On Wed, 29 Aug 2012, huugh(a)centrum.cz wrote:
Hi,
is there a way how to reference a separate time observations for a given time series in
gretl?
For example, if I wish to compute a "recession" dummy, i.e. an indicator
with 1, if in the two last periods there were negative growth rates and
0 otherwise?
E.g. let's have this time series called X (below is some data, with the
obs. number and growth rate)
[...]
<hansl>
series gro = ldiff(X)
series rec = (gro<0) && (gro(-1)<0)
</hansl>
HTH
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Riccardo (Jack) Lucchetti
Dipartimento di Economia
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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