Hi, You may try: (within the last loop)
...
# ------- declare an empty list
list olist = null
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
# ---------- add $i_p $i_m to olist
olist += $i_p $i_m
endloop
# ------- return
return olist
end function
Yi-Nung Yang
2010/5/12 Artur T. <artur.tarassow(a)googlemail.com>
> Hi gretl community,
>
> I programmed a function which gives an output of transformed variables
> defined in a list. Actually I would like to add this output as newly
> generated series to the current variables.
>
> The function is given by:
> --------------------------------------------------------------------------
> function list Regime_Series (list Y "List of variables")
>
> smpl --full
>
> loop foreach i Y --quiet
> series pd_d_$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
> ----------------------------------
>
> 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
>
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
Hi, You may try:
(within the last loop)
...
# ------- declare an empty list
list olist = null
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
# ---------- add $i_p $i_m to olist
olist += $i_p $i_m
endloop
# ------- return
return olist
end function
Yi-Nung Yang
2010/5/12 Artur T. <artur.taras...@googlemail.com>
Hi gretl community,
I programmed a function which gives an output of transformed variables
defined in a list. Actually I would like to add this output as newly
generated series to the current variables.
The function is given by:
--------------------------------------------------------------------------
function list Regime_Series (list Y "List of variables")
smpl --full
loop foreach i Y --quiet
series pd_d_$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
----------------------------------
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
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