help      Shfaq kt mesazh dhe pastaj mbyllet.
 -v ose --version   Shfaq hollsit mbi versionin dhe pastaj mbyllet.
 -q ose --quiet       Fsheh logon kur hapet programi.
 -e ose --english   Detyron prdorimin e anglishtes n vend t prkthimit.
-s ose --single-rng  Prdor nj RNG t vetm dhe jo nj pr do proes.
Rendi:Logit i renditurProbit i renditurKatrort m t Vegjl t ZakonshmRenditja fillestareKushtet e ortogonalitetit - statistikat prmbledhseKushtet e ortogonalitetit duhen prcaktuar prpara matrics s ponderimitTjetr_Modele t tjer linearKujtesa e kompjuterit shterroi
Kujtes e pamjaftueshme!Kujtesa e kompjuterit shterroi!
Probabilitetet e llogariturT dhna t jashtme: u lexuan %d shtylla dhe %d rreshta
Vrojtime anormalRezultatiRezultati nuk sht drguar n sked
Dritarja e rezultatit:Testi i mbi-shprndarjes (overdispersion)sked Ox (*.ox)Program n kod OxP. kritikP. kritik m i madh i prket ndryshores %d (%s)P-kritik($F$)P. kritik pr FPACF prsked PDFManualet n PDFShkrimi i grafikut PNGServer POP:PWEPaket funksioniPrshkrimi i pakets s funksionitNgjyratPanelT dhna paneliPanel t dhnash (%s)
%d grupe pr %d periudhaOrganizimi i t dhnave t panelitPaneli duhet t jet i ekuilibruar.
Numri i vrojtimeve (%d) nuk sht shumfish i numrit %s (%d).Ndryshoret treguese pr panelin u krijuan.
Grupet e panelitNdryshoret treguese t panelitModel paneliGrafik _paneli...Struktura e panelitMatrica e kovariancave t koeficientve sipas HesianesParametrat:Gabim n kod; vler e paparashikuar '%s' Kernel ParzenFjalkalimiTrajtimi i dokumenteve workbook t mbrojtur me fjalkalim sht i pamundur.Fjalkalimi:NgjitRruga pr skedn MPI 'host'Skedari ku ndodhet PythonSkedari ku ndodhet biblioteka RSkedari ku ndodhet StataSkedari ku ndodhet mpiexecSkedari ku ndodhet OctaveSkedari ku ndodhet oxlSkedari ku ndodhet tramoSkedari ku ndodhet x12arimaPcGiveTesti Hi-katror i Pearson = %g (%d shl, p. kritik = %g)Testi Hi-katror i Pearson nuk u llogarit meq disa nga frekuencat e parashikuara ishin
m t vogla se %g
_Konstante individualeVlersim i prkryer
Parashikim i prsosur :MP-ja nuk ekzistonNdoshta do t donit t korrigjoni shtylln ose rreshtin e piknisjes?Ndryshoret treguese periodike u krijuan.
PeriodogramPeriudhatTesti Pesaran-TaylorTesti Pesaran-Taylor pr heteroskedasticitetinVlera numerike t paformatuaraJu lutem, krijoni nj shembull skripti pr kt paket funksioniT dhnat duhet t prmbajn s paku nj ndryshoreSkeda e t dhnave gretl %s sht bashkngjitur.Skeda skript %s sht bashkngjitur.Jepni ju lutem nj koeficientVini re: n kt rast, presja dhjetore duhet
shkruar '.'Ju lutem, hapni s pari nj sked q prmban t dhnaJu lutem, ruani s pari paktnPrcaktoni nj ndryshore grupueseVizato t gjitha t dhnatVizato intervalin e besimit duke prdorurVizato dimensionet:Skeda e grafikut sht e dmtuarVizato mesataret e grupeveVizato seritLloji i grafikutVrojtimePoissonPoisson (mesatarja = %g): Poisson(%g)Rendi i polinomitPrirje kohore polinomialeKVZ t stivuarVarianca e gabimit t modelit t stivuarTesti portmanteauPozitivisht e prcaktuarPrais--WinstenPrais-WinstenPrais-Winsten: vler rho e paprshtatshme %g (gabim eksploziv)Ndryshore t paracaktuaraParashikimiParashikimShikimi i parShiko nj shembull t tekstitSeria e mparshmeAnaliza e faktorve kryesor (Principal Components Analysis)ShtypShfaq vlerat q mungojn si:A doni t shtypni duke vr n dukje sintaksn ?Shtyp...ShtypProbProbabilitetT dhnat duket se jan vjetore
T dhnat duket se jan mujore
T dhnat duket se jan katrmujore
T dhnat duket se jan javore
ProbitTrego korrigjimet e bug-aveParashikimi prBashkveprimi me programinProgram pr t lexuar skedat MIDIProgramimProgrametM kujto t ruaj sesioninVetitVetit e matrics %sPseuPr krijimin e numrave t pseudo-rastsishm u prdor vlera %d
Funksione publiksked Python (*.py)Skript PythonGrafiku i kuantileve (Q-Q) Grafiku i kuantileve (Q-Q) pr %sTesti QLR mbi stabilitetin e parametraveGabimi std. sipas QMLKernel QSPika kuadratureTesti Quandt (raporti i prgjasis) pr ndrprerje t strukturs n nj
vrojtim t panjohur, duke ln jasht 15% t vrojtimeve ekstremeVlersimi KuantilVlersimi Kuantil me interval %g%%Regresion kuantilTremujoreT dhna mujore ose katrmujoreKN Rskript RR-katrorPrcaktimi i testit RESETTesti RESET pr prcaktimin e modelitRS(mes)_Zgjidh nj kampion t rastsishm...Efekte t rastsishmProbit (binar) me efekte t rastsishmKrijimi i numrave t rastsishmEfekte t rastsishm (GLS)Probit me efekte t rastsishmAmplitudaIntervali nga %d n %d nuk sht positiv!Rangu nuk sht pozitiv!Statistikat amplituda-mesatarja pr %s
RanguRangu i Jakobianes = %d, numri i parametrave t lir = %d
Numri maksimal i etapave %d u arritLeximi i t dhnave %s
LeximRealDoni t krijoni nj list bosh?I sigurt pr t fshir %s?Jeni t sigurt pr t fshir %d vrojtimet e fundit ?Me t vrtet doni t'i fshihni nga baza '%s'
serit e zgjedhura?A jeni t sigurt pr t fshir ndryshoret e zgjedhura?Parashikim prsrits pr %d periudha paraRibjRezultat i prmbledhurInstrument prsrits:Riorganizo...RiprtritRegresioniPrqindja e regresionit,  $U^M$Kontributi i regresionit, URMbetja e regresit (= realizimi - prafrimi i %s)Rezultati i regresionitRegresortKa mundsi q zhvendosja relative t jet m e vogl se %g%%Zhvendosja relative mund t tejkaloj %g%%Frekuenca relativeN lidhje me kufizimin e mparshmKujto madhsin e dritares kryesoreHiqFshini prshkrimetFshij shnimet e vrojtimeveRiemrto%s u riemrua n vend t %d
Prsrit frekuencn m t voglZvendso _kudoMbaj kt grafikZvendson rezultatin e mparshmZvendso me:Zvendso...ZvndsuarLista %s u zvendsuaLista '%s' u zvendsua
Matrica %s u zvendsuaNumri %s u zvendsuaSeria e t dhnave %s (ID %d) u zvendsuaTeksti %s u zvendsuaShfaq rezultatin n kt dritarePrgjigje pr:Vetia e krkuar 'type' mungon pr kt sked t dhnashNevojitet gretl %sZgjedhje e rastsishme e mbetjeveKampion i rastit me rivendosjeAmplituda e shkallzuar e %sGrafiku i "shtrirjes s ponderuar" pr Rikthe vlerat e zakonshme t Windows-itRikthe vlerat e zakonshmeMbetja ACF i mbetjesPACF i mbetjesGrafiku _Q-Q i mbetjes_Korrelogrami i mbetjes_Periodogrami i mbetjesFunksioni i autokorrelacionit t mbetjesMatrica e korrelacioneve t mbetjeve, CMbetja e MA pr %d periudha e %sMbetja nga EMA pr %s (ponderimi %g)Periodogrami i mbetjesSpektri i mbetjesMbetjaMbetja e ekuacionitPrgjigjja e %sNdryshorja e prgjigjesPrgjigjet ndaj nj goditjeje prej nj shmangie std. t %sRikthe grafikun si ishteI kufizuarKVZ t kufizuarKonstante e kufizuarVlersim i kufizuarLogaritmi i prgjasis s kufizuarLogaritmi i prgjasis s kufizuar $(l_r) = %.8g$Logaritmi i prgjasis s kufizuar (lr) = %.8gLog-gjasa e kufizuar (lr) = %.8g
