On Wed, 2 Feb 2011, Sergey N wrote:
 Most probably due to very limited experience in programming and in
working
 with gretl I'm
 currently stuck with the following issue:
 I have a data file with time series of monthly returns of AEX stocks from
 1973 to 2007. By using
 a script (attached and probably not the most elegant) I'm trying to
 accomplish 2 things:
    1. Count the number of "valid" stocks, that is stocks which have 12
    months of returns data prior to t=0.
    2. Only the stocks which fulfil the above mentioned criteria should be
    copied to a new data file (appended).
 Can anyone please explain to me how to accomplish #2 because just with
 "store" instruction the data gets
 overwritten. 
I'm not sure if you want a separate data file for each 13-month
period. But if so (and if I've understood the rest of your
intentions), then something like this would do it:
loop j=1973..2006
  smpl $j:1 $j:12+1
  list OKstocks = null
  loop foreach i r_AEX_INDE..r_ZEELAND_
    n = sum(ok($i))
    if n == 13
       OKstocks = OKstocks $i
    endif
    if nelem(OKstocks) > 0
      store "/Documents/data/stocks_valid_$j.gdt" OKstocks
    endif
  endloop
endloop
(Your outer loop cannot go to 2007 if you don't have a 2008:01
observation.)
Allin Cottrell