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Subject:

Re: Database Type

From:

Jurgen Doornik <[log in to unmask]>

Reply-To:

Jurgen Doornik <[log in to unmask]>

Date:

Sat, 2 Jul 2016 09:05:04 +0100

Content-Type:

text/plain

Parts/Attachments:

Parts/Attachments

text/plain (149 lines)

Dear Lexi,

It is quite possible that the change that Excel makes is causing the problem.

The first thing you can try is saving it as xlsx instead, i.e. the current format.

Best wishes, Jurgen

oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
oxoxoxox 18th OxMetrics user conference 2016
oxoxoxox      Cass Business School, 12-13 Sept
oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
Dr Jurgen A Doornik
James Martin Fellow, Institute for New Economic Thinking
at the Oxford Martin School, University of Oxford
http://www.doornik.com
http://www.oxmetrics.net
oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox

On 2016-07-01 14:47, Lexi Setlhare wrote:
> Dear Jurgen and Jaap,
>
> Thanks kindly for the helpful suggestions. I am not sure what my problem is. In
> excel, my dates column is the first column and it does not have a title; while
> the my observations column has a title. Also, I entered the dates as monthly as,
> eg., 1980-1 (although when I hit enter, this was converted to Jan-80 instead of
> remaining as 1980-1). Jurgen is correct, I had mistakenly typed 'deterministic'
> instead of 'Deterministic'. But after correcting this mistake, only the problem
> of 'not a function member' was corrected, the time series type problem did not
> go away.
>
> I shall revisit the dates issue in excel, as per your suggestions.
>
> Sorry I had been away from my computer, hence the delayed response.
>
> PS: Jurgen I do not have the OxMetrics book. I only have the 'Ox Introduction'
> pdf manual. Do I have to buy the OxMetrics book from Timberlake Consultants? If
> so, I shall plan to do that. In fact, I am budgeting to buy Professional Ox
> because I think I am beginning to understand and like Ox.
>
> Best regards,
> Lexi
>
> On Thu, Jun 30, 2016 at 9:19 AM, Jurgen Doornik
> <[log in to unmask] <mailto:[log in to unmask]>> wrote:
>
>     Dear Lexi,
>
>     As I wrote yesterday, the problem is probably with the way that the dates
>     are recorded in the xls file. The easiest way to see a file that works is to
>     look at a file that works, e.g. ox/data/data.xls.
>
>     From section 11.2 of the OxMetrics book:
>
>     The data matrix is a rectangular array, structured in one of the following
>     formats:
>     1. Unlabelled first column with dates, followed by labelled columns, one for
>     each variable.
>     The first column either consists of proper calendar dates, or strings that
>     represent a date. In the latter case, it should be of the form year–period,
>     where the – can be any single character: for example, 1980–1 (or: 1980Q1
>     1980P1 1980:1 etc.; this character is ignored).
>     If the date column can be read as fixed frequency dating of observations, the
>     sample will be set appropriately, and the date column will not appear as a
>     variable.
>     If the first column cannot be interpreted as defining a fixed-frequency
>     database, the column will be loaded with default variable name Svar1.
>
>     2. All columns are labelled.
>     An attempt will be made to read the first column as the dates. Regardless of the
>     result, the column will appear as a variable in the database.
>     If string-based dates were used, the date variable is of type choice.
>     Otherwise it will be of type date, in which case the database will appear as
>     dated.
>
>     3. No column is labelled.
>     This is the same as if all columns are labelled with Svar1, Svar2, ....
>     If no dates are present, the database will have a fixed frequency of unity,
>     starting from ‘year’ 1.
>
>     Best wishes, Jurgen
>
>     oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
>     oxoxoxox 18th OxMetrics user conference 2016
>     oxoxoxox      Cass Business School, 12-13 Sept
>     oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
>     Dr Jurgen A Doornik
>     James Martin Fellow, Institute for New Economic Thinking
>     at the Oxford Martin School, University of Oxford
>     http://www.doornik.com
>     http://www.oxmetrics.net
>     oxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxoxox
>
>     On 2016-06-29 23:26, Vries, J.J. de wrote:
>
>         May be *Resample* helps to set your database as monthly data.
>
>         <http://www.doornik.com/ox/index.html?content=http://www.doornik.com/ox/oxclass.html#Sample::Resample>
>
>         greetings,
>         Jaap
>         --------------------------------------------------------------------------------
>         *Van:* The ox-users list is aimed at all Ox users
>         [[log in to unmask] <mailto:[log in to unmask]>]
>         namens Lexi Setlhare [[log in to unmask]
>         <mailto:[log in to unmask]>]
>         *Verzonden:* dinsdag 28 juni 2016 22:18
>         *Aan:* [log in to unmask] <mailto:[log in to unmask]>
>         *Onderwerp:* Database Type
>
>         Dear Ox Users,
>
>         May I please ask for your help concerning "database type", assuming that
>         I am
>         using the correct terminology.
>
>         The issue is that I have my dataset in Excel. Using my OxEdit in
>         OxMetrics7, I
>         open the Excel data in ox console, using database library. Then I use the
>         'GetVar' command to access the variable which I model using an
>         autoregressive
>         model (the purpose is to estimate persistence). After getting the variable,
>         called Tcore, I call rename it to be TrimP and then I create its lagged
>         term and
>         call it TrimP1.
>
>         I then append TrimP and TrimP1 to the original dataset; after which I select
>         TrimP as dependent variable and TrimP1 lagged three times as regressors.
>
>         The problems are as follows:
>         (i) Although my data is in excel and at monthly frequency, my ox program
>         does
>         not recognize it as time series. I say this because when I try to create
>         deterministic terms, I get an error saying 'deterministic not a function
>         member'. Also, the .Info() function gives
>         ---- Database information ----
>         Sample:    1 - 116 (116 observations)
>         Frequency: 1
>         Variables: 4
>
>         Please assist me to get ox to recognize my data as time series. My ox
>         program is
>         attached.
>
>         Thanks,
>         Lexi
>
>

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