Prirje e kufizuarKushtiKushtetKushtet mbi alpha-n:Kushtet mbi beta-n:T dhnat po ngarkohen...Po trheq t dhnat...Vrojtime t cunguara djathtasVrojtime t pacunguar djathtasGabimi std. i qndrueshm (metoda HAC)Gabimi std. i qndrueshm (sandwich)F i korrigjuarTesti Wald i qndrueshm pr thyerje t struktursHi^2 i qndrueshmVlersimi i qndrueshm i variancsVlersim i qndrueshmGabime std. t qndrueshmGabime std./intervale t qndrueshmRrnjaRrnja katrore e Gabimit Katror MesatarRreshtatEkzekutoTesti i provaveTesti i provave (diferenca e par)Testi i provave (n nivel)Dev. std. ndrysh. var.Shm.std. e inovimeveGab. std.i regresionitsked xport SAS (*.xpt)Server SMTP:sked SPSS (*.sav)SKMSURKampioni 1:
 n = %d, mesatarja = %g, dev. std. = %g
Kampioni 1:
 n = %d, frekuenca = %g
Kampioni 1:
 n = %d, varianca = %g
Kampioni 2:
 n = %d, mesatarja = %g, dev. std. = %g
Kampioni 2:
 n = %d, frekuenca = %g
Kampioni 2:
 n = %d, varianca = %g
Koeficienti Gini i kampionitKampioni sht shum i vogl per eksponentin HurstKampioni sht shum i vogl pr grafikun amplituda-mesatarja
Kampion tepr i vogl pr t prdorur shprndarjen normale pr njehsimin e p. kritik
Mesatarja e kampionit = %g, dev. std. = %g
Periodogrami i kampionitFrekuenca e kampionit = %g
Kampioni nuk prmban asnj vrojtim t vlefshm.Kampioni prmban vetm nj vrojtim.Vllimi i kampionit: n = %d
Kampion shum i vogl pr domethnie statistikeVarianca e kampionit = %g
Matricat VKV t mbetjeve t kampionitSandwichTesti Sargan pr mbi-identifikiminTesti SarganE shtunRuajA doni t'i ruani komandat q ekzekutuat?Ruaj siRuaj si PDF...Ruaj si PNG...Ruaj si TeX...Ruaj si Windows metafile (EMF)...Ruaj si i_kon dhe mbyll dritarenRuaj si postscript (EPS)...Ruaj nn emrin...Ruaj n nj sked t dhnat e boostrap-itRuaj prmbajtjen e "boundle"Ruaj objektin "boundle" si _ikon Doni t'i ruani ndryshimet e bra ?Ruaj prbrsin ciklik siRuaj t dhnatR_uaj t dhnat n...Ruaj serin e filtruar siRuaj rezultatin siRuaj sesioninRuaj sesjonin nn emrin...Ruaj serin e filtruar siRuaj tekstinRuaj bashk me t dhnat:Ruaj n nj skedRuaj si _ikonRuaj si ikonRuaj...Matrica u ruajt si %sMatric skalare; vlera %g
NumratAnaliz e llojeve t shkrimit %dKriteri informues Schwarzkriteri SchwarzSkriptScript-i u ekzekutua
Editori i skriptit prdor shtyllat ndarseTreguesi i skripteveKrkimi mbaroiStinorTerma AR stinor:Terma MA stinor:Diferenca stinore:Seri t korrigjuara pr luhatjet stinoreShiko shembujtVlera fillestare:SUR - Ekuacione n dukje t pavarur_Zgjidh t gjitha ndryshoretZgjidh llojin e shkrimitZgjidhni argumentet :Zgjidhni koeficientt q doni t mblidhniZgjidh ngjyrnZgjidhni llojin e t dhnaveZgjidh skedarinZgjidhni llojinPrzgjidh nga mundsit e HCMME t zakonshmZgjidh funksioninZgjidhni 1 ose 2 ndryshoreZgjidh kriterin e renditjesZgjidhni 2 ndryshoreZgjidhni ndryshoret q doni t vononiZgjidhni ndryshoret pr logaritminZgjidhni ndryshoret q doni t shtoniZgjidhni ndryshoret q doni t kopjoniZgjidhni ndryshoret pr diferencnZgjidhni ndryshoret q doni t shikoniZgjidhni ndryshoret pr diferencn e logaritmeveZgjidhni ndryshoret q doni t hiqniZgjidhni ndryshoret q doni t vizatoni n grafikZgjidhni ndryshoret q doni t ruaniZgjidhni ndryshoret q doni t ngrini n katrorEkuacioni i zgjedhjesRegresort e ekuacionit t zgjedhjesNdryshorja e zgjedhjesDrgo t dhnat me emailKorrigjimi i bug-ave do t rregjistrohet n %sNdarjaEliminim i njpasnjshm i ndryshoreve
sipas p. kritik t dyanshm:Eliminim hap pas hapi bazuar n vlern alfa t dyanshme = %.2fSerit u importuan me suksesGjatsia e seris nuk prputhet me at t t dhnaveSerit nuk gjenden dot '%s'Trajto t gjith vrojtimet %d sikur t ishin "mungues"Trajto t gjitha vlerat %d sikur t ishin "munguese"Prcakto %d vlera sikur t ishin "munguese"
Prdor gjithmon kt zgjedhjePrcakto kufijt e ndryshores treguesePrca_kto kodin pr vlerat munguese...Prcakto kufijt e kampionitPrcakto skedarin e puns nprmjet shell-itForma/madhsia/renditjaW e Shapiro-WilkRreshti %d, shtylla %dFleta pr t'u importuar:ShfaqTrego udhzimet (n anglisht)Shfaq gabimet standardeShfaq _t-StudentShfaq zona me drithijeTrego prqindjet sipas shtyllaveTrego pr do vrojtim, numrin e vlerave mungueseVetm shfaq t dhnatTrego t gjitha hollsitShfaq hollsit pr do etap njehsimiShfaq hollsit e regresioneveVizato prafrimin edhe pr "k" vrojtimet para parashikimitShfaq kufijt e grafikutShfaq t gjith rezultatetTrego t plot vlersimin e kufizuarShfaq grafikun e shprndarjesShfaq rrjetn e grafikutShfaq automatikisht dritaren e ikonaveTrego intervalin prTrego intervalin pr mesorenShfaq ndryshoret e vonuaraShfaq p. kritikShfaq rradhitjenTrego prqindjet sipas rreshtaveTrego shkalln e domethniesTrego pjerrtsin n mesatareShfaq n kllapa gabimin standartShfaq n kllapa t-StudentShfaq ponderimetShfaq zerotShfaq/fshihMadh_sia :Testi i shenjsTesti i shenjsBoxplot i thjeshtMesatarja e lvizshme e thjeshtSimulim gabimesh normalVllimiGED asimetrikt asimetrikAsimetriaAnashkalo testet fillestare DFShmang vlern m t madheShmang vlern m t voglPjerrtsiaZvogloVlera e vet minimalePr fat t keq ky test nuk mund t bhet mbi nj panel t paekuilibruar.
do individ duhet t paraqes t njjtin numr 
vrojtimesh.Ky veprim sht i pamundur me nj nn-kampion t dhnashPr fat t keq, ky shndrrim nuk sht ende i mundurPr fat t keq trajtimi i ksaj frekuence sht i pamundurKomand e pavlefshme pr vlersimin e krkuarPr fat t keq, udhzimet nuk gjenden dotPr fat t keq, asnj ndihm pr kt pikPr fat t keq, ky funksion s'sht akoma i gatshm!Pr fat t keq, komanda %s akoma nuk sht vn n jet n libgretl
Kjo komand nuk vlen n nj llogaritje "loop"Pr fat t keq, kjo komand nuk vlen pr llogaritjen "loop"
Pr fat t keq, veprimi i krkuar s'sht i gatshmM vjen keq por ky model nuk mund t vihet n tabeln e modeleveRenditRendit sipas...Rendi i renditjes:BurimiKoef. i korrelacionit t rangjeve Spearman (rho) = %.8f
Koef. i korrelacionit t rangjeve Spearman sht i paprcaktuar
rho e SpearmanFunksione t veantaMaksimum i prcaktuarPrcaktoni kushtet:Prcaktoni ekuacionet e njkohshmeSpektri i  %sKatroreGrupe t stivuarSeri kohore t stivuaraAnaliz standarte automatikeShmangia standarteDev. std. i ndryshores s varurGabimi standartGabimi standart i mbetjes = %gGabimi std. i regresionitShmangiet standarteGabimet std. sipas matrics HesianeGabimet std. sipas matrics s informacionitGabimet std. sipas matrics s "Outer Products"Gabimet std. t grupuar sipas %d vlerave te %sN kllapa, gabimi standardFormat standartNormal standartShprndarja normale standarteStandartizo mbetjenFillimiLsho programin GNU _RDshironi t hapni nj sesjon t ri gretl-i?Importimi filloi nga:Fillimi:Shtylla e piknisjes sht jasht kufijve.
