[Gretl-devel] Re: help: an issue with dummies using weekly data
Many thanks, Allin,
I'll do that from now on. Note however that this problem algo occurs when the
practitioner "builds" the dummy though the user interface.
Thanks again.
D.
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Mensaje original
De: cottrell(a)wfu.edu
Enviados: 14 de septiembre de 2020 16:28
Para: gretl-devel(a)gretlml.univpm.it
Responder a: gretl-devel(a)gretlml.univpm.it
Asunto: [Gretl-devel] Re: help: an issue with dummies using weekly data
On Mon, 14 Sep 2020, Daniel Ventosa-Santaulària wrote:
Hello everybody:
Last week I was working with a weekly data set of my own. I tried to
include a dummy variable (to model a break) and found that the instruction
in Gretl was not working properly; the dummy variable is created, but
filled only with zeros; no "ones" are included after a precise date. At
first I thought it was a problem with my data, but then I tried with a
sample file and the problem persists. I am using gretl 2020d. Below I
provide an example code to show what the problem is:
#___________________________
clear
open nysewk.gdt
series Dummy = obs>=1995-02-22 && obs<=2006-07-27
series Dummy2 = obs>=1995-02-22
gnuplot Dummy Dummy2 --time-series --output="display"
#___________________________
Daniel,
You need to quote those dates to make this work:
series Dummy = obs>="1995-02-22" && obs<="2006-07-27"
series Dummy2 = obs>="1995-02-22"
Otherwise gretl tries to parse them as integer values.
Allin
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