Summary
Samenvatting computersessies
- Course
- Institution
een zeer uitgebreide en mooie samenvatting van de computersessies
[Show more]
1 review
By: sduiv • 2 year ago
super extensive really top
Seller
Follow
masterhw
Reviews received
Content preview
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
The benefits of buying summaries with Stuvia:
Guaranteed quality through customer reviews
Stuvia customers have reviewed more than 700,000 summaries. This how you know that you are buying the best documents.
Quick and easy check-out
You can quickly pay through credit card or Stuvia-credit for the summaries. There is no membership needed.
Focus on what matters
Your fellow students write the study notes themselves, which is why the documents are always reliable and up-to-date. This ensures you quickly get to the core!
Frequently asked questions
What do I get when I buy this document?
You get a PDF, available immediately after your purchase. The purchased document is accessible anytime, anywhere and indefinitely through your profile.
Satisfaction guarantee: how does it work?
Our satisfaction guarantee ensures that you always find a study document that suits you well. You fill out a form, and our customer service team takes care of the rest.
Who am I buying these notes from?
Stuvia is a marketplace, so you are not buying this document from us, but from seller masterhw. Stuvia facilitates payment to the seller.
Will I be stuck with a subscription?
No, you only buy these notes for $15.55. You're not tied to anything after your purchase.
Can Stuvia be trusted?
4.6 stars on Google & Trustpilot (+1000 reviews)
67474 documents were sold in the last 30 days
Founded in 2010, the go-to place to buy study notes for 14 years now