by Ignacio Diaz-Emparanza
I finally rewrote my Tramo-linearization script to take into account some of
the new features introduced by Allin, and trying to make the script usable in
both, Linux and Windows. You may find it in the attached files.
This script uses Tramo to interpolate missing values and correct for outliers,
returning the corrected series to the control of gretl. In the example, the
series produced by Tramo are always added the suffix "_a". If Tramo detects
some missing values and/or outliers it generates a "linearized" series and so
a label "Linearized" is added to de descriptive label of the produced series;
if Tramo does not detect missing values or outliers it also produces the
series with suffix "_a" but now it is labeled as "Original".
You should "allow for shell commands" in gretl preferences to use this script.
There are two things that I would add to the gretl "wishes list" (not urgent,
Allin, if you think that it is not the time now) with respect to this type of
1- If gretl automatically produces an "environment variable" indicating
whether it is being executed in Linux/Windows, we could go without the
parameter "linux=0/1" used in this script.
2- Another problem with the decimal point: as Tramo uses points, this script
only works well if the user unselect "use locale settings as decimal points"
in preferences. May be posible to have a "set" variable to force the use of
decimal points inside a function?
Dpto. de Economía Aplicada III (Econometría y Estadística)