[Gretl-users] centering series and lists

Summers, Peter psummers at highpoint.edu
Wed Nov 16 09:55:38 EST 2016


I wrote the following for my class this semester and they seem to work. No doubt they could be improved...

<hansl>
/* 
Functions for centering & standardizing a list of series
*/
function list center(list L)
    strings N = varnames(L)
    list retlist = null
    loop foreach i L --quiet
        string name = "c_" ~ N[i]
        series @name = L[i] - mean(L[i])
        retlist += @name
    endloop
    return retlist
end function

function list standard(list L)
    strings N = varnames(L)
    list retlist = null
    loop foreach i L --quiet
        string name = "s_" ~ N[i]
        series @name = (L[i] - mean(L[i]))/sd(L[i])
        retlist += @name
    endloop
    return retlist
end function
</hansl>

Hth,
PS

> -----Original Message-----
> From: gretl-users-bounces at lists.wfu.edu [mailto:gretl-users-
> bounces at lists.wfu.edu] On Behalf Of Sven Schreiber
> Sent: Wednesday, November 16, 2016 9:40 AM
> To: gretl-users at lists.wfu.edu
> Subject: Re: [Gretl-users] centering series and lists
> 
> Am 16.11.2016 um 14:26 schrieb Stefano:
> > Simple question: unless I missed it, it seems that there is not an
> > equivalent of cdemean for series (and hence lists), i.e. a command
> > centering on the mean a given series or all the series included in a
> > list. In other words, something like diff(list) which computes their
> > first differences. Sometimes it could come handy.
> > bye, and thanks as usual!
> 
> At least for series you can use the auto-conversion of a vector to a series like
> this:
> 
> series xd = cdemean( {x} )
> 
> But for lists it's probably more involved, right.
> 
> cheers,
> sven
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