Am 13.08.2012 20:43, schrieb Jan Tille:
Hello dear gretl users,
I have a question regarding the structuring of data as panel-set.
I want to create a panel that consists of 890 investment fund time series. I have no
problem to stack them either cross-sectionally or as a stacked time-series.
The problem I am trying to solve is that I also have a single time series that shall be
used as common a regressor for all the individual units, i.e. I need this series in a
panel setup.
I know that I can prepare an excel sheet, where I either copy the time-series 890 times
in a single column (stacked time-series) or where I copy each time observation 890 times
(cross-section). As this is a pretty dull task I am looking for a command so that gretl
performs this task upon the data import.
Hi Jan,
there are several ways:
a) try the append command which has a special routine for panels
b) try the new join command
c) import the data as a matrix and use loop commands with the
proper matrix selection like matrix[n,] so generate a new matrix that
has the same structure as the series you need. then just transform the
matrix into a series
Hope you get along with his hints.
I hope, that I have presented my problem properly to you.
Many thanks in advance,
Jan
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