Re: [Gretl-devel] Midas and join (or append)
On Mon, 15 Jan 2018, Sven Schreiber wrote:
About databases:
> Hmm, not sure. I think that daily series (at least) are supposed to be
> supported in gretl databases. [Allin]
Yes as per appendix A.3 of the guide. (Weekly isn't mentioned there.)
> But I can't remember if there's any extant database that includes
> daily data; [Allin]
I couldn't find any.
I get error messages if I try to store weekly or daily data to a database. So
the 'store' doc looks right. The question then is how to actually create a
database with daily data?
It seems that daily series in gretl databases was an idea that was
only partially implemented and then never really developed. In today's
git and snapshots there are some relevant updates. You can now "store"
daily data in gretl db format, and read them back into a blank
workspace, or a matching daily workspace, or (via --compact=spread)
into a monthly workspace. At this point the GUI is only partially
synced with these changes.
Here's "proof of concept":
<hansl>
open djclose.gdt
# create daily database
store djc.bin djclose
nulldata 50
# establish monthly dataset
setobs 12 1980:01
open djc.bin
# import daily data
data djclose --compact=spread
list DJC = djclose_*
setinfo DJC --midas
print DJC --midas
</hansl>
Allin