Re: [Gretl-users] Panel data time series means with weighting

I would like to calculate time series means in a panel data set as easily as pmean() and wonder if there is a built in function or easier way than my script below. I am computing stock market returns for a portfolio where px=1 was set to select the included cross-sectional identifiers, and note I also need to weight (by market value in this case). smpl --full series retp= NA ## Loop over dates loop foreach dx 38748 38776 38807 smpl --full ## Set sample dates and selected ids smpl DATE= $dx --restrict smpl px=1 --restrict ## Compute weighted average returns as wls intercept coefficient wls mktval_lag ret const --quiet series retp=$coeff(0) endloop Second and third thing: I imported the data from EXCEL and the dates are numbers (1/1/1900=0), hence my loop over 38748 38776 38807 that are month end days. Is there a easy way to get all date ids to loop over and format as dates. _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users