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#320 subsample setting

v1.0_(example)
closed-fixed
nobody
None
5
2025-08-11
2025-08-08
No

I wanted to change the sample by set range. I was not allowed to. I had to restructure the dataset. When the sample started at 1, I could select a subsample.

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Discussion

  • Allin Cottrell

    Allin Cottrell - 2025-08-09

    Gretl is getting confused by the fact that the observation numbers start at 5245. However, in principle that shouldn't be a problem. The confusion is now fixed in git, and new snapshots will follow before long.

    BTW you could convert this dataset so that its 5-day daily structure is recognized via the following little script. The --omit-obs option to the store command ensures that the dates appear in the first column of tsx.csv, where they will be understood by gretl's open command as giving time-series information.

    open TSX.gdt
    store tsx.csv --omit-obs
    open tsx.csv
    store TSX_fixed.gdt
    
     
  • Allin Cottrell

    Allin Cottrell - 2025-08-09

    Hi Gábor,

    I understand what you want, but that's exactly what gretl does by
    default. If you do what I suggested you'll find that no missing values
    are inserted. Gretl will report "Daily (5 days, incomplete)" but that
    just means "incomplete" relative to a full 5-days-per-week calendar,
    which is common with financial market data. We do offer the option of
    inserting missing values, via

    dataset pad-daily 5

    but we assume that most of the time that's not what users will want.
    I'm attaching a time-series plot; note that no missing values (gaps in
    the lines) are to be seen.

    Allin

    On Sat, Aug 9, 2025 at 1:58 PM Gabor Korosi korosi.g@t-online.hu wrote:

    Dear Allin,

    I do not want to have missing values in the time series.
    The sample is continuous for trading days.
    I do not want to have gaps for days when the Canadian market was
    not open.

    Regards,
    Gábor

     
  • Allin Cottrell

    Allin Cottrell - 2025-08-11
    • status: open --> closed-fixed
     

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