Am 27.09.19 um 13:08 schrieb ΑΝΔΡΕΑΣ ΖΕΡΒΑΣ: > > Hi all, > > Just a quick question: suppose that one has several files with time > series, e.g. several files with macro data, each file for a country > (or maybe one file with time series from several countries). Is there > a way to create from hansl a panel dataset, without copying (stacking) > the data into a spreadsheet? > > Many thanks in advance, > > Andreas Hi Andreas, almost everyhting can be done with gretl ;-) You will need the join command for this type of work. See ch. 7 in the manual.

Thank you both. Maybe I should clarify the following, in case it is of help: I am referring to gretl datafiles with data obtained from DBNOMICS. So essentially one downolads e.g. time series from several countries and wants to effectively stack them in order to create a panel.

On Fri, 27 Sep 2019, Artur Tarassow wrote: > Am 27.09.19 um 13:08 schrieb ΑΝΔΡΕΑΣ ΖΕΡΒΑΣ: > > > > Just a quick question: suppose that one has several files with time series, > > e.g. several files with macro data, each file for a country (or maybe one > > file with time series from several countries). Is there a way to create from > > hansl a panel dataset, without copying (stacking) the data into a > > spreadsheet? > > Hi Andreas, > almost everyhting can be done with gretl ;-) > > You will need the join command for this type of work. See ch. 7 in > the manual. "join" is not the only tool that could be used for this job but I think Artur is right: it should work well. Here's a little example, in the form of two scripts (which could be combined). The first reads some series from dbnomics -- annual population and employment for Germany, France and Italy -- and writes a time-series dataset; the second creates a panel dataset and fills it using "join", drawing from the time-series data. <hansl> # script 1: create time-series dataset set verbose off include dbnomics.gfn nulldata 38 setobs 1 1980 provider = "IMF" database = "WEO" bundle spec = null spec["weo-country"] = defarray("FRA", "DEU", "ITA") spec["weo-subject"] = defarray("LP", "LE") bs = dbnomics_get_multiple(provider, database, 20, 0, spec) list X = null loop i = 1..nelem(bs) --quiet sn = fixname(bs[i].series_code, 1) series tmp = NA dbnomics_bundle_get_data(bs[i], &tmp) # add series to list X += genseries(sn, tmp) endloop # save the per-country time-series data store tmp.gdt X </hansl> <hansl> # script 2: convert to panel # 38 years, 3 countries NT = 38 * 3 nulldata NT setobs 38 1:01 --stacked-time-series series country = $unit series Employment series Population strings cnames = defarray("DEU", "FRA", "ITA") # set the sample to each country in turn loop i = 1..3 --quiet smpl country == i --restrict --replace ename = sprintf("%s_LE", cnames[i]) pname = sprintf("%s_LP", cnames[i]) join tmp.gdt Employment --data="@ename" join tmp.gdt Population --data="@pname" endloop smpl full setinfo Employment --description="Employment - Persons" setinfo Population --description="Population - Persons" store dbn_panel.gdt </hansl> Allin Cottrell_______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/