Re: [Gretl-users] convert matrix to series
On Tue, 1 Mar 2016, Allin Cottrell wrote:
The motivation for recording "t1" and "t2"
(starting and ending observations)
on matrices derived from series was to do with issues that come up in
time-series work (i.e. allowing for lags/leads, differences, etc.). The
notion was that if you sucked a matrix out of a series at one point, then it
might be useful to know where it (or a transformation of it that preserved
the number of rows) should be stuck back into the dataset at a later point.
Having t1 and t2 saved on a matrix also allows "series s = matrix m" for
cases where the the length of m is not equal to the current sample range nor
the full length of the dataset, provided the t1 and t2 values are in range.
Agreed. But this information is something that the user can easily store
somewhere else (eg two scalars) if needed. I would guess that anybody who
needs to pour a matrix into a series or vice versa in a non-trivial way
can be considered savvy enough to handle "row accounting" by themselves.
I'll have to check how much, if anything, would be disturbed if
we abolished
this behavior. But a half-way house would be:
(a) record t1 and t2 on series-derived matrices only when the dataset is
time-series; and
(b) use this information when converting back from matrix to series only if
the number of rows in the matrix fails to match the current sample size or
the length of the dataset. Hence it could only avert an error that would
othwerise occur in the conversion -- though I'm aware that it could mask a
real error under some conditions.
I wouldn't be against this, but it's tremendously important that we
document adequately what happens when.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
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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