Re: [Gretl-devel] seasonal / periodic dummies in panel data
On Fri, 4 Dec 2015, Sven Schreiber wrote:
I have a panel dataset which is monthly in the time dimension, and I
have done:
setobs 12 1991:1 --panel-time
which is recognized as the subsequent invocation of '$obsdate' shows.
However, the menu item "add/periodic dummies" is greyed out. Any reason
for that?
Reason: hours_in_day <= 24 (allowing for sleeping). It's a fairly
substantial coding effort to generalize all "privileges" associated
with time-series data to the time dimension of panels. (The
--panel-time option was originally intended just to produce a
correct-looking time dimension in panel plots.)
Also, the seasonals() function gives strange error messages;
here's an
example script:
<hansl>
open abdata.gdt
setobs 4 1900:1 --panel-time # just an example
series seas = seasonals(1)
</hansl>
The "strange message" is trying to say that isn't implemented for
panel data ("This command won't work with the current periodicity").
However, it turns out that this particular feature (the seasonals
function and the associated GUI item "/Add/Periodic dummies") is not
too difficult to implement for the simpler periodic cases in panel
data (quarterly, monthly, hourly), and that's now in git and
snapshots.
Allin