### ### Example 4: Chow-Lin with different deterministics, ### 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 # get Russian yearly GDP (Index 2015=100) via db.nomics open dbnomics data OECD/MEI/RUS.NAEXKP01.IXOBSA.A --name=RussiaGDP matrix y = {RussiaGDP} # number of months in sample period scalar n = $nobs * 12 # and the starting month string startdate = sprintf("%d:01", min($obsmajor)) # open new dataset nulldata n --preserve setobs 12 @startdate # get Russian monthly IP via db.nomics open dbnomics data OECD/KEI/PRINTO01.RUS.ST.M --name=RussiaIP # perform benchmarking bundle op = _(aggtype="avg", verbose=1) list X = null loop i = 0..3 op.det = i X += genseries("mGDP$i", tdisagg(y, RussiaIP, 12, op)) endloop scatters X --output=display