clean-up of the "Cheat sheet" guide chapter
by Sven Schreiber
Hello everybody,
I'm currently looking at ch. 21 of the guide, "Cheat sheet". I'd propose
the following cleanups (which I could apply if people agree):
section 21.1:
- Time averaging of panel datasets: I think it would be nice to use a
real-world dataset such as grunfeld.gdt instead of having the slightly
distracting code for creation of artificial data.
section 21.2:
- Generating a dummy variable for a specific observation: Instead of
t=="Italy" one can also write obs=="Italy", which may be more intuitive
for cross-sectional data.
- Generating a “subset of values” dummy: Nowadays one could use the
contains() function I think, which would be more readable.
section 21.3:
- Interaction dummies (p. 194 of the A4 guide version from October):
remove the old string-substitution-based code that pre-dates the
interaction operator (^; which is also already mentioned there).
- Realized volatility: Is this example even consistent? It starts by
talking about minutes and hours, but then switches over to seconds and
minutes. Maybe that's part of the clever trick, I don't know... Apart
from that, it seems that another trick in the cheat sheet could be
re-used here, namely "Moving functions for time series".
- Looping over two paired lists: Can't this one be generalized, by using
Lx[i] and Ly[i] instead of y$i and x$i ?
- Cross-validation: Could it be that using some feature of the regls
apparatus or a contributed package (by Artur?) would be more practical
nowadays?
- Is my matrix result broken? - One could now use sum() instead of
sumc(sumr()).
cheers
sven
9 months, 1 week
data artefact for added obs
by Sven Schreiber
Hi all,
I just observed the following unwanted behavior; this is with gretl
2024d, but probably not brand new:
- I have a short yearly dataset spanning 2013-2023. (Confidential,
cannot share it here.)
- There are 14 time series in it, and somewhere in the middle is a
binary dummy, although its "discrete" flag in the attributes is _not_
set. Don't know whether that matters.
- Via the menu I add another obs to the dataset, for the year 2024.
- All variables have missings for the new obs, as expected, _except_ the
dummy: it has a (spurious) value 1 for the new obs. This is wrong.
thanks
sven
11 months
blanks in function arg bounds
by Sven Schreiber
Hi,
is it expected that whitespace is not allowed in the following context?
<hansl>
function void f1(int n[0:2:1])
print n
end function
function void f2(int n[0 : 2 : 1]) # syntax error
print n
end function
f1()
f2()
</hansl>
thanks
sven
11 months, 2 weeks