Re: [Gretl-devel] 'smpl' in loop in function
On Mon, 27 Jun 2011, Ignacio Diaz-Emparanza wrote:
El 26/06/11 19:07, Sven Schreiber escribió:
> Hi,
>
> so I'm trying to make my function package work both with sub-sampled and
> full-sampled data. This is not so easy because of gretl's behavior to
> use pre-sample data for VAR/VECM estimation, if such data is available.
> This means that the two cases (sub-sampled or not) have to be handled
> differently. (IMHO this is bad, BTW, so taking up the issue which was
> already discussed before, I still vote to always *prevent* gretl from
> reaching back to pre-sample values.)
I have also been some time in the need that gretl does not 'remember'
the part of the sample that was before the first subsampled observation.
In general I think that this behaviour may be practical but in some cases
we need that gretl absolutely forget the previous observations. May be
possible to add an option --forget to the smpl command such that gretl
work in that way?
Sorry it has taken me a while to get to this. Sven and Ignacio,
could you give an account of exactly how the current smpl
behavior is problematic? I'm not saying there's no problem, but
I'd like to get clear on precisely what it is. A simple example
function that exposes the problem would be nice.
Ignacio's suggestion of an option switch for smpl may be worth
pursuing. I'm reluctant to switch the behavior unconditionally.
The way it works at present is IMO easier for the fairly common
task of replicating estimation of dynamic models. E.g, somebody
has estimated a dynamic model starting in 1990:1 and you want to
replicate it: you just do "smpl 1990:1 ;" and estimate.
Otherwise you would have to calculate where the data range
should start in order to get estimation starting in 1990:1.
That's trivial in some cases, not so trivial in others.
Allin