[Gretl-users] new string handling (was Re: Unit Root Test)
On Sun, 3 Feb 2008, I wrote:
In the meantime this might be helpful: if you estimate an
ar(i)ma model using the --x-12-arima option in gretl, a plain
text file named varname.rts (where "varname" is the name of the
dependent variable) is written.
Around Christmas I added some functionality for handling strings.
I think the timing was bad and it wasn't much noticed, and as a
result was not much debugged. However, reading roots information
from a X-12-ARIMA .rts file is a handy case in point. I've had a
go at this, and in the process have fixed a few bugs and added
some more functionality. Find below a function that reads an .rts
file and returns a roots matrix. The new string-handling idioms
are explained in (a) "help sscanf" and (b) section 11.2 of the
User's Guide (CVS and Windows snapshot).
<script>
function read_x12a_roots (series y, int type[1:2:1])
# compose the name of the X12A roots file...
sprintf yfile, "%s/%s.rts", @x12adir, argname(y)
# and grab its content into a string
string rts = readfile(@yfile)
matrix r
matrix R
if (type = 1)
string targ = "AR"
else
string targ = "MA"
endif
string line = strstr(@rts, @targ)
loop while isstring(line) --quiet
# offset on line to find the numbers
string line = @line + 18
# get 4 values: real, imaginary, modulus, frequency
sscanf @line, "%m", r
R = R|r
string line = strstr(@line, @targ)
endloop
return matrix R
end function
open data9-7
arma 2 1 ; QNC --x-12-arima
AR_roots = read_x12a_roots(QNC, 1)
MA_roots = read_x12a_roots(QNC, 2)
print AR_roots MA_roots
</script>
Allin.