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Samenvatting computersessies
- Course
- Institution
een zeer uitgebreide en mooie samenvatting van de computersessies
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By: sduiv • 2 year ago
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Computersessies onderzoeksmethoden,Gretl
1. GRETL, DATA HANDLING AND SIMPLE REGRESSION – INTRODUCTION TO GRETL
ù Gnu Regression, Econometrics and Time-Series Library
ù Gretl is an econometrics package with a graphical user interface
ù Features
Data analysis
Regression analysis (OLS, GLS)
Univariate time series analysis (AR, unit root)
Multivariate time series analysis (VAR, VEC)
Volatility modeling Import data
Panel data
Import data Qualitative choice models
...
1. IMPORT DATA
ùOMFUfora/Datasets/fortis.xls
- Computer Session 1 (Slides)
ù Frequency: Monthly data (end-of-the-month) Altijd interessant om data in Excell al eens te
ù Period: January 1973 to September 2008 bekijken
ù Source: Datastream
ù Seven variables:
1. Price Fortis (P) Markt index = BEL20 index
2. Price Index Fortis (PI)
3. Total Return Index Fortis (TRI)
4. Dividend Yield Fortis (DY)
5. Market Value Fortis (MV)
6. BEL-20 Total Return Index (BEL20) Werkblad Selection is de data die we echt gaan
7. Risk-free rate (1-Month Treasury Bill Belgium) (RF) gebruiken
- PI = prijsindex = toont de verandering van het onderliggende aandeel
OMF - TRISession
- Computer = prijs incl. dividenden (dus
1 (Slides)
- DY = div/prijs
- MV = totale waarde van alle aandelen
- BEL 20 – total return prijs index = geeft gemiddelde prijs weer van 20 grootste aandelen (ook inclusief
dividenden) Import data
Import- dataRF = risicovrije rente (rente die je bekomt door het
investeren in schatkistcertificaat met looptijd van 1 maand)
→ uitgedrukt op jaarbasis
ù Toolbar: File/Open Data/User File
ù Select Excel File (e.g. fortis.xls)
ù Select Name Sheet (e.g. Selection)
ù Select Column and Row number of first data point including name variable
(e.g. Column 2 - Row 1 )
ù Data structure wizard
Cross-sectional, Time-series, Panel (e.g. Time series)
Time series frequency (e.g. Monthly )
starting observation (e.g. 1973:01 )
ù Toolbar: File/Save Data (e.g. fortis.gdt)
Opmerking: enkel data vanaf 2e kolom gaan
OMF - Computer Session 1 (Slides)
importeren (van blad Selection)
,Er worden geen datums gevonden, aangezien we pas vanaf kolom 2 importeren.
Daarom stelt Gretl de vraag of je de data als tijdsreeks of panel wil interpreteren.
→ Hier als tijdsreeks importeren → YES
Hier selecteren van time series Daarna ook frequentie aanduiden (hier maand)
Hier startdatum van data opgeven (januari 1973)
Resultaat is dan volgende:
- Opsomming van de variabelen
- Overzicht van de data range
, Ook data Opslaan: File/Save Data/… als .gdt
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