Re: [Gretl-users] change frequency

Datum: Wed, 18 Nov 2009 22:59:37 -0500 (EST) Von: Allin Cottrell <cottrell(a)wfu.edu&gt; An: Gretl list <gretl-users(a)lists.wfu.edu&gt; Betreff: Re: [Gretl-users] change frequency

On Thu, 19 Nov 2009, yinung at Gmail wrote: > How can I generate a Monday dummy if the daily data is on a irregular > week base, for example, djclose.gdt? You can't expect this to be super-simple, can you? But here goes... <script> function scalar day_of_week (scalar yr, scalar mo, scalar day) # returns 0 = monday, 1 = Tuesday, ... # See Uspensky and Heaslet, Elementary Number Theory (1939) scalar c, d, i1, i2, i3 if (mo < 3) yr-- mo += 10 else mo -= 2; endif c = yr / 100 d = yr % 100 i1 = int(floor(2.6 * mo - 0.2) % 7) i2 = int(floor(d / 4.0) % 7) i3 = int(floor(c / 4.0) % 7) return ((day%7)+i1+(d%7)+i2+i3-((2*c)%7))%7 end function open djclose.gdt scalar T = $nobs scalar yr, mo, day string datestr series monday = 0 set messages off loop i=1..T -q smpl i i outfile date.txt --write print djclose -o outfile --close string date = $(tail -n+4 date.txt | head -1 | awk '{print $1}') sscanf date, "%d/%d/%d", &yr, &mo, &day printf "yr = %d, mo = %d, day = %d\n", yr, mo, day scalar dow = day_of_week(yr, mo, day) if dow == 0 monday[i] = 1 endif endloop smpl --full print djclose monday -o </script> If you're on MS Windows and don't have the basic text-processing tools tail, head and awk, go to gnuwin32.sourceforge.net for salvation. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users