From henrique.coelho@gmail.com Thu Sep  2 14:17:47 2010
From: Henrique Andrade <henrique.coelho@gmail.com>
To: gretl-users@gretlml.univpm.it
Subject: [Gretl-users] Accumulating series
Date: Thu, 02 Sep 2010 15:17:15 -0300
Message-ID: <AANLkTi=L8orTmRGE8pJ_iiopgDQv15i63Yy2QKUXQuN7@mail.gmail.com>
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From cottrell@wfu.edu Thu Sep  2 15:36:54 2010
From: Allin Cottrell <cottrell@wfu.edu>
To: gretl-users@gretlml.univpm.it
Subject: Re: [Gretl-users] Accumulating series
Date: Thu, 02 Sep 2010 15:36:53 -0400
Message-ID: <Pine.A41.4.58.1009021531070.536986@f1n11.sp2net.wfu.edu>
In-Reply-To: AANLkTi=L8orTmRGE8pJ_iiopgDQv15i63Yy2QKUXQuN7@mail.gmail.com
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On Thu, 2 Sep 2010, Henrique Andrade wrote:

> How can I accumulate a series in 12 months inside a script? Now this is what
> I'm doing:
>
> series var112m = var1 + var1(-1) + var1(-2) + var1(-3) + var1(-4) + var1(-5)
> + var1(-6) + var1(-7) + var1(-8) + var1(-9) + var1(-10) + var1(-11)
>
> Could you please suggest a more elegant way?

# cumulate var1
series var1cum = cum(var1)
# take the annual difference
series var112m = var1cum - var1cum(-12)
# and fill in the dropped observation
var112m[12] = var1cum[12]

Allin Cottrell

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From r.lucchetti@univpm.it Thu Sep  2 15:50:35 2010
From: Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it>
To: gretl-users@gretlml.univpm.it
Subject: Re: [Gretl-users] Accumulating series
Date: Thu, 02 Sep 2010 21:50:31 +0200
Message-ID: <alpine.DEB.2.00.1009022149350.17606@ec-4.econ.univpm.it>
In-Reply-To: Pine.A41.4.58.1009021531070.536986@f1n11.sp2net.wfu.edu
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On Thu, 2 Sep 2010, Allin Cottrell wrote:

> On Thu, 2 Sep 2010, Henrique Andrade wrote:
>
>> How can I accumulate a series in 12 months inside a script? Now this is wh=
at
>> I'm doing:
>>
>> series var112m =3D var1 + var1(-1) + var1(-2) + var1(-3) + var1(-4) + var1=
(-5)
>> + var1(-6) + var1(-7) + var1(-8) + var1(-9) + var1(-10) + var1(-11)
>>
>> Could you please suggest a more elegant way?
>
> # cumulate var1
> series var1cum =3D cum(var1)
> # take the annual difference
> series var112m =3D var1cum - var1cum(-12)
> # and fill in the dropped observation
> var112m[12] =3D var1cum[12]

Or, alternatively,

<script>
nulldata 72
setobs 12 1:1

x =3D normal()

# alternative 1
y1 =3D filter(x, ones(12,1))

# alternative 2
list X =3D x(0 to -11)
y2 =3D lincomb(X, ones(12,1))
</script>


Riccardo (Jack) Lucchetti
Dipartimento di Economia
Universit=C3=A0 Politecnica delle Marche

r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti

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From cottrell@wfu.edu Thu Sep  2 16:25:10 2010
From: Allin Cottrell <cottrell@wfu.edu>
To: gretl-users@gretlml.univpm.it
Subject: Re: [Gretl-users] Accumulating series
Date: Thu, 02 Sep 2010 16:25:09 -0400
Message-ID: <Pine.A41.4.58.1009021624100.536986@f1n11.sp2net.wfu.edu>
In-Reply-To: alpine.DEB.2.00.1009022149350.17606@ec-4.econ.univpm.it
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On Thu, 2 Sep 2010, Riccardo (Jack) Lucchetti wrote:

> On Thu, 2 Sep 2010, Allin Cottrell wrote:
>
> > On Thu, 2 Sep 2010, Henrique Andrade wrote:
> >
> >> How can I accumulate a series in 12 months inside a script? Now this is what
> >> I'm doing:
> >>
> >> series var112m = var1 + var1(-1) + var1(-2) + var1(-3) + var1(-4) + var1(-5)
> >> + var1(-6) + var1(-7) + var1(-8) + var1(-9) + var1(-10) + var1(-11)
> >>
> >> Could you please suggest a more elegant way?
>
> # alternative 1
> y1 = filter(x, ones(12,1))

That wins the elegance prize, hands down!

Allin

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