Very compact, as always. But it wouldn't work for a dataset with weekly or daily frequency, would it?

Jan Annaert

http://www.ua.ac.be/jan.annaert
http://ssrn.com/author=143473

From: "Riccardo Lucchetti (Jack)" <r.lucchetti@univpm.it>
Reply-To: "r.lucchetti@univpm.it" <r.lucchetti@univpm.it>, "gretl-users@lists.wfu.edu" <gretl-users@lists.wfu.edu>
Date: zondag 16 september 2012 22:40
To: "walt@dataanalyticscorp.com" <walt@dataanalyticscorp.com>, "gretl-users@lists.wfu.edu" <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] extracting month number

On Sun, 16 Sep 2012, Data Analytics Corp. wrote:

Hi,

I have a monthly time series of the Dow Jones Industrial Index beginning

1928:10.  I'd like to create a new variable that is just the month

number: 10, 11, 12, 1, 2, 3,....   How can I do this?  I thought there

would be a month function in Gretl, but I don't see one.  This question,

of course, extends to the year (1928, 1928, 1929, 1929,...) and quarter

if I have quarterly data.

Does this help?

<hansl>

open bjg.gdt

series year = 1949 + floor((t-1)/12)

series month = 1 + ((t-1)%12)

</hansl>

--------------------------------------------------

Riccardo (Jack) Lucchetti

Dipartimento di Economia

Università Politecnica delle Marche

(formerly known as Università di Ancona)

r.lucchetti@univpm.it

http://www2.econ.univpm.it/servizi/hpp/lucchetti

--------------------------------------------------