Re: [Gretl-users] scripted creation of seasonal dummies
On Mon, 18 Feb 2013, Ignacio Diaz-Emparanza wrote:
I see now from Jack's response that the function might be made
now much
simpler using
q=$obsminor
list D=dummify(q)
and if $obsminor is allowed as a parameter of 'dummify' in only one line:
list D=dummify($osbminor)
(But Jacks's example does not work for $pd=168)
This one does:
<hansl>
nulldata 8400
setobs 168 1:1 --special-time-series
series hr = (time-1)%$pd + 1
discrete hr
list D = dummify(hr)
</hansl>
> Actually, if the seasonal dummies business were touched, I would
propose
> to think also about covering centered seasonal dummies, as gretl already
> does in the VECM case.
I also support this.
I agree it would be nice to have, but this is not difficult to achieve in
a script. To expand on the script above:
<hansl>
nulldata 8400
setobs 168 1:1 --special-time-series
series hr = (time-1)%$pd + 1
discrete hr
list D = dummify(hr)
loop foreach i D --quiet
$i -= 1/$pd
endloop
</hansl>
That said, one may conceivably add an optional parameter to the dummify()
function to have centred dummies (although we already have one, but...).
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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