Vrojtimi fillestarRreshti i piknisjes sht jasht kufijve.
sked STATA (*.dta)Statistikat nga modeli %d
%s (vlera = %g)
Emri (maks. %d karaktere):Veprime statistikoreStatistikatRezultati bazuar n t dhnat fillestareRezultati bazuar n t dhnat e rho-diferencuaraRezultati bazuar n t dhnat e transformuaraRezultati bazuar n t dhnat e ponderuaraPrmbledhje e %d njehsimeve
Statistika/transformimeStatusi i '%s' n VECM:Shmang. std.Gabimi std.Shmang. Std.Gabimi std.\Etapa %d: regresion kointegrimi
Etapa %d: testi i rrnjs s njsishme pr %s
Organizimi i rezultatit...NdalDuke ruajtur...Tabela e kodeve pr ndryshoren %d (%s):
Tabela e teksteve t kodit u shkrua n 
 %s
"String index" tepr i gjatVeprime me teksteKonvergjenc e fortStruktura e t dhnaveIntervali i besimit (Student) %g%% : %g deri %gIntervali i besimit parametrik (Student)Zgjedhja e nn-kampionit dshtoi papriturObjekti:Nn-kampion t dhnashVlerat e kriterit te vlersimit brenda kufirit (%g)
Shuma e mbetjes abs.Shuma e koeficientev t ARShuma e koeficientveShuma e katrorit t mbetjesShuma e katrorit t mbetjes sht negative!Shuma e katrorveShuma e katrorve t shumatores t mbetjeveShuma katrori mbetjesPrshkrimiStatistikat prshkruese mbi kampionin %s - %sStatistikat prshkruese mbi kampionin %s -- %sStatistikat prshkrueseStatistikat prshkruese pr %s, sipas vlerave t %sE dielSwamy-AroraLlogaritja filloi: %d hapaLlogaritja filloi por dshtoiSimetrikeGabim sintakseSistemVlerat e prafruara t sistemitMbetjet e sistemitSistem me ndryshoret e varura n nivelTT*R-katrorTARCHTOT.TOTAL  TRAMO nuk mund t trajtoj m tepr se 600 vrojtime.
Zgjidhni ju lutem nj kampion m t vogl.2KVZNdarje me tabulimeVini re! Ndryshoret kan ndrruar IDID %d nuk sht i vlefshmGARCH i Taylor/SchwertTest kundrejt shprndarjes gammaTest kundrejt shprndarjes normaleTest zbrits nga rendi m i madh i vonessTesti i gabimeve AR (%d):Testi ARCH i renditTesti ARCH i rendit t %dTesti ARCH i rendit %sTest pr shtimin e ndryshoreve t rejaTesti i autokorrelacionit deri n rendin %dTesti i diferencs mes %s dhe %sTesti i diferencs s konstanteve t grupeveTesti i normalitetit pr %s:Testi i normalitetit t mbetjesTesti i hipotezs zero pr shprndarje gamaTesti i hipotezs zero pr shprndarje normaleTest pr heqjen e ndryshoreveTesti i kushtit mbi faktorin e prbashktTesti i pavarsisTesti i kufizimeve mbi ekuacionet e kointegrimitTest mbi Modelin %d:Test mbi VARTest mbi VAR fillestarTesto vetm ndryshoret e zgjedhuraStatistika e testitStatistika e testit nuk mund t llogaritet: mund t provoni shmangien nga mesorja?
Statistika e testit pr gamaStatistika e testit t normalitetitStatistika e testit: F(%d, %d) = %g
Statistika e testit: Hi-katror(%d) = %d * %g/%g = %g
Statistika e testit: t(%d) = (%g - %g - %g)/%g = %g
Statistika e testit: t(%d) = (%g - %g)/%g = %g
Statistika e testit: t(%d) = [(%g - %g) - (%g)]/%g = %g
Statistika e testit: z = (%g - %g) / %g = %g
Statistika e testit: z = (%g - %g)/%g = %g
TesteKomanda "%s" sht e pavleshme n kt kontekstPaketa %s nuk u gjet ose mund t mos jet e prditsuar.
A doni ta telengarkoni tani?Komanda 'dataset' nuk vlen pr funksionetBiblioteka MPI nuk sht ngarkuarTeksti X q prfaqson kt lloj shkrimiTesti u ndrpre pr arsye se hipoteza e shprndarjes
kampionare normale nuk u plotsua n kt rast.Ylli shnon vlerat m t vogla (dmth m t mirat)
pr kriteret informues q vijojn , AIC = kriteri i Akaike,
BIC = kriteri bejzian i Schwartz, HQC = kriteri i Hannan-Quinn.Kriteri i konvergjencs nuk u respektua dotSkeda e t dhnave nuk prmban asnj koment.
Doni t shtoni nj tani?T dhnat nuk prmbajn ndryshore treguese t prshtatshmeAktualisht, ju po punoni me nj nn-kampionAktualisht, ju po punoni me nj nn-kampion.
Aktualisht, ju po punoni me nj nn-kampion.
A doni t riktheni kampionin e plot ?Aktualisht, ju po punoni me nj nn-kampion.
Para se t bni ngjeshjen e t dhnave, duhet t riktheni kampionin e plot .
A doni ta riktheni tani ?Aktualisht, ju po punoni me nj nn-kampion.
Para se t bni zgjerimin e t dhnave, duhet t riktheni kampionin e plot .
A doni ta riktheni tani ?T dhnat nuk mund t ndryshohen taniT dhnat nuk prmbajn ndonje shnim mbi vrojtimet.
Doni t'i shtoni tani?Asnj prshkrim pr ndryshoret e ksaj skede.
Prshkrimi mund t shtohet duke i treguar gretl-it skedn q i prmban ato. 
Doni ta bni tani? T dhnat prmbajn shnime mbi vrojtimet.
A doni t:Prshkrimet e ndryshoreve u jan bashkngjitur t dhnave.
A doni t:Emri i ndryshores nuk mund t prmbaj thonjzaDritarja pr zgjedhjen e skeds duhet t tregoj:Filtri pr llojet e shkrimeve t pranueshm.N etapn e par, vlerat e prafruara t %s jan zero Parashikimi pr periudhn t sht br n baz (a) t koeficientve
t modelit t llogaritur mbi kampionin %s - (t-%d) dhe (b) t vlerave
t prafrta t regresorve pr periudhn t.Faqja e grafikve sht boshFaqja e grafikve sht mbushur plotGrupet kan konstante t prbashktT dhnat e importuara u trajtuan si t padatuara
A doni t'i trajtoni t dhnat si seri kohore ose panel?Fomula e matrics sht boshVlera maksimale F(%d, %d) = %g u gjet pr vrojtimin %sVlera maksimale e testit Wald = %g u gjet pr vrojtimin %s%s ndodhet qpar n modelModeli prodhon nj vlersim linear t prkryerJo t gjitha menut do t jen t vlefshme sepse
kampioni i modelit ndryshon nga kampioni i plot i t dhnave.

A do t donit t riktheni kampionin e t dhnave
mbi t cilin sht vlersuar ky model?Tabela e modeleve sht boshOperacioni u ndrpreZgjedhja "--%s" duhet shoqruar nga nj parametrKushti i rendit pr identifikimin nuk sht prmbushur.
Duhen t paktn edhe %d instrument t tjer.Paketa %s mund t'i shtohet menus s gretli-it
si "%s/%s" n %s.
A doni ta bni nj gj t till?Mbetja sht e standartizuarKushtet e vna nuk lejojn identifikimin e parametraveNdryshoret e zgjedhura nuk prcaktojn dot nj struktur paneliKomanda "shell" nuk sht vn n punStatistika e krkuar nuk sht e gatshmeStatistika e krkuar nuk ka kuptim pr modelin n fjalSimboli '%c' nuk sht i vlefshm n kt kontekst 
Simboli '%s' nuk sht i vlefshm n kt kontekst 
Simboli '%s' sht i paprcaktuarSimboli '%s' sht i paprcaktuar
Teksti pr t'u paraqitur si shembull i llojit t shkrimit t zgjedhurVariancat e dy popullatave jan t barabartaTreguesi i individve duhet t jet i ndryshm nga ai i periudhaveN kt ast, ndryshorja %s nuk mund te preket (read-only)Ndryshorja %s sht e llojit %s ka sht e papranueshme n kt kontekstNdryshorja %s sht e llojit "read-only"Ndryshorja '%s' nuk sht binare, 0/1.Ndryshorja '%s' nuk sht diskrete$U$ i TheilU e TheilTema e dshiruarNuk ka asnj vrojtim shtes pr t'u hequrNuk ka asnj vrojtim pr t'u parashikuar prtej kampionit
t prdorur. Nqs doni, mund t'i shtoni tani ndrmjet 
menus 'T dhnat' ose mund t zvogloni kampionin
mbi t cilin sht ndrtuar modeli (nprmjet menus
'Kampioni'.Prtej kampionit t prdorur nuk ka asnj vrojtim pr
t'u parashikuar. Nqs doni, mund t'i shtoni tani.Nj ndryshore me t njjtin emr ekziston n
t dhnat n perdorim. Doni ta zvendsoni?Ka vrojtime q mungojnKto ngjyra do t prdoren automatikisht pr aq koh sa
nuk do t ndryshohen enkas pr grafikun n prdorim 
Ky ndryshim do t zbatohet mbi dritaret e reja q hapenNdryshimi vihet n jet pas mbylljes s gretlKjo komand ecn vetm pr modelin KVZKjo komand ka nevoj pr 2 ndryshore
Kjo komand sht e pavlefshme pr frekuencn e t dhnave n prdorimKto t dhnat nuk mund t trajtohen si panelPr kt regresion nevojiten t dhna paneliSkeda e t dhnave nuk sht ne formatin SAS t duhur.Skeda ei t dhnave nuk sht ne formatin Stata t duhur.Skeda nuk sht e llojit 'OLE' -- ndoshta sht tepr e vjetr pr t'u lexuar nga gretl-i
Ky funksion nuk mund t prdoret pa nj modelKy program sht i lir dhe PA ASNJ GARANCIKjo nuk sht nj baz e vlefshme t dhnash RATS 4.0 Parashikimi sht me t vrtet i vlefshm vetm nse t
gjith regresort stokastik jan t vonuar.Ky program duhet ekzekutuar prmes mpiexec dhe krkon q emri
i nj skede skript t vihet si argument.
