[Gretl-users] Re: Updating dataset from gretl's built-in St. Louis FRED database using script
On Wed, 1 May 2019, Fred Engst wrote:
Hi all,
I've extracted a set of time series data from gretl’s St. Louis FRED a few years ago,
and am interested in updating the series to the latest viable date.
Instead of doing it one at a time using the GUI, I’m interested in using a script for
this task. I looked online, checked on the mail list, and found none.
Any suggestion?
Here's a little example I run from time to time for pedagogical
purposes, automatically grabbing the current data of interest:
<hansl>
open fedstl.bin
data fedfunds cpilfesl unrate
# 12-month inflation
series inflation = 100*(cpilfesl - cpilfesl(-12))/cpilfesl(-12)
# estimation period
smpl 1988:01 2008:10
m <- ols fedfunds const inflation unrate
matrix b = $coeff
smpl 1988:01 $tmax
series Tfit = b[1] + b[2]*inflation + b[3]*unrate
setinfo fedfunds --graph-name="Fed Funds rate"
setinfo Tfit --graph-name="Taylor fit"
gnuplot fedfunds Tfit --time --with-lines --output=display \
{set key top right;}
</hansl>
Allin