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I am working on oil prices "WTI"
Is it possible to create within Gretl a dummy that takes the value 1 when
WTI goes up and 0 when WTI goes down?
For example within Excel for a column A that contains WTI it is something
like IF(A2>A1,1,0).
Thank you,
PG
*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace
Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>
Attachments:
- attachment.html (text/html — 2.6 KB)
On Thu, 31 Jan 2019, Periklis Gogas wrote:
I am working on oil prices "WTI"
Is it possible to create within Gretl a dummy that takes the value 1 when
WTI goes up and 0 when WTI goes down?
For example within Excel for a column A that contains WTI it is something
like IF(A2>A1,1,0).
Something like
<hansl>
series WTIdum = diff(WTI) > 0
</hansl>
should do.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
This is great Reccardo!
Thank you so much. I have to invest in learning to code in Gretl a bit.
PG
*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace
Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>
On Thu, Jan 31, 2019 at 8:49 AM Riccardo (Jack) Lucchetti <
r.lucchetti(a)univpm.it> wrote:
On Thu, 31 Jan 2019, Periklis Gogas wrote:
> I am working on oil prices "WTI"
> Is it possible to create within Gretl a dummy that takes the value 1 when
> WTI goes up and 0 when WTI goes down?
>
> For example within Excel for a column A that contains WTI it is something
> like IF(A2>A1,1,0).
Something like
<hansl>
series WTIdum = diff(WTI) > 0
</hansl>
should do.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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