[Gretl-devel] Re: seasonal cumulation?
On Fri, 25 Feb 2022, Sven Schreiber wrote:
Hi,
it occurred to me that we have the diff/cum pair of functions, but for
seasonal periodicities we only have sdiff, not "scum" (which maybe
wouldn't be an ideal name anyway ;-)
Maybe the cum() function could be extended with an optional argument
that would allow to invoke a seasonal-step-style cumulation? For
example, for quarterly data the result would be out(t) = in(t) +
in(t-4), such that sdiff(out) would give you back 'in'.
Sven,
of course it would be nice to have, but I'm wondering: how often do you
need a hypothetical scum() function? Often enough to make
<hansl>
series m = x
series m = m(-4) + x
</hansl>
too lenghty?
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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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