Ky test ka kuptim vetm n rastin e nj modeli t stivuar (pooling)
Ky test prdoret vetm pr modelin KVZKy test krkon q modeli t prmbaj patjetr nj konstante
Katrort m t Vegjl t TrefishtE enjteNdryshore treguese pr periudhnSeri kohoreFrekuenca e serive kohoreGrafik kohorPrirja kohoreT dhna kohoreNumri i periudhave: %dNumri i periudhave kohore: minimumi %d, maksimumi %dModel vetm pr seri kohoreModel pr seri kohore dhe luhatje stinoreTitulli i boshtitTitulli i grafikutNqs doni t'i shtoni grafikut zona t veanta me "hije" ,
 jepni emrin e nje skede tekst q prmban ifte datash.Nqs doni t krijoni nj menu, ju lutem jepni prshkrimin e saj.Pr:Model _TobitTobitNdaj/bashko dritarenToleranca = %g
Kushte t teprta (maksimumi %d)TemaTotalTotali i vlerave munguese = %d (%.2f%% i totalit t vlerave)
Totali i vrojtimeveShuma katrorve total s'sht pozitiveGjurmaTesti i gjurmsTransformimeNqs kryeni transponimin kjo do t thot q do ndryshore
do t interpretohet si vrojtim dhe do vrojtim si nj ndryshore.
A doni t vazhdoni?Trajto kt ndryshore si diskreteTrajtimiNdryshorja e trajtimitPrirje kohore/ciklPrjashto nga nn-kampioni maksimumin dhe minimuminPrpjekje pr t shtuar t dhna t tjeraA doni t sillni t dhnat nga clipboard-i?Po provohet data n formn DDMMYYYY
Po provohet data n formn MMDDYYYY
Po provohet data n formn YYYYMMDD
E martKatrort m t Vegjl t DyfishtKatrort m t Vegjl t Dyfisht (2KVZ)Heckit n 2 etapaVlersim n 2 etapaP. kritik i dyanshmP. kritik i dyanshm = %.4g
(i njanshm = %.4g)
LlojiShkruani "open filename" pr t hapur nj sked t dhnash
Jepnin nj komandLloji i t dhnavePE pamundur t trajtohet skeda %s.
R-katror i pakorrigjuar$R^2$ i panormuarR-katror i panormuarHiq komentin e rreshtitHiq komentin e zgjedhjesDekompresimVarianca e pakushtzuar e gabimitT padatuaraT dhna t padatuara: kampioni i plot n = %d ; kampioni n prdorim n = %dSipas hipotezs zero (pavarsi dhe barazmundshmri t vlerave
negative dhe pozitive) R ndjek ligjin  N(%g, %g)
Sipas hipotezs zero (pavarsi), R ndjek ligjin  N(%g, %g)
Sipas hipotezs zero pr munges korrelacioni:
 Nn hipotezn zero pr nj diferenc zero, W ndjek ligjin B(%d, %.1f)
Kthehu prapaGabim i papritur gjat leximit t skeds
Simboli '%c' sht i panjohurRikthe zgjedhjen si ishteIndividiNdryshore treguese pr individin (apo grupin)T panjohuraNdryshore e panjohur :  %s Emri i ndryshores n komand sht i panjohurI panjohur: gabim prpunimiNuk prputhet "%s"'%c': i paprshtatshm
T dhnat jan t nj lloji t panjohurLloj i panjohur sistemi ekuacioneshSkeda e t dhnave paraqet nj veti t panjohurI pakufizuarKonstante e pakufizuarLogaritmi i prgjasis s pakufizuarLogaritmi i prgjasis s pakufizuar $(l_u) = %.8g$Logaritmi i prgjasis s pakufizuar (lu) = %.8gLog-gjasa e pakufizuar (lu) = %.8g
Prirje e pakufizuarGabim i panjohurGabim i panjohur -- DUHET NDREQURScript-i prmban nj koment t paprfunduarI prditsuarI siprmNdryshorja e kufirit t siprmKufiri i siprm i frekuencave:Kufiri i siprmTrekndshe e siprmePrdor "lr njrin jasht"Prdor algoritmin Fiorentini et aliiPrdor proxy HTTPPrdor L-BFGS-B, kujtesa e kompjuterit:Prdor X-12-ARIMAPrdor bootstrapPrdor matricn e korrelacionevePrdor matricn e kovariancavePrdor ndryshore treguese:Prdor vlerat e periudhs s funditPrdor diferencn e parPrdor ndryshore treguesePrdor vijaPrdor parametrin lokal pr presjen dhjetorePrdor emrat e modelevePrdor vetm nj bosht yPrdor pikaPrdor nj format pr ditnPrdor metodn e zakonshme pr matricn e qndrueshme t kovariancave Prdor ponderime t qndrueshmPrdor vlerat e periudhs s parPrdor nj ndryshore nga t dhnatSkedari i prdoruesit nuk sht prcaktuar endeSkedari i prdoruesit t gretl-itPrdoruesi:Duke prdorur %d pika kuadratureDuke prdorur dritaren e Bartlett, gjersia %d

Me transformimin e NerloveDuke prdorur derivate analitik
Duke prdorur derivate numerik
T ndryshmeVARModel VA_R - zgjedhja e vonessRrnjt e anasjellta t modelit VARVAR: rrnjt e anasjellta kundrejt rrethit t njsishmZgjedhja e voness pr modelin VARMbetjet e VARSistem VAR mbi diferencat e paraSistem VAR, rendi i voness %dSistem VAR, rendi m i madh i voness %dndryshoret VARVECMSistem VECM, rendi i voness %dVIF(j) = 1/(1 - R(j)^2), R(j) sht koeficienti i korrelacionit t shumfisht
ndrmjet ndryshores j dhe ndryshoreve t tjera t pavaruraModel V_ECMT _gjitha hollsitZbatoVleraVlerat > 10.0 tregojn nj problem t mundshm kolinearitetiKa ca vlera q mungojn n vrojtimin %dNdryshorjaNdryshorja %dNdryshorja %d nuk ka emrNdryshorja %d nuk ishte n listn fillestareE pamundur t'i vihet nj ID ndryshores '%s'Ndryshorja  %s  prmban vese 0Ndryshorja  %s  sht e paprcaktuarEmri i ndryshoresEmri i ndryshores %s... sht shum i gjat
(maksimumi i lejuar : %d karaktere)Mungon emri i ndryshoresVetm emri i ndryshoreve (i ndjeshm ndaj llojit t grmave)Numri i ndryshores %d sht jasht kufijve t lejuarKthe n treguese ndryshorenNdryshorja pr grafikPrdor nj ndryshore si kriter renditjejeNdryshorja ponderueseNdryshoretMungojn hollsit mbi ndryshoretNdryshore q mund t prcaktohen me komandn "set"Ndryshoret q do ruhen:Ndryshoret pr t'u testuarVariancaFaktort e fryerjes s variancsVarianca e gabimit individual = 0Regresort e variancsEmri i ndryshores '%s' prmban nj karakter t palejuar '%c'
Ju lutem prdorni vetm shkronja dhe numra.Emri i ndryshores prmban nj karakter t palejuar 0x%x
Ju lutem prdorni vetm shkronja dhe numra.Varname e tejkalon maksimumin e 31 karaktereveHollsiVersioniShfaqShfaq rezultatin e X-12-ARIMAShfaq ne form ekuacioniShih kodinKUJDES: Konstantja, q gjendej si regresor, ju shtua automatikisht lists s instrumentve
meq nuk ndodhej n kt t fundit. Kjo mundsi mund t ndryshoj n t ardhmen prandaj
kini parasysh t ndryshoni edhe script-in si pasoj.
WLS (KVP)WLS (ARCH)Testi Wald (i prbashkt)Wald(me ndryshore treguese kohore)testi WaldTesti Wald pr kushtet e prcaktuaraTesti Wald bazuar n matricn e kovariancaveKujdesVini re: M pak se 80% e kutizave jan njehsuar t ken t paktn vlern 5.
