[Gretl-users] Re: appending (or joining) a plain time series into a panel
On Mon, 11 Jan 2021, Sven Schreiber wrote:
I know this has been discussed before, but I'm confused about the
status
quo. I have a panel dataset with time dimension (years) from 1993
through 2018. Then I have a time series file (gretl format) ranging from
1991-2019, so slightly longer on both ends.
I have tried in vain using the "join" dialog to add that time series
into the panel, matching by the explicit "year" denomination, or
"$obsmajor" or whatever. (This is the release candidate.)
Now I actually know how to solve this, as described in the cheatsheet
section of the guide: Shorten the time series manually to match the
panel T length.
Shortening the annual data would enable handling of this via
"append", but for "join" it's not necessary. Simulation script:
<hansl>
nulldata 29
setobs 1 1991
store annual.gdt
clear
N = 4
T = 26
NT = N*T
nulldata NT --preserve
setobs T 1:01 --stacked-time-series
year = time + 1992
join annual.gdt x --data=index --ikey=year --okey=$obsmajor
print -o
</hansl>
This wasn't working in the GUI because it wasn't set up to handle
native gretl datafiles -- glad we caught that problem!
As things stood you'd have to know to type "$obsmajor" for the outer
key. But that's now represented in the GUI and the help text is
updated to explain that you can't import $obsmajor but can use it as
a key.
Allin