Hi, first if your script does what you want, why try to "change a winning team"?
Apart from that, for a weighted mean maybe the wmean() function in combination with clever sample restrictions could do the job for you, too. But what exactly do you mean with "time series means" -- I would have thought the per-unit means of pmean() are just that. cheers, sven MICHAEL BOLDIN schrieb: > I would like to calculate time series means in a panel data set as > easily as pmean() and wonder if there is a built in function or > easier way than my script below. I am computing stock market returns > for a portfolio where px=1 was set to select the included > cross-sectional identifiers, and note I also need to weight (by market > value in this case). > > smpl --full > series retp= NA > ## Loop over dates > loop foreach dx 38748 38776 38807 > smpl --full > ## Set sample dates and selected ids > smpl DATE= $dx --restrict > smpl px=1 --restrict > ## Compute weighted average returns as wls intercept coefficient > wls mktval_lag ret const --quiet > series retp=$coeff(0) > endloop > > Second and third thing: I imported the data from EXCEL and the dates > are numbers (1/1/1900=0), hence my loop over 38748 38776 38807 that > are month end days. Is there a easy way to get all date ids to loop > over and format as dates. > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >
