Re: [Gretl-devel] Time series data with gaps and plots

More experiments: 1. When I add just one more row in Allin's test data as shown below, then gretl does not recognize the format of the data (because probably the dates are not consecutive). date x 12/16/2008 1 12/17/2008 2 12/18/2008 3 12/19/2008 4 12/20/2008 1 12/21/2008 2 12/22/2008 3 12/23/2008 4 12/23/2009 15 parsing \\naspm\portmgr\Sangvinatsos_Antonios\private\Appsense\gretl\testgretl1.csv... using delimiter ',' longest line: 15 characters first field: 'date' seems to be observation label number of columns = 2 number of variables: 1 number of non-blank lines: 10 scanning for variable names... line: date,x scanning for row labels and data... first row label "12/16/2008", last label "12/23/2009" trying to parse row labels as dates... Trying date order MMDDYYYY Could be 2008-12-16 - 2009-12-23 Observations: 9; days in sample: 373 Probably monthly data 2008: probably a year... month 12? 2008:12: not a consistent date but the dates are not complete and consistent Trying date order DDMMYYYY treating these as undated data 2. When I make it a little bit more interesting by having missing data and gaps gretl is even more confused date x 12/16/2008 1 12/17/2008 2 12/18/2008 3 12/19/2008 4 12/20/2008 1 12/21/2008 2 12/22/2008 3 12/23/2008 4 12/23/2009 15 12/23/2010 parsing \\naspm\portmgr\Sangvinatsos_Antonios\private\Appsense\gretl\testgretl1.csv... using delimiter ',' longest line: 15 characters first field: 'date' seems to be observation label number of columns = 2 number of variables: 1 number of non-blank lines: 11 scanning for variable names... line: date,x scanning for row labels and data... first row label "12/16/2008", last label "12/23/2010" trying to parse row labels as dates... Trying date order MMDDYYYY Could be 2008-12-16 - 2010-12-23 Observations: 10; days in sample: 738 Probably quarterly data 2008: probably a year... quarter 4? 2008:4: not a consistent date but the dates are not complete and consistent Trying date order DDMMYYYY treating these as undated data 3. And lastly if I end my sample with one last observation gretl is equally confused as in case 2. date x 12/16/2008 1 12/17/2008 2 12/18/2008 3 12/19/2008 4 12/20/2008 1 12/21/2008 2 12/22/2008 3 12/23/2008 4 12/23/2009 15 12/23/2010 12/23/2011 12/23/2012 30 parsing \\naspm\portmgr\Sangvinatsos_Antonios\private\Appsense\gretl\testgretl.csv... using delimiter ',' longest line: 15 characters first field: 'date' seems to be observation label number of columns = 2 number of variables: 1 number of non-blank lines: 13 scanning for variable names... line: date,x scanning for row labels and data... first row label "12/16/2008", last label "12/23/2012" trying to parse row labels as dates... Trying date order MMDDYYYY Could be 2008-12-16 - 2012-12-23 Observations: 12; days in sample: 1469 Probably quarterly data 2008: probably a year... quarter 4? 2008:4: not a consistent date but the dates are not complete and consistent Trying date order DDMMYYYY treating these as undated data Conclusions: So, what I understand is that gretl wants consecutive dates and cannot handle gaps. Is there any way to overcome this problem? Note that not having all the dates is normal, since a security may not trade every day, holidays, etc. So filling in all the dates and putting nulls or huge values for the missing dates is not necessarily a good approach. Thanks, A. From: Sangvinatsos, Antonios Sent: Wednesday, October 25, 2017 6:12 AM To: Gretl development Subject: RE: [Gretl-devel] Time series data with gaps and plots Allin, The test data you provided below worked fine. Gretl did not ask me to give it a time series of panel interpretation and immediately understood it is a time series. For example the time series plot option in the Variable tab was allowed together with correlogram and other time series features. I suspected that I perhaps have to change the name of my date variable from ASOF_DATE to DATE. When I do this the program understands the first variable as a row label variable (improvement) but it does not understand it as a date and it continues to ask me about what interpretation I would like to give to the data. BTW the data look like as shown below and I deleted the double row. File attached in the email. Also below you can find the log from importing the csv and the pop up window asking for the interpretation of the data. Note that I get exactly the same behavior when I try to import the data Helio sent. date MKT 10/1/2007 389.6862 10/2/2007 382.1424 10/3/2007 380.0537 10/4/2007 382.5805 10/5/2007 371.6119 10/9/2007 359.7062 parsing \\naspm\portmgr\Sangvinatsos_Antonios\private\Appsense\gretl\Sent_to_Gretl.csv<file:///\\naspm\portmgr\Sangvinatsos_Antonios\private\Appsense\gretl\Sent_to_Gretl.csv>... using delimiter ',' longest line: 24 characters first field: 'DATE' seems to be observation label number of columns = 2 number of variables: 1 number of non-blank lines: 2451 scanning for variable names... line: DATE,MKT scanning for row labels and data... first row label "10/1/2007", last label "9/25/2017" trying to parse row labels as dates... definitely not a four-digit year treating these as undated data [cid:image001.png@01D34D5C.AC9BD4A0] Thanks, A. -----Original Message----- From: gretl-devel-bounces@lists.wfu.edu<mailto:gretl-devel-bounces@lists.wfu.edu> [mailto:gretl-devel-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell Sent: Tuesday, October 24, 2017 4:25 PM To: Gretl development Subject: Re: [Gretl-devel] Time series data with gaps and plots On Tue, 24 Oct 2017, Sangvinatsos, Antonios wrote: No, it is supported. Did you fix the duplicated date? (12/17/2015). Here's a daily CSV fragment which you should be able to verify as recognized OK by gretl: date,x 12/16/2008,1 12/17/2008,2 12/18/2008,3 12/19/2008,4 12/20/2008,1 12/21/2008,2 12/22/2008,3 12/23/2008,4 Allin _______________________________________________ Gretl-devel mailing list Gretl-devel@lists.wfu.edu<mailto:Gretl-devel@lists.wfu.edu> https://urldefense.proofpoint.com/v2/url?u=http-3A__lists.wfu.edu_mailman... This message contains confidential information and is intended only for the individual named. If you are not the named addressee, you should not disseminate, distribute, alter or copy this e-mail. Please notify the sender immediately by e-mail if you have received this e-mail by mistake and delete this e-mail from your system. E-mail transmissions cannot be guaranteed to be secure or without error as information could be intercepted, corrupted, lost, destroyed, arrive late or incomplete, or contain viruses. 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