Hi gretl community,
I programmed a function which gives an output of transformed variables
defined in a list. Actually I would like to add this output as newly
generated series to the current variables.
The function is given by:
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function list Regime_Series (list Y "List of variables")
smpl --full
loop foreach i Y --quiet
series pd_d_$i = 0 #Generate series for positive changes
series nd_d_$i = 0 #Generate series for negative changes
endloop
list dY = diff(Y) #1st difference of Y
#attribute the first differences to the series
loop foreach i dY --quiet
smpl $i > 0 --restrict #Restrict positive changes
pd_$i = $i #Generate series of positive changes
smpl --full
smpl $i < 0 --restrict #Restrict negative changes
nd_$i = $i #Generate series of negative changes
smpl --full
endloop
# create partial sum process
loop foreach i Y --quiet
series $i_p = 0
series $i_m = 0
series $i_p = $i_p(-1) + pd_d_$i #Partial sum process of positive
changes
series $i_m = $i_m(-1) + nd_d_$i #Partial sum process of negative
changes
endloop
end function
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I would like to add the series $i_p and $i_m to the current variables
but I cannot find out how to use the "return" command correctly in this
context. Does anybody have a suggestion?
Thanks in advance!
Artur
