Re: [Gretl-users] Asymmetric ECM with Gretl, is it possible ?
On 05-04-2012, at 12:32, Hanne holopainen wrote:
Hi again,
......
Am 3. April 2012 17:42 schrieb Hanne holopainen <nevalaine1(a)gmail.com>:
Hi everybody !
I am a beginner as a user of Gretl and I would be very pleased if someone could help me
with a few details. Especially I am interested in possibilities offered by Gretl to make
an asymmetric error correction model. I have not been able to find a way to divide my
data, or in fact explanatory variables, on the basis of their sign (positive/negative), so
that both positive and negative values of them would be in the model at the same time . Is
it possible in Gretl at all ?
Have a look at this
<hansl)>
series y=randgen(N,0,3)
series ypos=(y>0)*y
series yneg=y-ypos
</hansl>
Berend