Re: [Gretl-users] Stocks Import in gretl
On Thu, 17 Aug 2006, D. Mexis wrote:
I want to try to pass daily closes of stock market in gretl, in order
to
try find some betas or play with the functions.
The problem is that I do now know how to pass them, so the program can
see the data as day-by-day of each one unique stock-entity.
To clarify, I notice that when I pass 300 stocks in the program, the
program see them as one, and even if I use the options of importing a
csv file, I can't make it see that I have 300 stocks X 5 days, and not 1
type of stock for...N periods.
If you have m variables, each representing a time-series for an
individual stock, you need to set up the data in columns. For
example:
obs stock1 stock2 stock3 ...
1 25.31 10.67 3.80
2 26.42 9.38 3.81
3 26.99 9.45 3.80
and so on. You should be able to do this in a spreadsheet or
text editor.
Allin Cottrell