KUJDES: derivatet e dhna nuk jan t sakta ose, pr ket funksion,
t dhnat paraqesin problem (ill-conditioned).
E pamundur t njehsohen gabimet std.Kujdes: e pamundur t llogaritet matrica HesianeKujdes: e pamundur t prmirsohej kriteri i vlersimit
Vini re: E pamundur t prmirsohej kriteri (gradient = %g)
Kujdes: matrica e t dhnave sht pothuajse singulareKujdes: matrica hesjane sht prap jo-singulareKujdes: %s nuk mund t trajtohet vese n nj llogaritje "loop"Vini re: seria %s sht boshKujdes: seria prmban vlera mungueseVini re: ndoshta zgjidhja nuk sht e vetmeKujdes : Testi Hansen-Sargar pr mbi-identifikimin dshtoi.
Nj gj e till mbase rrjedh nga nj pcaktimi i gabuar i modelit (ill-conditioned).
Vini re: vlerat kritike t treguara vlejn pr nj
prirjeje kohore t kufizuarVini re: ka vrojtime mungueseKujdes: ka vlera q mungojn
Konvergjenc e dobtTesti pr instrument t dobtLundruesi WebE mrkurJava fillon t hnnJava fillon t dielnJavoreWeibullWeibull (forma = %g, shkalla = %g): Weibull(%g, %g)Prmasat e matrics s ponderimit jan t gabuara: duhet t jen %d x %dPonderimi i vrojtimit aktual:Nj ndryshore treguese shrben si ponderues; vrojtimet efektiv =Ndryshore ponderueseNdryshorja e ponderimit prmban vlera negativeNdryshorja e ponderimit prmban vetm vlern 0; llogaritja u ndrpreKatrort m t Vegjl t PonderuarKatrort m t Vegjl t Ponderuar - WLSNdryshorja ponderuese: %s
Ponderimi sht prcaktuar qparPonderimi sipas variancs s gabimeve individualePonderimi duhet prcaktuar pas kushteve t ortogonalitetitPonderimi:i WhiteTesti WhiteTesti White (vetm katrori i ndryshoreve)Testi White pr heteroskedasticitetinTesti Wilcoxon Rank-Sum (shuma e rangjeve)Testi Wilcoxon Signed-Rank (shenja e rangjeve)Testi Wilcoxon i shums s rangjeveTesti Wilcoxon i shenjs s rangjeveDritarjaDritaretMe interval besimi t shkalls %g%%Me interval besimi pr mesorenMe intervale besimi t qndrueshm t shkalls %g%%Within$R^2$ WithinR-katror WithinDev. std. (intra)Skedari i puns:Operator i pasakt pr llogaritjen "&"X-12-ARIMA nuk mund t trajtoj m tepr se %d vrojtime.
Ju lutem, zgjidhni nj kampion me vllim m t vogl.zgjedhje pr X-12-ARIMAGrafik _pikash (X,Y)..._Grafik pikash (X,Y)...Grafik X-YGrafik pikash (X,Y) t k_orrigjuara...Grafik pikash (X,Y) t g_rupuara...Grafik pikash (X,Y) me _impulse...boshti XNdryshorja e boshtit XNdryshoret e boshtit XGrafik pikash (X;Y)boshti YNdryshorja e boshtit YNdryshoret e boshtit Yboshti Y dytsorNj seri %s po u shtohet t dhnave %sMund t prdorni po ashtu edhe 'help functions' pr listn e funksioneve
Prdor "set loop_maxiter" pr t ngritur vlern kufiEmri i funksionit nuk mund t ndrrohet ktu"loop" nuk mund t prfundoj ktu pasi s'sht filluar ndonjher
Ndryshorja e varur nuk mund t prdoret si instrumentNuk mund t prdorni t njjtin karakter edhe pr presjen dhjetore edhe pr ndarjen e shtyllave.E pamundur t fshihen skalart n kt kontekst
E pamundur t fshihen serit n kt kontekst
E pamundur t trajtohen njkohsisht komanda "params" dhe derivatet analitikJu keni ruajtur nj version t reduktuar t t dhnave.
A doni t punoni tani me kt version?Duhet t'i jepni nj emr ndryshores Duhet t emrtoni matricsModeli n fjal duhet t prmbaj patjetr nj konstanteZgjidhni ndryshoren e boshtit YZgjidhni nj ndryshore pr boshtin ZDuhet t zgjidhni nj ndryshore kontrolliZgjidhni nj ndryshore t varurZgjidhni nj ndryshore faktorizueseZgjidhni nj ndryshore pr limitin e poshtmZgjidhni nj ndryshore ponderueseZgjidhni ndryshoren e boshtit XDuhet t zgjidhni t paktn 2 ndryshore endogjenePrcaktoni nj list q prmban vonesatDuhet t percaktoni nj "public interface"Duhet t prcaktoni nj kuantilZgjidhni nj ndryshore t dyt t varurPrcaktoni nj ndryshore si kriter zgjedhjejeDuhet t prcaktoni nj grup ndryshoresh instrmentalePrcaktoni ndryshoren e trajtimitZgjidhni nj ndryshore t pavarurPrcaktoni nj ndryshore si kufi t siprmDuhet t prcaktoni regresort pr modelin e zgjedhurDuhet t jepni 3 ndryshoreDuhet t jepni 3 ndryshore, e fundit nga t cilat
duhet t jet ndryshore diskrete.Duhet t jepni 2 ndryshore, e fundit nga t cilat
duhet t jet ndryshore e pavazhdueshme.Ju lutem, tregoni nj metod bashkimi pr llojin 1:nMesa duket gretl-i ekzekutohet nga "root"-i. A doni t vazhdoni me veprimin e nisur?Ndryshorja e boshtit ZZmadho...\textit{Shnim} : * tregon nj mbetje 2,5 her m t madhe se gabimi standard

Grafik _3D..._ANOVA - Analiza e variancs_AR(1)..._Dika rreth gretl_KrijoSh_to vrojtime t tjera..._Shto ndryshore t tjera_N varsi t %s_N varsi t %s dhe %s_N varsi t kohsKriteri informues _Akaike_AnalizSh_to t dhna...Testi _Dickey-Fuller i shtuarAu_tokorrelacioni i mbetjesModel autoregresiv _AR..._'ka duhet t di_Baxter-KingKriteri informues _BejzjanModel _Between_Dyshifror_Bootstrap...Grafik _ BoxPlotGrafik _BoxPlot...B_utterworthTesti _CUSUM (qndrueshmria e parametrave)_CholeskyTesti Cho_w (qndrueshmria e parametrave)_MbyllTesti i _kointegrimit_Kolineariteti i ndryshoreve_Lista e komandave t deritanishmeUdhzime mbi _komandat_Faktori i prbashkt_Ngjish t dhnat..._Intervali i besimit i koeficientve_KopjoM_atrica e korrelacioneve_KorrelogramModel me n_umrime (count)_Numro vlerat munguese_T dhnat_Baz t dhnashHo_llsi mbi t dhnatM_atric t re..._Shfaq realizimin, prafrimin dhe mbetjen_Shfaq vleratV_izato ligjet e shprndarjes_Pjesto me nj numrModel me _kohzgjatje (duration)P. kritik pr _Durbin-WatsonModel paneli _dinamik..._Ndrysho_Ndrysho vetitN_drysho vlerat_Engle-Granger_EkuacionZgjedhje pr _ekuacionin_Shuma e katrorit t mbetjes (SKM)Zgjer_o t dhnat...M_esatarja e lvizshme _eksponenciale_Eksporto t dhnat n...Grafik Boxplot i _faktorizuar..._Lloji :_Sked_Mbush_Filtr_Krko nj ndryshore..._Diferencn e par t ndryshoreve t zgjedhura_PrafrimiGrafiku i _realizimit dhe prafrimit_Lloji i shkrimit...Efekte _fikse ose t rastsishm_Parashikimi_Parashikimi..._Formati..._Diferenc fraksionaleIntegrimi _fraksional_Shprndarja e frekuencavePaketa e _funksioneveUdhzime mbi _funksionetModel _GARCH_GMM - Metoda e Prgjithsuar e Momenteve (MPM)_T prgjithshme...Koeficienti _Gini_Gnuplot_Grafik_Grafik_Konsola Gretl _Gretl...Kriteri informues _Hannan-QuinnUdhzues pr _HanslModel _Heckit_Udhzime_Homoskedasticiteti i mbetjes_Hodrick-PrescottEksponenti _Hurst_Dritarja e ikonave_Matric e njsishmeTregues _vrojtimi_Vrojtime ndikuese_IV - Ndryshoret Instrumentale (NI)Regresion mbi _interval_Llogarit t anasjelltn_JohansenTesti _KPSS_Shkurtimet me tastjer_LIML - Maksimumi i Gjass me Informacion t Kufizuar (MPIK)_LaTeX_Vonesat e ndryshoreve t zgjedhuraTesti _Levin-Lin-Chu_Ndryshorja e varur e kufizuar_Kusht