Hi again! I'm a complete newbie but thought that I might start small with some of my stuff and try to bring it into gretl. I'm actually an R user. By disaggregation, suppose you have quarterly time series data, but want monthly data. There are several different methods that you could use. Thanks for listening. E Erin M. Hodgess, PhD Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: hodgesse(a)uhd.edu ________________________________ From: gretl-users-bounces(a)lists.wfu.edu on behalf of Allin Cottrell Sent: Tue 12/9/2008 8:40 PM To: Gretl list Subject: Re: [Gretl-users] aggregate or disaggregate On Tue, 9 Dec 2008, Hodgess, Erin wrote: There are no functions in gretl specifically geared to aggregation or disaggregation of data, although * there are functions that handle compaction and expansion of time series data between specific frequencies, and * there are various functions designed for handling panel data that could be used for this purpose, and * gretl's scripting capacity (noting in particular the possibility of sub-sampling and looping) is very flexible. More specifically, if one had disaggregated data (say at the level of firms) and a variable that records the industry to which each firm belongs, it would be easy to script an aggregation to industry level using sub-sampling (the "smpl" command) and looping (the "loop" command). One could (say) sum or average the firm-level data to generate aggregate industry-level data, with or without weighting. As for disaggregation of data, I have to say that I'm not sure what you mean. I'd have thought that to get disaggregated data you'd have to start with disaggregated data, but maybe I'm missing something. If you have concrete ideas on these topics, please let us know, and if they look useful we'll be happy to consider incorporating them. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users