Hi,
I will be working with Midas in gretl again soon, and I've just reread
(or let's say, re-browsed) the midas_gretl.pdf guide.
Looking at the section "importation via join", it occurs to me that this
is quite involved. In contrast, "importation from a database" is very
simple.
Shouldn't it be possible to just do something like this:
<hansl-future>
open AWM.gdt # quarterly
join hamilton.gdt EXRITL --compact=spread # monthly to quarterly
</hansl-future>
or perhaps the 'append' command is better suited than join here? So
replace the last line above with (which however gets all series, but
that's OK):
append hamilton.gdt --spread
I guess this append thing would basically be a syntactic shortcut for
this block (more or less):
pd = $pd
store temp.gdt # the currently active dataset
open hamilton.gdt --preserve
dataset compact pd spread
store tempcompact.gdt
open temp.gdt
append tempcompact.gdt
I'm ready to consider working more with the database storage format
(which I almost never have done), but is the above suggestion unreasonable?
thanks,
sven