static const char *get_pd_string (DATASET *dset)
{
char *pdstr;
if (custom_time_series(dset)) {
pdstr = N_("Time series");
} else if (dataset_is_time_series(dset)) {
switch (dset->pd) {
case 1:
pdstr = N_("Annual"); break;
case 4:
pdstr = N_("Quarterly"); break;
case 12:
pdstr = N_("Monthly"); break;
case 24:
pdstr = N_("Hourly"); break;
case 52:
pdstr = N_("Weekly"); break;
case 5:
case 6:
case 7:
pdstr = N_("Daily"); break;
case 10:
pdstr = N_("Decennial"); break;
default:
pdstr = N_("Unknown"); break;
}
} else if (dataset_is_panel(dset)) {
pdstr = N_("Panel");
} else {
pdstr = N_("Undated");
}
return pdstr;
}
int qr_tsls_vcv (MODEL *pmod, const DATASET *dset, gretlopt opt)
{
gretl_matrix *Q = NULL;
gretl_matrix *R = NULL;
gretl_matrix *V = NULL;
int k, err = 0;
k = pmod->list[0] - 1;
Q = make_data_X(pmod, dset);
R = gretl_matrix_alloc(k, k);
V = gretl_matrix_alloc(k, k);
if (Q == NULL || R == NULL || V == NULL) {
err = E_ALLOC;
goto qr_cleanup;
}
err = QR_decomp_plus(Q, R, NULL, NULL);
if (err) {
goto qr_cleanup;
}
/* create (X'X)^{-1} */
gretl_matrix_multiply_mod(R, GRETL_MOD_NONE,
R, GRETL_MOD_TRANSPOSE,
V, GRETL_MOD_NONE);
/* VCV and standard errors */
if (opt & OPT_R) {
if (opt & OPT_C) {
pmod->opt |= OPT_R;
err = qr_make_cluster_vcv(pmod, IVREG, dset, V, opt);
} else if (dataset_is_panel(dset)) {
err = qr_make_regular_vcv(pmod, V, OPT_X);
if (!err) {
err = panel_tsls_robust_vcv(pmod, dset);
}
} else if (dataset_is_time_series(dset) &&
!libset_get_bool(FORCE_HC)) {
pmod->opt |= OPT_R;
err = qr_make_hac(pmod, dset, V);
} else {
pmod->opt |= OPT_R;
err = qr_make_hccme(pmod, dset, Q, V);
}
} else {
qr_make_regular_vcv(pmod, V, OPT_NONE);
}
qr_cleanup:
gretl_matrix_free(Q);
gretl_matrix_free(R);
gretl_matrix_free(V);
pmod->errcode = err;
return err;
}
void time_series_menu_state (gboolean s)
{
gboolean sx = extended_ts(dataset);
gboolean panel = dataset_is_panel(dataset);
gboolean realpan = multi_unit_panel_sample(dataset);
gboolean ur;
if (mdata->ui == NULL) {
return;
}
/* FIXME: we (may) need to enable/disable function
packages that have menu attachments here.
