[Gretl-users] Re: Count consecutive observations

On Tue, 28 Apr 2020, Riccardo (Jack) Lucchetti wrote: > On Tue, 28 Apr 2020, F.R.Costa wrote: > >> I guys,hope you're all well, >> >> I have a very quick question. I am working with stock market data. Let's say I have price observations for stock X. I want to exclude stock X from my data if it doesn't have at least 24 consecutive observations. Is there any simple command able to retrieve a consecutive count of observations. $nobs would give a total count, but is there a way to take account of this? >> > > You may find this example useful: > > <hansl> > set verbose off > set seed 123 > nulldata 60 > setobs 5 2020-01-01 > > # construct an artificially "gappy" series > x = uniform() < 0.8 ? normal() : NA > > # now compute the streaks > series streak = ok(x[1]) # initialise > series streak = ok(x) ? streak(-1) + 1 : 0 # compute the actual streaks > > printf "longest streak = %d\n", max(streak) > > print x streak -o > </hansl> > Filipe, Jack beat me to it, with a more concise and elegant version than I was writing, but just in case it's helpful here's another approach. <hansl> set verbose off nulldata 700 setobs 12 1960:01 series x = normal() x = abs(x) > 2.4 ? NA : x summary x --simple maxconsec = 0 loop i = 1..$nobs --quiet consec = 0 loop j = i..$nobs --quiet if ok(x[j]) consec++ else break endif endloop if consec > maxconsec maxconsec = consec endif endloop printf "x has a max of %d consecutive observations\n", maxconsec </hansl> Allin _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/