Jack, I won't, but thanks for the info. Jan -----Ursprüngliche Nachricht----- Von: Plus.line MailSystem [mailto:cyrus@mailer.plusline.de] Im Auftrag von Riccardo (Jack) Lucchetti Gesendet: Donnerstag, 31. März 2016 16:25 An: Gretl list <gretl-users(a)lists.wfu.edu&gt; Betreff: Re: [Gretl-users] Mixed Data Sampling Regression On Thu, 31 Mar 2016, Jan Tille wrote: What a coincidence. I was thinking of writing one just this morning. I'm very busy with teaching atm, though, and there are a few other things on the gretl fromnt that I'm working on now, so don't hold your breath :) ------------------------------------------------------- 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 -------------------------------------------------------

Am 31.03.2016 um 16:24 schrieb Riccardo (Jack) Lucchetti: Actually (I just re-checked), there is a big difference between Eviews and gretl in that respect: Eviews has workfiles with mixed frequencies (the frequency is a per-"page" property). Gretl only supports a single frequency in a workfile. Knowing Jack, he probably wants to do a lot of "join"-ing with immediate transformation to matrices. But I think that would not be good, because it would go against the user interface. Perhaps one way to implement mixed frequency workfiles would be to have a standard gretl workfile with the highest frequency (say, monthly), and then add lower-frequency series (say, quarterly) to that workfile either by padding with missings to get "gappy" series or by repeating the values, PLUS by introducing a new series property flag denoting the actual frequency. But this is not thought through. FWIW, Sven

On Tue, 5 Apr 2016, Henrique Andrade wrote: This would imply such a radical redesign of the internals of gretl that we might as well start a new project from scratch :) One thing we could do, however, is setting up a standard for incorporating a higher-frequency series into a lower-frequency one (the opposite is quite easy to do). For example, if you have a quarterly dataset, you could import a monthly series as a "seasonal list" of three variables (one per subperiod). For example, suppose you want to pull monthly Industrial Production into a quarterly dataset. You could have gretl automatically generating 3 new series "indpro_subp1", "indpro_subp2" and "indpro_subp3", where "indpro_subp1" contains January, April, July etc. Not the best, but at least * no information is lost * operations like lagging, computing moving averages etc are trickier but possible by operating on the list instead of the single series * converting the dataset to higher frequency becomes easy The only problem would arise with periodicities that are not strict multiple of one another; right now, the only example that springs to my mind is weekly data in monthly/quarterly datasets. Any other? ------------------------------------------------------- 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 -------------------------------------------------------

You can very easy write gretl interface to it using this sample Interface packages are ineligible as official Gretl packages but you can use them everywhere you wish Oleh 31 березня 2016, 18:35:55, від "Berend Hasselman" <bhh(a)xs4all.nl&gt;: