On Thu, 11 Jan 2018, Sven Schreiber wrote:
Hi,
I will be working with Midas in gretl again soon, and I've just reread (or
let's say, re-browsed) the midas_gretl.pdf guide.
Looking at the section "importation via join", it occurs to me that this is
quite involved. In contrast, "importation from a database" is very simple.
Shouldn't it be possible to just do something like this:
<hansl-future>
open AWM.gdt # quarterly
join hamilton.gdt EXRITL --compact=spread # monthly to quarterly
</hansl-future>
or perhaps the 'append' command is better suited than join here? So replace
the last line above with (which however gets all series, but that's OK):
append hamilton.gdt --spread
I vote for join. IMO, the join command is kind of a relatively unknown gem
that we have and I think your proposal, if implemented, will make it quite
popular among people who work with time series datasets.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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