Re: [Gretl-users] sorry, learning hansl question

-----Original Message----- From: gretl-users-bounces(a)lists.wfu.edu [mailto:gretl-users- bounces(a)lists.wfu.edu] On Behalf Of Tim Nall Sent: Friday, May 16, 2014 10:05 PM To: Gretl list Subject: Re: [Gretl-users] sorry, learning hansl question Thank you... and can kpss output be captured and used within an if statement to select between two possible dependent variables? TMN On Sat, May 17, 2014 at 10:56 AM, Logan Kelly <logan.kelly(a)uwrf.edu&gt; wrote: > You can do this in two ways. > > First: > > smpl 1855 1894 > loop i = 1..3 > #do stuff > smpl +5 +5 > endloop > > Second: > > string st_yr = "1855 1860 1865 1870" > string ed_yr = "1894 1899 1904 1909" > string st ed > loop i = 1..4 > st = strsplit(st_yr,i) > ed = strsplit(ed_yr,i) > smpl @st @ed > #do stuff > endloop > > The second option should only be used if your periods do not change in a regular way as it is slower. > > Logan > >> -----Original Message----- >> From: gretl-users-bounces(a)lists.wfu.edu [mailto:gr etl-users- >> bounces(a)lists.wfu.edu] On Behalf Of Tim Nall >> Sent: Friday, May 16, 2014 9:10 PM >> To: Gretl list >> Subject: [Gretl-users] sorry, learning hansl question >> >> If you can figure out the iffy psuedo-psuedocode below, I'm trying >> to run 1 ols regression over 4 different date ranges (so total 4 >> regressions) with 1 dependnet variable and 1 independant variable.. >> but I want to run a kpss test on both the depvar and indvar before >> doing the regression for each date range, then utilize either the >> variable or its fiorst- differenced version depending on the results of the kpss (at 5%, hopefully). >> >> Can this be done in hansl? >> >> >> start_yr = 1855 1860 1865 1870 >> end_yr = 1894 1899 1904 1909 >> >> ## get MyDepVar and myIndVar from file, then >> >> for i in start_yr, end_yr >> >> smpl start_yr end_yr >> >> kpss 3 myDepVar ## and capture results >> if stationary = True: >> tempDepVar = MyDepVar >> else: >> tempDepVar = d_MyDepvar >> >> kpss 3 myIndVar ## and capture results >> >> if stationary = True: >> tempIndVar = myIndVar >> else: >> tempIndVar = d_myIndVar >> >> ols tempDepVar tempIndVar >> >> >> >> >> -- >> Best regards, >> Timothy M. Nall >> Assistant Professor >> National Quemoy University >> Kinmen, Taiwan >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users > > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users -- Best regards, Timothy M. Nall Assistant Professor National Quemoy University Kinmen, Taiwan _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users