[Gretl-devel] Re: basic questions/comments on X13
On 05.01.22 19:29, Sven Schreiber wrote:
Bottom line: Apart from the needed general comparisons and checks, it
would be nice if we could add the td1coef option for working days
adjustment to the gretl wrapper for X13. This actually doesn't look so
difficult, I might even try it myself... (If I do, it would be in a new
branch.)
I've now had a go at this in the new branch x13workingdays. There's a
new recognized option key "working_days" for the options bundle to the
deseas() function, just like there was "trading_days", with the values 0
(off), 1 (on), 2 (auto). (If the trading_days option is also present and
not set to off/zero, then the working_days option will be ignored,
currently without a warning.) It compiles and actually seems to work for
me; trivial test script:
<hansl>
open bjg
series aha_t = deseas(log(g), _(trading_days=1))
series aha_w = deseas(log(g), _(working_days=1))
series aha_check = deseas(log(g))
</hansl>
The three variants produce three slightly different results. (And since
trading_days=2 (auto) is the implicit default, this must mean that no
trading days effect is found for aha_check, otherwise it would have
produced the same result as aha_t.)
So far so good, I'd say! It would be nice if some gretl C master
eventually could take a look at my edits in the x13workingdays branch.
(BTW, is there a special reason why plugin/tramo_x12.h is written with
an underscore but plugin/tramo-x12.c with a hyphen?)
thanks
sven