On Mon, 18 Feb 2013, Ignacio Diaz-Emparanza wrote: > I see now from Jack's response that the function might be made now much > simpler using > > q=$obsminor > list D=dummify(q) > > and if $obsminor is allowed as a parameter of 'dummify' in only one line: > > list D=dummify($osbminor) > > (But Jacks's example does not work for $pd=168)
This one does: <hansl> nulldata 8400 setobs 168 1:1 --special-time-series series hr = (time-1)%$pd + 1 discrete hr list D = dummify(hr) </hansl> >> Actually, if the seasonal dummies business were touched, I would propose >> to think also about covering centered seasonal dummies, as gretl already >> does in the VECM case. > > I also support this. I agree it would be nice to have, but this is not difficult to achieve in a script. To expand on the script above: <hansl> nulldata 8400 setobs 168 1:1 --special-time-series series hr = (time-1)%$pd + 1 discrete hr list D = dummify(hr) loop foreach i D --quiet $i -= 1/$pd endloop </hansl> That said, one may conceivably add an optional parameter to the dummify() function to have centred dummies (although we already have one, but...). ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------