is there a simple way to generate a index series of a variable, e.g. Lapeyres (year x =100) or Paasche?? At the moment I use a spreadsheet to construct it easily but this requires the ex- and import of the series of interest every time...

matrix Den = sumr(MP[base,])

series q_indx = paasche_index(q, 2005:1)"

On Tue, 13 Jul 2010, Artur T. wrote: > Hi gretl community, > > is there a simple way to generate a index series of a variable, e.g. > Lapeyres (year x =100) or Paasche?? > At the moment I use a spreadsheet to construct it easily but this > requires the ex- and import of the series of interest every time... Something like this? <script> function series laspeyres(list Prices, list Quantities, scalar base) genr time scalar ndx = time[base] qbase = {Quantities}[ndx,]' series ret = lincomb(Prices, qbase) return ret*100/ret[base] end function function series paasche(list Prices, list Quantities, scalar base) genr time scalar ndx = time[base] pbase = {Prices}[ndx,]' series ret = sumr({Quantities} .* {Prices}) return ret*100/lincomb(Quantities, pbase) end function # --- example with fake data ---------------------------------------- nulldata 40 setobs 4 2000:1 price1 = uniform() price2 = uniform() price3 = uniform() q1 = uniform() q2 = uniform() q3 = uniform() list P = price1 price2 price3 list Q = q1 q2 q3 series LPI = laspeyres(P, Q, 2002:1) series PPI = paasche(P, Q, 2002:1) series FPI = sqrt(LPI*PPI) </script> Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Tue, 13 Jul 2010, Artur T. wrote: > Thank you very much for your responses and ideas. This was exactly what > I was looking for!! ;-) > Good. > I've got only one problem - maybe it is a bug or so. I modified the > function like this: > ------ > function series paasche_index (list P, int base) > matrix MP = {P} > matrix Num = sumr(MP) > matrix Den = sumr(MP[base,]) > series ret = 100 * (Num ./ Den) > return ret > end function > ----- > > I've got obs. from 1947:1 to 2010:2 and before running the function for > a variable I restrict the sample by "smpl --no-missing x". For some > reason I obtain an error for some variables saying: > "? smpl --no-missing q > Full data range: 1947:1 - 2010:2 (n = 254) > Current sample: 1952:1 - 2008:4 (n = 228) > > ? series q_indx = paasche_index(q, 2005:1) > Index value 233 is out of bounds > "2005:1" translates into an offset from the absolute start of the data, namely 233 if the data start in 1947:1. But if you sub-sample the data then convert to a matrix, row 233 will not correspond to 2005:1 any more, and may be out of bounds. I don't think this is a bug, it's just something you have to keep in mind when converting between series and matrices. What you'd have to do is smpl --no-missing q scalar base = 2005:1 - $t1 + 1 series q_indx = paasche_index(q, base)

Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users