[Gretl-users] Stocks Import in gretl

[Allin Cottrell]

On Thu, 17 Aug 2006, D. Mexis wrote:

> I want to try to pass daily closes of stock market in gretl, in order to
> try find some betas or play with the functions.
> The problem is that I do now know how to pass them, so the program can
> see the data as day-by-day of each one unique stock-entity.
> To clarify, I notice that when I pass 300 stocks in the program, the
> program see them as one, and even if I use the options of importing a
> csv file, I can't make it see that I have 300 stocks X 5 days, and not 1
> type of stock for...N periods.

If you have m variables, each representing a time-series for an 
individual stock, you need to set up the data in columns.  For 
example:

obs stock1 stock2 stock3 ...
1    25.31  10.67  3.80
2    26.42   9.38  3.81
3    26.99   9.45  3.80

and so on.  You should be able to do this in a spreadsheet or 
text editor.

Allin Cottrell