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.

Many thanks in advance

Giorgio Gozzi

Prof. Giorgio Gozzi

Professor of Economic Statistics

Department of Economics

Via J.F. Kennedy, 6

University of Parma

Italy

ISI Member

Phone: +390521032418

Fax: +390521032375

 

http://economia.unipr.it/DOCENTI/