*/
/* unit-root tests: require time-series or panel data,
and a time series length greater than 5
*/
if (panel) {
ur = dataset->pd > 5;
} else {
ur = s && sample_size(dataset) > 5;
}
/* Plots */
flip(mdata->ui, "/menubar/View/GraphVars/TSPlot", sx);
flip(mdata->ui, "/menubar/View/MultiPlots/MultiTS", sx);
flip(mdata->ui, "/menubar/Variable/VarTSPlot", sx && !realpan);
flip(mdata->ui, "/menubar/Variable/PanPlot", realpan);
/* Variable menu */
flip(mdata->ui, "/menubar/Variable/URTests", ur);
if (ur && !s) {
/* time-series only "ur" option */
flip(mdata->ui, "/menubar/Variable/URTests/fractint", s);
}
flip(mdata->ui, "/menubar/Variable/URTests/levinlin", ur && panel);
flip(mdata->ui, "/menubar/Variable/corrgm", s);
flip(mdata->ui, "/menubar/Variable/pergm", s);
flip(mdata->ui, "/menubar/Variable/Filter", s);
#ifdef HAVE_X12A
flip(mdata->ui, "/menubar/Variable/X12A", get_x12a_ok());
#endif
#ifdef HAVE_TRAMO
flip(mdata->ui, "/menubar/Variable/Tramo", get_tramo_ok());
#endif
flip(mdata->ui, "/menubar/Variable/Hurst", s);
/* Model menu */
flip(mdata->ui, "/menubar/Model/TSModels", s);
/* Sample menu */
flip(mdata->ui, "/menubar/Data/DataCompact",
s && (COMPACTABLE(dataset) || dated_weekly_data(dataset)));
flip(mdata->ui, "/menubar/Data/DataExpand", s && EXPANSIBLE(dataset));
}
void set_sample_label (DATASET *dset)
{
GtkWidget *dlabel;
char tmp[256];
int tsubset;
if (mdata == NULL) {
return;
}
/* set the sensitivity of various menu items */
time_series_menu_state(dataset_is_time_series(dset));
panel_menu_state(dataset_is_panel(dset));
ts_or_panel_menu_state(dataset_is_time_series(dset) ||
dataset_is_panel(dset));
flip(mdata->ui, "/menubar/Data/DataTranspose", !dataset_is_panel(dset));
tsubset = dset->t1 > 0 || dset->t2 < dset->n - 1;
/* construct label showing summary of dataset/sample info
(this goes at the foot of the window)
*/
if (complex_subsampled() && !tsubset && dataset_is_cross_section(dset)) {
sprintf(tmp, _("Undated: Full range n = %d; current sample"
" n = %d"), get_full_length_n(), dataset->n);
gtk_label_set_text(GTK_LABEL(mdata->status), tmp);
} else if (complex_subsampled() && dataset_is_panel(dset)) {
char t1str[OBSLEN], t2str[OBSLEN];
const char *pdstr = get_pd_string(dset);
ntodate(t1str, dset->t1, dset);
ntodate(t2str, dset->t2, dset);
sprintf(tmp, _("%s; sample %s - %s"), _(pdstr), t1str, t2str);
gtk_label_set_text(GTK_LABEL(mdata->status), tmp);
} else {
char t1str[OBSLEN], t2str[OBSLEN];
const char *pdstr = get_pd_string(dset);
if (tsubset && calendar_data(dset)) {
/* it's too verbose to print both full range and sample */
ntodate(t1str, dset->t1, dset);
ntodate(t2str, dset->t2, dset);
sprintf(tmp, _("%s; sample %s - %s"), _(pdstr), t1str, t2str);
gtk_label_set_text(GTK_LABEL(mdata->status), tmp);
} else {
ntodate(t1str, 0, dset);
ntodate(t2str, dset->n - 1, dset);
sprintf(tmp, _("%s: Full range %s - %s"), _(pdstr),
t1str, t2str);
if (tsubset) {
gchar *fulltext;
ntodate(t1str, dset->t1, dset);
ntodate(t2str, dset->t2, dset);
fulltext = g_strdup_printf(_("%s; sample %s - %s"), tmp, t1str, t2str);
gtk_label_set_text(GTK_LABEL(mdata->status), fulltext);
g_free(fulltext);
} else {
gtk_label_set_text(GTK_LABEL(mdata->status), tmp);
}
}
}
/* construct label with datafile name (this goes above the
data series window) */
dlabel = g_object_get_data(G_OBJECT(mdata->main), "dlabel");
