On Thu, 1 Apr 2010, Giorgio Gozzi wrote:
Hi everone.. I am recently trying to use and learn GRETL..I need help..when i try to
confront the sign of the return of the time series of index FTSEMIB with the sign of the
time series of the returns of every of the of every of its 40 elementary members. In
order to count how many times there is an agreement between the sign of each return and
that one of index FTSEMIB.
I wanted to resolve the problem using the function SIGN but such function lacks in the
directory of Gretl.
I will be very pleased to have some suggestion to this issue.
How about the following?
<script>
series agree = (ret * FTSEMIB) > 0
</script>
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti