Hi,
well, not Alfred himself, but "his" data -- I'm talking about the
real-time database in St. Louis, of course.
I'm working on some functions which would allow to access the Alfred
data directly from the (tab-delimited text) files that you can download
there, and of course I'm running into problems (which is not
unexpected). For example, consider the following attempt to get the
latest vintage/publication of each datapoint from the attached partial
file:
<hansl>
nulldata 500 --preserve
setobs 12 1960:01 --time-series # monthly =12 in this example
join INDPRO_excerpt.txt INDPRO --tkey=observation_date
--filter="realtime_end_date==."
</hansl>
There are at least two issues here already:
1) I had to transform the "observation_date" column to match the monthly
frequency in the gretl workfile: Alfred uses the first day of the month
to indicate that month, like "1980-02-01" for February 1980. So I
chopped off the trailing "-01" part of that column to get
gretl-compatible monthly date strings.
In the future it would be nice if the join command could do that
automatically/internally for the column indicated by the "--tkey"
option, in order to support Alfred.
(For completeness, for quarterly data it's the same, Alfred writes e.g.
"1980-04-01" for 1980Q2.)
2) The above command still produces an error, namely:
"join: missing string in filtering"
I thought it has to do with the dot "." (which indicates NA in Alfred's
text file output, with Alfred's XLS files it's "#NV"), perhaps it
wasn't
recognized by gretl/join as a string constant. So I replaced these dots
with explicit "na" in the text file, changed the --filter option
accordingly, but still the same error.
This is where I could use some ideas, really! -- Note that the
"realtime_end_date" column also holds daily date strings apart from the
dots, so maybe gretl gets confused there?
Thanks,
Sven