Re: [Gretl-devel] Midas and join (or append)
Am 12.01.2018 um 21:21 schrieb Allin Cottrell:
In addition, however, join works pretty nicely without the help of a
temporary datafile, provided the high-frequency data start in the first
sub-period
<hansl>
open AWM.gdt -q
list PCIT = zeros(1,3)
loop i=1..3 -q
vname = sprintf("PC6IT_m%d", i)
join hamilton.gdt @vname --data=PC6IT --aggr=seq:$i
PCIT[4-i] = @vname
endloop
setinfo PCIT --midas
</hansl>
I'll update the gretl-midas doc with one or both of these examples.
Hm I don't know, to me this is far from user-friendly. The restriction
about the first subperiod is not innocuous, either. Again, compare with
the example in the midas docs for putting together the data from a gretl
database (and also in the GUI, I've tried that right now).
In your earlier email you wrote that the intentional compact-then-match
ordering would be relatively straightforward to implement, although
perhaps not the cleanest way. This still looks like the most attractive
way to me.
Apart from that, I don't really think a temporary file is a problem per
se. In principle I guess a wrapper for the 7 or 8 lines of code that do
the compacting and then joining (or appending) could also be done as a
new hansl function in the extra package.
(BTW, slightly off-topic about the database documentation: The doc for
the 'store' command says about databases: "At present this option is
available only for annual, quarterly or monthly time-series data." The
database spec in the manual also mentions weekly and daily data I
believe. Is on of these infos out of date?)
cheers,
sven