[Gretl-users] Setting range for a year.

Allin Cottrell cottrell at wfu.edu
Mon Dec 29 21:44:53 EST 2008


On Fri, 26 Dec 2008, Ivan Sopov wrote:

> Hello, how can I set range for a specific year from the console
> when the data is about 5-day working week? Can it be avoiding
> stating explicitly starting and ending days?

If you want to set the sample for a specific year, with dated
daily data, I think you'll have to give the year-start and
year-end dates.  Unless, that is, you add a variable to the data
set that records the year of the observation; then you could
sample on that.

> And if so, can it handle properly missing days (for example
> extraodinary non-trading days on the stock market)? I want to
> use it in the loop context to build a one model per each year.

When you load daily data in the first instance, you have the
option of giving dates for all the observations, in which case
gretl will not automatically insert missing values but will accept
your observations as the full data record.

In a loop context it seems that it would be easiest to add a year
variable to the data set.

Allin Cottrell



More information about the Gretl-users mailing list