if (dlabel != NULL) {
if (strlen(datafile) > 2) {
/* data file open already */
const char *p = strrchr(datafile, SLASH);
gchar *trfname;
if (p != NULL) {
trfname = my_filename_to_utf8(p + 1);
} else {
trfname = my_filename_to_utf8(datafile);
}
strcpy(tmp, " ");
if (data_status & SESSION_DATA) {
sprintf(tmp + 1, "Imported %s", trfname);
} else if (data_status & MODIFIED_DATA) {
sprintf(tmp + 1, "%s *", trfname);
} else {
sprintf(tmp + 1, "%s", trfname);
}
gtk_label_set_text(GTK_LABEL(dlabel), tmp);
g_free(trfname);
} else if (data_status & MODIFIED_DATA) {
strcpy(tmp, _(" Unsaved data "));
gtk_label_set_text(GTK_LABEL(dlabel), tmp);
}
}
if (complex_subsampled() || dset->t1 > 0 ||
dset->t2 < dset->n - 1) {
restore_sample_state(TRUE);
}
console_record_sample(dataset);
}
static int dwiz_make_changes (DATASET *dwinfo, dw_opts *opts,
GtkWidget *dlg)
{
gchar *setobs_cmd = NULL;
gretlopt opt = OPT_NONE;
int create = (opts->flags & DW_CREATE);
int delmiss = (opts->flags & DW_DROPMISS);
int delete_markers = 0;
int err = 0;
#if DWDEBUG
fprintf(stderr, "dwiz_make_changes: create = %d\n", create);
#endif
/* preliminaries */
if (time_series(dwinfo)) {
ntodate(dwinfo->stobs, dwinfo->t1, dwinfo);
} else if (known_panel(dwinfo)) {
if (!dataset_is_panel(dataset)) {
/* Turning a subset of a non-panel dataset into a panel:
this change will be irreversible */
maybe_unrestrict_dataset();
}
}
/* special: reorganizing dataset based on panel index vars */
if (dwinfo->structure == PANEL_UNKNOWN) {
int uv, tv;
err = translate_panel_vars(opts, &uv, &tv);
if (!err) {
err = set_panel_structure_from_vars(uv, tv, dataset);
}
if (!err) {
setobs_cmd = g_strdup_printf("setobs %s %s --panel-vars",
dataset->varname[uv],
dataset->varname[tv]);
}
goto finalize;
}
/* check for nothing to be done */
if (dwinfo->structure == dataset->structure &&
dwinfo->pd == dataset->pd &&
strcmp(dwinfo->stobs, dataset->stobs) == 0) {
if (create || delmiss) {
/* recording? */
goto finalize;
} else {
infobox(_("No changes were made"));
return 0;
}
}
/* if converting to time series, we probably don't want to
retain any original observation-marker strings */
if (dwinfo->structure == TIME_SERIES &&
dataset->markers && !delmiss) {
delete_markers = 1;
}
/* handle panel structure */
if (known_panel(dwinfo)) {
int nunits = dwinfo->t1;
int nperiods = dataset->n / nunits;
/* we don't offer a choice of "starting obs" */
dwinfo->pd = (dwinfo->structure == STACKED_TIME_SERIES)?
nperiods : nunits;
strcpy(dwinfo->stobs, "1.1");
}
/* handle conversion to cross-section */
if (dwinfo->structure == CROSS_SECTION) {
strcpy(dwinfo->stobs, "1");
}
if (dwinfo->structure == TIME_SERIES) {
opt = OPT_T;
} else if (dwinfo->structure == STACKED_TIME_SERIES) {
opt = OPT_S;
} else if (dwinfo->structure == STACKED_CROSS_SECTION) {
opt = OPT_C;
} else if (dwinfo->structure == CROSS_SECTION) {
opt = OPT_X;
} else if (dwinfo->structure == SPECIAL_TIME_SERIES) {
opt = OPT_N;
}
err = simple_set_obs(dataset, dwinfo->pd, dwinfo->stobs, opt);
#if DWDEBUG
fprintf(stderr, "pd=%d, stobs='%s', opt=%d; set_obs returned %d\n",
dwinfo->pd, dwinfo->stobs, opt, err);
#endif
if (!err && setobs_cmd == NULL) {
setobs_cmd = g_strdup_printf("setobs %d %s%s",
dwinfo->pd, dwinfo->stobs,
print_flags(opt, SETOBS));
}
finalize:
if (!err && delmiss) {
err = dataset_purge_missing_rows(dataset);