linear mbi parametrat_Loess...D_iferencn e logaritmit t ndryshoreve t zgjedhura_Log i funksionit t prgjasisModel _Logit_Logaritmin e ndryshoreve t zgjedhuraD_istancat e MahalanobisM_aksimumi i prgjasis_Lloji i shkrimit pr menun...M_odeli_Ndrysho modelin..._ShumshifrorG_rafik t shumfisht..._Shumzo me nj numrLista e testeve _NIST_Nadaraya-Watson...Kr_ijo t dhna t reja_Krijo t ri_Skript i ri_NLS - Katrort m t Vegjl Jo-linearT_este jo-parametrikShprndarje _normale e rastitN_ormaliteti i mbetjes_Normaliteti i mbetjesTesti i _normalitetit_Shnime mbi vrojtimet...Kufijt e kampi_onit sipas ndryshores treguese_Hiq ndryshore t teprta_Hap nj sked t dhnash_Hap sesjonin..._I renditur_OLS - Katrort m t Vegjl t Zakonshm (KVZ)Ll_ogarit probabilitetin kritik_PanelStruktura e pa_nelitGrafik _paneli...Ndryshore treguese pr _panelin_PcGive...Tregues peri_odik_PeriodogramVi_zato nj grafik_Prirje polinomialeNga _shembujt e gretl...Varianca e gabimit t parashikimit_Paraplqimet e mia_Preview:_Faktort kryesor - PCAShty_p...Model _Probit_VetitGrafik _Q-Q...Testi _Quandt LR (qndrueshmria e parametrave)Regresioni _Kuantil_R-katror_RATS 4...Jo-linearitet i modelit (R_ESET)_Efekte t rastsishm_Ndryshore t rastit...G_rafik amplituda-mesatarjaKorrelacioni i _Rangjeve_Hiq vrojtimet shtes_ZvendsoZgj_idh nj kampion t rastsishm me rivendosje...Grafiku i _mbetjes_Mbetja_Rikthe kufijt fillestare t kampionit_Rikthe kampionin e modelit_Kufizo kampionin sipas nj kushti..._Rishiko modelin..._Regresion i qndrueshmK_ampioniNga _shembujt e gretl..._Ruaj_Ruaj si..._Ruaj t dhnat_Ruaj sesjonin_Ruaj tekstin...S_kript (program)Di_ferencn stinore t ndryshoreve t zgjedhura_Vlera fillestare pr numrat e rastit_Sked sesjoni_Ndrysho kufijt e kampionit...Zgj_idh nga lista..._Trego hollsi mbi kampionin_Mesatarja e lvizshme e thjesht (MA)_Ekuacione t njkohshmeR_endit t dhnat..._Katrori i mbetjes_Katrorin e ndryshoreve t zgjedhura_Gabimi std. i regresionitT_abela statistike_Stili :Shu_ma e koeficientveS_tatistikat prshkruese_T*R-katrorAnaliz _TRAMO_TabelZgjedhje pr _tabelat_Teste statistik_TestoTregues pr peri_udhat (panel)A_naliza t serive kohoreGr_afik kohorGrafik _kohor...G_rafik kohor...Tregues p_eriudhe_Mjete_Transformo_TranspozoTr_anspono t dhnat..._TSLS - Katrort m t Vegjl t Dyfisht (2KVZ)Shprndarje _uniforme e rastitTregues pr _individt (panel)T_estet e rrnjs s njsishmeNga t _miat, personale...Udhzues pr _prdoruesin_NdryshorjaP_rshkrimi i ndryshoreveModel _VAR...M tepr _hollsiS_hiko_WLS - Katrort m t Vegjl t Ponderuar (KVP)_WLS - Katrort m t Vegjl t Ponderuar (KVP)Sked_ari i puns..._X'XAnaliz _X-12-ARIMAsipas _groupevetremujoreabcdefghijk ABCDEFGHIJKrealizimirealizimi = prafriminrealizimi Yshtoshto nj ndryshore ekzogjeneshto nj numrshto serii shtohet kushtit t mparshmi korrigjuar%s i korrigjuarvektort korrigjuest gjitha skedat (*.*)t gjith instrumentt jan t vlefshmn t gjitha faqett gjith variantetalpha (vektort korrigjues)skedarin e zakonshm t gretl-it vjetorethjesht nj vit
vjetorerritja vjetoreanova: ndryshorja e grupit duhet t jet diskreteanova: ndryshorja e studimit duhet t jet diskretesiprfaqja djathtas vlers %g = %g
siprfaqja djathtas vlers %g =~ %g
siprfaqja djathtas vlers %g: NA
tabela: s'sht prcaktuar llojishigjeta me kokp. kritik asimptotikn mesataren e ndryshoreve t pavarurashtrirje automatike e boshtevelr gretl-in t vendoskonstante e krijuar vetvetiuautokorrelacionautokorrelacion deri n rendinparashikim automatik (dinamik prtej kampionit)mesatarja e vrojtimeveintervali = %gfaktori i korrigjimit t intervalit:beta (vektort kointegrues)zhvendosjabinomialTesti F i boostrapkoeficienti bootstrapTesti t bootstrapTesti  boostrapt dyt dy CDFkutiboxplot sipas individve (N <= 150)pika kritike pr testin %sdata e kompilimitn qirinjleximi i skeds SPSS .sav sht i pamundur.leximi i skeds Stata .dta sht i pamundur.n meski-katrorhi-katror(%d) = %g  pr vrojtimin %sdritarja mbyllet duke klikuar  "OK"cmkoef.koeficientivektort kointegruesme ngjyratitujt e shtyllaveshtylla:presja (,)komand e panjohur '%s'komanda '%s' sht e pavleshme n kt kontekstlista e komandavetreguesi i komandavekomandat u ruajtn n %s
kusht mbi faktorin e prbashktprob. plotsues = %gML e kushtzuarvijoncorr: nevojiten t paktn 2 argument jo konstantmatrica e korrelacioneveKorrelacionet sipr diagonaleskorrelogramcosine-bellkriteritabel e kryqzuarcorrelogram i kryqzuarT dhna individuale: frekuenca duhet t jet 1tregues pr individtndryshoret n kubkubike: y = a + b*x + c*x^2 + d*x^3ditore (5 dit)ditore (6 dit)ditore (7 dit)frekuenca e t dhnave = %d
tregues pr vrojtimetHollsi mbi t dhnatt dhnat i prkasin nj nn-kampionit dhnat i prkasin nj nn-kampioni kurse modeli jo
rikthimi i t dhnave fillestare: kampioni i plot
dit jave (1 = e Hn)dit10-vjeareshifra pas presjes dhjetorekarakteri pr presjen dhjetore:t gjitha ndryshoretgradShkallt e lirismundsi zgjedhjeje pr vlersimin e densitetitndryshorja e varurprshkrimi:prcaktorishlshl 2shl 1diferenca e mesatarevediferenca e variancaveparametri i diferencimit :pikandryshore treguese: asnj ndryshore e prshtatshmendryshore treguese pr %s = %gndryshore treguese pr %s = %lfndryshorja treguese pr %s = '%s'ndryshore treguese pr testin Chowruaj parametrimin e gretl-it n nj skedparashikim dinamikvlera e vetVlera e vet %d = %g
t barabartaekuaciongabimikufijt e gabimitgabim n vlersimin e kushtit 'if'Gabim n kushtin e llogaritjes "loop"gabim n vrojtimin e ri t fundit gabim n vrojtimin ri t parmbetja ndjek ligjin e shprndarjes normalevlersimivlersimi i (a - 1)ML e saktather kur pritej %s u gjet %sboxplot i faktorizuargrafik pikash t grupuaradshtimtermi '%s' n komand sht i pasaktvij e mbushurfiltri rrezikon t jet i paqndrueshm numerikisht vrojtimi i parautokorrelacion i rendit t parprafrimiVij regresioniprafrimi i modelit %dvarianca e prafruar e modelit %dlloji i shkrimit: %sprpr shtylln %d (%d vrojtime t vlefshme)pr shtylln %d nga %s (%d vrojtime t vlefshme)pr ndryshore %s (%d vrojtime t vlefshme)pr ndryshoren  %s  (%d vrojtime t vlefshme) prdor patjetr anglishtenparashikimihorizonti i parashikimit (periudhat):parashikimi i %szbrthimi i variancs s parashikimit pr %sformulintegrim fraksionalfrekuenca %d nuk merret akoma prsiprfrekuenca (%d) ngjet e pakuptimtshkalla e boshtit t frekuencave:frekuenca-kufi (grad):shprndarja e frekuencavenga (X Y)paketa e funksionevegammau krijuan vlera mungueseu simuluan vlera t pafundmegenrcli.hlpgenrgui.hlpgigkomanda GnuPlot dshtoie pamundur t ekzekutohet komanda GnuPlot
