### ### Example 2: several methods, y is a matrix, X is a list ### (data case 3 in section 9.3 of the Gretl User's Guide) ### set verbose off clear open fedstl.bin data indpro data gdpc1 smpl 1947:01 ; scalar s = 3 # create matrix out of series via matrix reshaping n = $nobs/s matrix y = mshape({gdpc1}, s, n)[1,]' list X = indpro bundle opts = _(aggtype = "sum", verbose = 1) bundle res = null opts.method = "denton-pfd" series Dent = tdisagg(y, X, s, opts) opts.method = "chow-lin" series CL0 = tdisagg(y, X, s, opts) opts.method = "chow-lin-ssr" series CL1 = tdisagg(y, X, s, opts) opts.method = "chow-lin-mle" series CL2 = tdisagg(y, X, s, opts, res) printf "MLE: rho = %.12g\n", res.rho print Dent CL0 CL1 CL2 --range=1:12 --byobs