Re: [Gretl-devel] INFO: $obsmicro refers to day instead of week for weekly series
Am 16.03.2019 um 08:28 schrieb Artur Tarassow:
Am 15.03.19 um 14:11 schrieb Sven Schreiber:
> Am 14.03.2019 um 21:00 schrieb Artur Tarassow:
>> for a weekly data set, the accessor $obsmicro returns the day
>> instead of the week.
>
> Yes, that is according to the spec (=expected).
Thanks for clarification, Sven.
Actually, thinking some more about it I'm not sure it really is
documented (and perhaps not even explicitly intended). I'm also noticing
that adding periodic dummies (in the GUI) and the seasonals() function
in a weekly dataset work just fine, so in the background there is some
week indicator.
>> I would have expected that for this frequency the
"micro"-frequency
>> should refer to the calendar week.
Given the periodicity 52 perhaps the
"minor" frequency would make even
more sense, thinking about a year:week structure.
Indeed, seems like I need to write a my own function for this ;-)
Here's an idea (relatively brute force):
<hansl>
open nysewk.gdt
list s = seasonals() # gives S1...S52
series obsweek = NA
loop i=1..$pd -q
obsweek = (S$i == 1) ? i : obsweek
endloop
smpl full
</hansl>
cheers
sven
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