sked GnuPlot (*.plt)skript gnuplotrubrika "%s" sht e pavlefshmegradienti s'sht afr zerosMundsi pr grafikunsked t dhnash binare gretl (.gdtb)konsola gretlkonsola gretl: shtypni "help" pr listn e komandavebaza e t dhnave gretlbaz t dhnash gretl (.bin)sked gretl (.gdt)rezultati i gretlmundsi parametrimi t grafikutskript gretlskedat skript t gretl-it (*.inp)versioni gretl %s
gretl: testi ADFgretl: testi ADF-GLSgretl: testi ARCHgretl: rezultati i testit CUSUMgretl: rezultati i testit CUSUMSQgretl: testi Chowgretl: rezultati i testit Chowgretl: ngjeshja e t dhnavegretl: zgjerimi i t dhnavegretl: GARCHgretl: MPMgretl: eksponenti Hurstgretl: testi KPSSgretl: testi LMgretl: testi LM gretl: testi  Levin-Lin-Chugretl: hollsi mbi POPgretl: rezultati i testit QLRgretl: testi RESETgretl: analiz TRAMOgretl: lloji i tabels TeXgretl: VARgretl: matrica e kovariancave e modelit VARgretl: zgjedhja e voness pr VARgretl: VECMgretl: testi Wald pr ndryshore t teprtagretl: analiz X-12-ARIMAgretl: shto grafikun e shprndarjesgretl: shto hollsigretl: shto nj ndryshore t rastitgretl: krijo ndryshoregretl: module shtesgretl: autokorrelacionigretl: analiz bootstrapgretl: t dhnat e grafikut-kutigretl: prshkrimi i vrojtimevegretl: intervali i besimit i koeficientvegretl: kovariancat e koeficientvegretl: testi i kointegrimitgretl: kolinearitetigretl: jepni komandatgretl: lista e komandave t ekzekutuaragretl: treguesi i komandavegretl: testi i faktorit t prbashktgretl: ngjeshja e t dhnavegretl: kopjo objektingretl: krijo nj sked t dhnashgretl: ndryshore treguesegretl: vlerat kritikegretl: ndarja e t dhnavegretl: shembuj t dhnashgretl: formati i t dhnavegretl: hollsi mbi t dhnatgretl: paket t dhnash n servergretl: prshkrimi i bazs s t dhnavegretl: baz t dhnash e %sgretl: baz t dhnash n servergretl: prcaktimi i ndryshores treguesegretl: prcaktimi i grafikutgretl: fshijgretl: shfaq vleratgretl: shfaq serit e bazs s t dhnavegretl: grafik i shprndarjesgretl: hiq vrojtimegretl: skript Octavegretl: skript Oxgretl: skript Pythongretl: skript Rgretl: ndrysho vleratgretl: ndrysho hollsit mbi t dhnatgretl: ndrysho matricngretl: skript grafikugretl: gabimgretl: zgjerimi i t dhnavegretl: veti shtesgretl: krkogretl: parashikimigretl: parashikimigretl: integrimi fraksionalgretl: paketa e funksionevegretl: paket funksioni n %sgretl: paketat e funksioneve n servergretl: treguesi i funksionevegretl: krijo vonesagretl: grafikgretl: zgjedhja e ngjyrs s grafikutgretl: heteroskedasticiteti sipas grupitgretl: gui pr versionin %s t gretl-it,
gretl: udhzimegretl: testi i hipotezavegretl: importim i t dhnave %sgretl: hollsigretl: hollsi mbi llogaritjetgretl: hollsi mbi etapat e llogaritjesgretl: spikatja dhe ndikimigretl: kushtet linearegretl: ngarkimi i t dhnavegretl: gjasa maksimalegretl: kodi i vlerave munguesegretl: hollsi mbi vlerat munguesegretl: modeli %dgretl: tabela e modelevegret: teste mbi modelingretl: modeletgretl: emri i shtyllsgretl: emri i listsgretl: emri i ndryshoresgretl: katrort m t vegjl jo-lineargretl: teste jo-parametrikgretl: hap nj sked t dhnashgretl: hap sesioningretl: probabilitetigretl: llogarits i p.kritikgretl: diagnostiku i panelitgretl: periodogramgretl: grafiku CDFgretl: vizato nj grafikgretl: shembujt praktikgretl: grafik amplituda-mesatarjagretl: statistikat amplituda-mesatarjagretl: rimemrto objektingretl: zvendsimgretl: shprndarja e mbetjesgretl: kufizimi i kampionitgretl: rishikimi i t dhnavegretl: ruaj t dhnatgretl: ruaj matricngretl: ruaj tekstingretl: numratgretl: pasqyra e llojeve t shkrimitgretl: editori i skriptitgretl: rezultati i skriptitgretl: rezultati i skriptit %dgretl: vlera fillestare pr numrat e rastitgretl: zgjidhni llojingretl: drgo mesazhgretl: shnime mbi sesioningretl: zgjedhja e kampionitgretl: sistem ekuacionesh t njkohshmegretl: prcaktimi i modelitgretl: prcakto numringretl: importimi i 'spreadsheet'gretl: ruajtja e t dhnavegretl: matrica e kovariancave t sistemitgretl: llogarits i testitgretl: filtr i serive kohoregretl: transpozimi i t dhnavegretl: i paemrtuargretl: telengarkojgretl: ndiq kto rrug
gretl: vetit e ndryshoresgretl: autoregres vektorialgretl: kujdesgretl: skedari i punsgretl_prn_new : Jepni ju lutem, nj emr pr skedn
gretlcli.hlpgretlcli_hlp.txtgretlcmd.hlpgretlcmd_hlp.txtgretlgui.hlpgretlgui_hlp.txtgrupigroupe (N = %d)heteroskedasticiteti mes grupevelartsiaskeda e ndihms %s nuk mund t trajtohet dot
ndihm mbi %smbetja sht homoskedastikehorizontalorareortdritarja e ikonavevler negative e palejuarprgjigjet ndaj goditjeveimpulseve e ve n grafik t vegjlinme prirje kohorellogarit intervalin e besimit bootstrapprshij nj shtyll pr vrojtimetprfshi ndryshore treguese stinoreprfshir %.2f vonesa pr (1-L)%s (mesatare)prfshir %d vonesa pr (1-L)%sprfshir konstantenprfshir nj vones pr (1-L)%skusht i paprcaktuar n 'if'ndryshore-treguesndikimiinovime anormalinstrumenttp. kritik i interpoluare anasjellt: y = a + b*(1/x)i parregulltprbrs i parregullt i %smesa duket nuk ka fare emra pr ndryshoret
%s etapa llogaritjaorganizimi i shkrimitk (vler e madhe -> prafrim i mir):kalman: mungon nj matric e nevojshmekalman: mungon matric e nevojshme %sLegjendprshkrimi %d : vonesarendi i vonessrendi i voness:diferencat e vonuarae pamundur t llogaritet vonesa e uhatvonesatvon.t   log-prgj    p(LR)    AIC        BIC          HQCndryshore t vonuara...lambda (vler e madhe -> prirje m e lmuar):vrojtimi i funditmakina llogaritsemajtasposht majtaskufiri i poshtmlart majtaslegjendaspikatjavija %d : grafik me vijevij me pikatrashsia e vijsfaktori i trashsis s vijskushtet lineareshkall linearelineare : y = a + b*xvijvija/pikakompjuteri imloessloess (vlersim me ponderim lokal)prafrim loess, d = %d, q = %glogaritmi i prcaktoritshkall logaritmikelog(RS)log(vllimi)log(vllimi i kampionit)Log i prgjasis i testit %sshkall logaritmike me baz :logjistikCDF logjistiklog-gjasamatrica e efekteve afatgjat (alpha* beta')vija t poshtme dhe t siprmei poshtmkufiri i poshtmshtypja majtasdritarja kryesoreshtrirje manuale :maksimumvonesa m e madhe:mesatarjamesatarja %smesatarja Ymesatarja e kampionit 1mesatarja e kampionit 2mesatarja e mbetjes s ponderuar = %g
mesorjaminimumvlera munguesemodelimodeli %dkampioni n prdorim nuk prputhet me at t modelit
Modeli i prket nj nn-kampioni kurse t dhnat jo.
mundsi zgjedhjeje pr tabeln e modelevedritarja e modeleven lidhje me modelinAIC i ndryshuarBIC i ndryshuarmodprint: priteshin %d emramodprint: argumenti i par i matrics duhet t ket 2 shtyllabardh e zimuaj %s?
