[Gretl-devel] Re: basic questions/comments on X13
Am 20.11.2021 um 13:46 schrieb Sven Schreiber:
Am 19.11.2021 um 19:46 schrieb Rigoberto Perez Suarez:
> In my opinion deseas() is extremely helpful, but it would also
be
> interesting to have some additional function providing for instance
> the Trend-cycle component (quite useful in signal extraction or
> quartering of time series).
If I understand correctly, that is what Allin's idea would do; you would
get an option to request the Trend-Cycle thing just like you can in the GUI.
Rigoberto, you may be interested in these new developments. With a
recent snapshot (Win/Mac) or self-compiled version from git you can now
do something like this (tested):
<hansl>
open bjg
# adjusted
series g_adj = deseas(g, _(output=1))
# trend/cycle
series g_tc = deseas(g, _(output=2))
</hansl>
But this is work in progress, it's not yet documented and the interface
may still change. In any case, for simplicity it was decided that --as
in the example-- you actually need to call deseas() twice on the same
series if you want more than one result series. This is a little
inefficient, but given the maximum allowed time series lengths in X13 it
should not be a significant problem.
cheers
sven