3:52 p.m.
Hi,
I need to do a simple thing which seemed to work before, but now it's
not. Suppose I have a work space with the S&P 500 closing numbers by
month. I now want to create a random walk. I used
genr y = 0
genr y = y(-1) + randgen(N, 0, 1)
but it doesn't like the ( in the y(-1). How can I get this to work?
Thanks,
Walt
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
2:56 p.m.
On Mon, 5 Oct 2009, Data Analytics Corp. wrote:
I need to do a simple thing which seemed to work before, but now
it's
not. Suppose I have a work space with the S&P 500 closing numbers by
month. I now want to create a random walk. I used
genr y = 0
genr y = y(-1) + randgen(N, 0, 1)
but it doesn't like the ( in the y(-1). How can I get this to work?
"genr y = 0" creates a scalar variable, for which the y(-1) syntax
is not applicable: do "series y = 0" instead. You'd also be more
efficient generating your random quantities in one go:
series u = normal()
series y = 0
y = y(-1) + u
Allin Cottrell
3:08 p.m.
On Mon, 5 Oct 2009, Data Analytics Corp. wrote:
> I need to do a simple thing which seemed to work before, but now it's
> not. Suppose I have a work space with the S&P 500 closing numbers by
> month. I now want to create a random walk. I used
>
> genr y = 0
> genr y = y(-1) + randgen(N, 0, 1)
>
> but it doesn't like the ( in the y(-1). How can I get this to work?
On 10/6/2009 10:56 AM, Allin Cottrell wrote:
"genr y = 0" creates a scalar variable, for which the
y(-1) syntax
is not applicable: do "series y = 0" instead. You'd also be more
efficient generating your random quantities in one go:
series u = normal()
series y = 0
y = y(-1) + u
Once you have u, I think you can just do:
y = cum(u)
Alan Isaac
3:19 p.m.
Is it true that `genr` is deprecated? The command reference uses
it all over the place. In contrast, `series` is not even documented.
Well ok, the command reference is a few years old, but even the
recent Guide refers to `genr`, not to `series`.
Finally, can I assume `series` is just an alias for `genr`
(or vice versa)?
Alan Isaac
6:27 p.m.
On Tue, 6 Oct 2009, Alan G Isaac wrote:
Is it true that `genr` is deprecated? The command reference uses
it all over the place. In contrast, `series` is not even documented.
No, "genr" isn't exactly deprecated. It's convenient to have a
generic name for "generating a new variable" and "genr" has that
job.
But it's often more transparent and/or reliable to use a typename
instead: "series", "scalar", "matrix", "list".
This shows the
reader of a script what sort of new variable is expected and in
some cases forces the issue (e.g. where the outcome of genr could
equally well be considered a scalar or a 1x1 matrix).
Well ok, the command reference is a few years old, but even the
recent Guide refers to `genr`, not to `series`.
The command reference is regularly updated; the most recent
edit was a few days ago. It's possible that we should go through
the manual and replace at least some instances of "genr" with
typenames.
Finally, can I assume `series` is just an alias for `genr`
(or vice versa)?
Yes, the typenames are in effect aliases for "genr".
Allin
2:59 p.m.
try:
series y = 0
genr y = y(-1) + randgen(N, 0, 1)
i think using genr is deprecated.
Chris
________________________________________
Von: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] im Auftrag von
Data Analytics Corp. [walt(a)dataanalyticscorp.com]
Gesendet: Montag, 5. Oktober 2009 17:52
An: gretl-users(a)lists.wfu.edu
Betreff: [Gretl-users] random walk
Hi,
I need to do a simple thing which seemed to work before, but now it's
not. Suppose I have a work space with the S&P 500 closing numbers by
month. I now want to create a random walk. I used
genr y = 0
genr y = y(-1) + randgen(N, 0, 1)
but it doesn't like the ( in the y(-1). How can I get this to work?
Thanks,
Walt
--
________________________
Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
________________________
(V) 609-936-8999
(F) 609-936-3733
walt(a)dataanalyticscorp.com
www.dataanalyticscorp.com
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5 comments
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participants (4)
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Alan G Isaac -
Allin Cottrell -
Data Analytics Corp. -
Klein, Christoph