mujoremuajtgrafik i shumfisht i renditur vertikalisht (N <= 6)grafik i shumfisht i renditur kryq (N <= 16)grafik i shumfishtnk (vler e madhe -> prafrim i mir):emri'script' i ri ":" nuk lejohet n vrojtimin fillestar me frekuenc 1asnj efekt ARCH i shfaqurasnj autokorrelacionasnj ndryshim n parametraasnj efekt stinorasnj efekt stinor apo prirje kohoreasnj kputje struktureasnj ndryshim struktureasnj objekt i tillasnj prirje kohorekufiri nominaljo-linearitetvlera t barabarta jo-zeroasnjteste jo-parametriknormalVlersimi i gradientit = %gnormalCDF normalTesti i normalitetiti paprcaktuarjo domethns n pragun 10%
 numri i klasave = %d, mesatarja = %g, sh.std. = %g
numri i regresorve
(prjashto konstanten)i t dhnaveprjashton nj grafik t vetmn hapjen e programit, hap nj paket funksionesh Gjat hapjes, hap edhe nj baz t dhnashGjat hapjes, hap edhe nj baz t dhnash nga nj sit webGjat hapjes, hap edhe nj sked skripthap nj sked t dhnashhap konsoln e gretl-itoseose vonesa t veantatjetrt tjera...kujtes e pamjaftueshme pr kodifikimin XMLjashtp. kritikp. kritik pr testin %sp. kritik pr H0: pjerrtsia = 0, sht %g
p.kritik sht  "shum e vogl" (integrali Imhof nuk
mund t llogaritej)N kllapa katrore, p. kritikpanelpaneli i t dhnave duhet t ket frekuenc > 1grafik paneliparametriparametrat jan zero pr t ndryshoretgabim sintakse n  %s 
analizsill t dhnat nga clipboard-ikonstantet individuale t modelit %dprqindperiudhapika (.)frekuenca: %d, maksimumi i vrojtimeve: %d
kampioni i plot: %s to %s
periodogramperiudhatekst brutografik me impulsedhe ndryshore treguese stinorepikavlersim piksorpikapoissonport:vendndodhja (X Y)ngarko t dhnat n kujtes%s e prafruarvlerat e parashikuaraparashikimit "prewhitened"faktort kryesor (PCA)shtyp hollsit mbi versioninprivatpun e sipr...
progressive loop: modeli duhet t ket prmasa konstantefrekuencafrekuenca, kampioni 1frekuenca, kampioni 2fshij vrojtimet munguespval(T)kuadratikkuadratike: y = a + b*x + c*x^2trimestr %s
tremujoretremujortkuartiletradianamplitudashtrirja nga %g n %ggrafiku amplituda-mesatarja prtesti amplituda-mesatarjarangukorrelacioni i rangjeverangu:kuantilet e t dhnave kundrejt kuantileve N(0,1)e njohur si ndryshorja e varur e vonuarregresortlidhja sht lineareskedarin e fundit t hapur alpha e rinormalizuarbeta e rinormalizuarzvendson kushtin e mparshmzgjidh nj kampion t rastitmbetjambetja e sistemit VAR, ekuacioni %dmbetja e sistemit VECM, ekuacioni %dmbetja e modelit %dprgjigjja e %s ndaj nj goditjeje mbi %sprgjigjja e %s ndaj nj goditjeje mbi %s, me interval besimi bootstrapkushtkufizimi sht i pranueshmt dhnat po prmbysen!
rhorho = 0djathtasposht djathtaskufiri i siprmlart djathtasprobabiliteti djathtasprob. i njanshm djathtas = %gvarianc e qndrueshmeparashikim prsrits mbi k periudha: k =rrnjtRrnjt (reale, imagjinare, modulo, frekuenca)rreshti:mesatarja e kampionitfrekuenca e kampionitvllimi i kampionitvllimi i kampionit: %d
vllimi i kampionit, nstatusi i kampionitvarianca e kampionitruaj komandatruaj grafikunruaj sesioninshkalla %s i ponderuar%s i ponderuar (varianca e qndrueshme Koenker)frekuenc e ponderuarn krkim t t dhnave dhe t emrtimeve t rreshtave...
n krkim t emrave t ndryshoreve...
grafik pikash t korrigjuarandryshore treguese stinorekorrigjuar pr luhatjet stinore %szgjidh nj ndryshorezgjedhja (ose ndryshore e re)pikpresjasemilog: log y = a + b*xdrgo t dhnat e bug-ut n konsolndarja e shtyllave t t dhnaveserishfaq ikonat e sesionit prcakto: ndryshore e panjohur '%s'zon t mbushurformandryshim nivelishfaq dritaren e ikonaveshfaq rezultatet e testeve individualshfaq grafikunshfaq poletshfaq rezultatet e regresionitshfaq dritaren e numravesigmasigma-kapu            = %g

domethns n pragun %g%% (i dyanshm)
vlerat domethnseboxplot i thjeshtgrafik i vetm: mesatarja e individvegrafik i thjesht: seri kohore individuale (N<=80)grafik i thjesht: t gjith individt bashk (N <= 80)vllimivllimi i kampionit 1vllimi i kampionit 2pjerrtsiapjerrtsia n mesatarepjerrtsia e amplituds kundrejt mesatares = %g
vlera t vogla pr MAt dhnave ishin n prdorimDika nuk ecn me skedn
(vler 0 pr nj karakteristik q duhet t jet e ndryshme nga 0)hapsire veantvonesa t veantamodeli sht i prshtatshmkatrori i mbetjes s modelit %dkatrori i mbetjes s standartizuar t modelit %dtregues kuadratik pr periudhatndryshoret n katror dhe n kubndryshoret n katrorgrafik me shtylla njra mbi tjetrngrupet jan t stivuar njri pas tjetritserit kohore jan t rreshtuara njra pas tjetrsgabimi standart n kllapanormale e normuarprdor t dhnat e normuarambetja e standartizuarmbetja e standartizuar e modelit %dfillo menjher hyrjen e t dhnavevrojtimi i par '%s' nuk prputhet me frekuencnvrojtimi i par  %s  sht i pavlefshmvrojtimi i par duhet t prmbaj ":" me frekuenc > 1parashikim statikdev. std.shmangia std.shmangia std. e kampionit 1shmangia std. e kampionit 2gabimi std.hapau ndal pas %d etapash
ruaj: jepni nj emr pr skedn
ruaj: prdor si emr skede %s
shumashuma e vrojtimeveshuma e rangjeve, kampioni 1statistikat prshkruesestatistikat prshkruese :mbetja e sistemit, ekuacioni %dtt(%d)t(%d) = %g, me p. kritik t dyanshm %.4f
Shprndarje kampionare t(%d)t-StudentN kllapa, statistika t-Studentstatistika tN kllapa, statistika t-Studenttabulimdatat po krkohen tek emrtimet e rreshtave

tausekuenca tautesto nga rendi m i madh i voness e poshtstatistika e testitme konstantepa konstantetekstskedarin n prdorim t prcaktuar nprmjet konsolsskedarin e zgjedhur m siprvonesa m e madhe sht %dmesatarja e n vrojtimeve t paramesatarja e t gjith serisdiferenca e mesoreve sht zerody mesoret jan t barabartavarianca e gabimit sht e njjta pr t gjith individt'theta' pr tranformimin (quasi-demeaning)n kt faqekohaseri kohoreseri kohore t grupuaratregues pr periudhatnkundrejt %sn (X Y)Jashtmase tepr argumentndryshime t prkohshmeSolli n shqip: Artur Balat dhnat do trajtohen si t padatuara

prirja kohore/cikliprirja kohore/cikli pr %snumri i eksperimenteveprpjekje pr t trajtuar emrtimet e rreshtave si data...
prob. i dyanshm = %gllojipr t ruajtur rezultatin, jepni nj emr skede ('enter' pr t'u larguar):t dhna t padatuarai paprcaktuart ndryshmeuniformindividihipoteza zero pr rrnjn e njsishme: a = 1individi panjohurTip i panjohur t dhnashNumri i argumentave t paprpunuar: '%s' i paemrtuari siprmkufiri i siprmshtypja djathtasprdor diferencn e par t ndryshoresprdor vlern e ndryshoresllogarit kuantilet normal me mesataren dhe variancn e kampionitvlera t dhna nga prdoruesivlerat fillestare t dhna nga prdoruesiduke prdorur %d nn-kampion me vllim %d

duke prdorur si ndars "%c"
duke prdorur ndarje fikse t shtyllave
duke prdorur model AR linearduke prdorur model AR jo-linearme zgjedhje t rastsishme t mbetjeveduke prdorur ndryshoret:vlera t vlefshmevleran komand, ndryshorja %d sht prsriturndryshorja %d: tekstet po shndrrohen n kode
variancazbrthimi i variancsvarianca e kampionit 1varianca e kampionit 2variantiVECM : rangu %d sht jasht kufijvekundrejtvertikalkujdes: %d emrtime jan t paplota.
kujdes: emrat e disa prej ndryshoreve prsriten
javorejavtweibullgjersiavlersim me varianc t qndrueshme Koenker me p. kritik asimptotikme konstanteme konstante dhe prirje kohore kuadratikeme konstante dhe prirje kohoreme konstante, me prirje t thjesht dhe kuadratikeme vijn e regresit KVZme maksimum:me p. kritikme p. kritik = %g
me simulim gabimesh normale pamundur t shkruhej skeda e t dhnave
rezultati i sesionit po shkruhet n %s%s
u shkrua %s
%s.gdt u rregjistrua
minimumi i xamplituda e xxmlDocGetRootElement dshtoixmlParseFile dshtoi n %sxmlParseFile dshtoiboshti yvitezz-scorez-score = %g, me p. kritik t dyanshm %.4f
z-score = %g, me p. kritik t dyanshm %g
diferenc zero