}
if (err) {
gui_errmsg(err);
} else if (create) {
if (opts->flags & DW_SSHEET) {
gtk_widget_hide(dlg);
maybe_start_editing();
} else {
register_data(NULLDATA_STARTED);
lib_command_sprintf("nulldata %d", dataset->n);
record_command_verbatim();
}
} else {
if (delete_markers) {
dataset_destroy_obs_markers(dataset);
}
mark_dataset_as_modified();
}
if (!err && setobs_cmd != NULL) {
lib_command_strcpy(setobs_cmd);
record_command_verbatim();
}
g_free(setobs_cmd);
#if DWDEBUG
fprintf(stderr, "dwiz_make_changes: returning %d\n", err);
#endif
return err;
}
int set_obs (const char *line, DATASET *dset, gretlopt opt)
{
char pdstr[VNAMELEN];
char stobs[OBSLEN];
int structure = STRUCTURE_UNKNOWN;
double sd0 = dset->sd0;
int pd, dated = 0;
int panel = 0;
int err = 0;
if (dset == NULL) {
return E_NODATA;
}
if ((opt & (OPT_R | OPT_P)) && dset->Z == NULL) {
return E_NODATA;
}
if ((opt & (OPT_G | OPT_I)) && !dataset_is_panel(dset)) {
return E_DATA;
}
gretl_error_clear();
if (opt & OPT_R) {
/* restructure panel: "hidden" option */
return switch_panel_orientation(dset);
}
if (!strcmp(line, "setobs")) {
/* we'll just print current obs info */
return 0;
}
if (opt & OPT_P) {
return set_panel_structure_from_line(line, dset);
} else if (opt & OPT_G) {
/* --panel-groups */
return set_panel_group_strings(line, dset);
}
/* now we get down to business */
if (sscanf(line, "%*s %15s %10s", pdstr, stobs) != 2) {
gretl_errmsg_set(_("Failed to parse line as frequency, startobs"));
return E_PARSE;
}
pd = gretl_int_from_string(pdstr, &err);
if (!err && pd < 1) {
gretl_errmsg_sprintf(_("frequency (%d) does not make seem to make sense"), pd);
err = E_DATA;
}
if (err) {
return err;
}
/* if an explicit structure option was passed in, respect it */
if (opt == OPT_X) {
structure = CROSS_SECTION;
} else if (opt == OPT_T) {
structure = TIME_SERIES;
} else if (opt == OPT_S) {
structure = STACKED_TIME_SERIES;
panel = 1;
} else if (opt == OPT_C) {
structure = STACKED_CROSS_SECTION;
panel = 1;
} else if (opt == OPT_N) {
structure = SPECIAL_TIME_SERIES;
} else if (opt == OPT_I) {
/* --panel-time */
structure = TIME_SERIES;
}
if (panel && dset->n > 0 && pd > dset->n) {
gretl_errmsg_sprintf(_("frequency (%d) does not make seem to make sense"), pd);
return 1;
}
err = process_starting_obs(stobs, pd, &structure, &sd0, &dated);
if (err) {
return err;
}
if (opt == OPT_I) {
dset->panel_pd = pd;
dset->panel_sd0 = sd0;
return 0;
}
if (panel && dset->n % pd != 0) {
int sts = structure == STACKED_TIME_SERIES;
gretl_errmsg_sprintf(_("Panel datasets must be balanced.\n"
"The number of observations (%d) is not a multiple\n"
"of the number of %s (%d)."),
dset->n, sts ? _("periods") : _("units"), pd);
return E_DATA;
}
if (dated) {
/* replace any existing markers with date strings */
dataset_destroy_obs_markers(dset);
} else if (structure == TIME_SERIES && (pd == 1 || pd == 4 || pd == 12)) {
/* force use of regular time-series obs labels */
dataset_destroy_obs_markers(dset);
}
dset->pd = pd;
dset->structure = structure;
dset->sd0 = sd0;
ntodate(dset->stobs, 0, dset);
ntodate(dset->endobs, dset->n - 1, dset);
/* pre-process stacked cross-sectional panels: put into canonical
stacked time series form
*/
if (dset->structure == STACKED_CROSS_SECTION) {
if (dset->Z == NULL) {
err = E_NODATA;
} else {
err = switch_panel_orientation(dset);
}
}
return err;
}
