?? rolling.dlg
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/*
rolling
*! VERSION 1.0.2 01apr2005
*/
VERSION 9.0
INCLUDE _std_glm
INCLUDE _ht370
INCLUDE header
HELP hlp1, view("help rolling")
RESET res1
DIALOG main, tabtitle("Main") ///
label("rolling - Rolling window and recursive estimation")
BEGIN
DEFINE _y _top
INCLUDE _cmd_exp_list
TEXT tx_bywindow _lft _xls _cwd1 ., ///
label("Window:")
EDIT ed_window @ _ss _vnwd ., ///
label("Number of consecutive data points in each sample") ///
option(window)
TEXT tx_span _vnsep @ _cksprb ., ///
label("Number of consecutive data points in each sample")
GROUPBOX gb_recur _lft _xls _iwd _ht6, ///
label("Recursive analysis")
RADIO rb_default _ilft _ss _ibwd _ht8, ///
first label("No recursive analysis (default)") option(NONE)
RADIO rb_recur @ _ss @ ., ///
label("Use recursive samples") option(recursive)
RADIO rb_rrecur @ _ss @ ., ///
last label("Use reverse recursive samples") option(rrecursive)
END
INCLUDE ifin
INCLUDE weights_a
DIALOG opt, tabtitle("Options")
BEGIN
RADIO rb_default _lft _top _iwd _ht8, ///
first label("Replace data if not modified") option(NONE) ///
onclickon(script opt_save_off)
DEFINE holdx @x
RADIO rb_clear @ _ss @ ., ///
option(clear) ///
label("Replace data even if modified") ///
onclickon(script opt_save_off)
RADIO rb_sav @ _ss @ ., ///
last label("Save results to file") ///
onclickon(program opt_save_on)
GROUPBOX gb_save _lft _ms _iwd _ht10, label("Save")
TEXT tx_sav _indent _ss _ibwd ., ///
label("Filename:")
FILE fi_sav @ _ss @ ., ///
label("Browse...") ///
option(saving) ///
filter("Stata Dataset (*.dta)|*.dta|All (*.*)|*.*") ///
defext(dta) ///
save ///
error("Filename to save")
CHECKBOX ck_double @ _ls _cwd2 ., ///
label("Save statistics in double precision") ///
option(double)
CHECKBOX ck_every _ilft _ms _ckwd ., ///
onclickon(script opt_every_on) ///
onclickoff(script opt_every_off)
SPINNER sp_every _cksep @ _spwd ., ///
label("save every #") ///
min(1) ///
max(10000) ///
default(1) ///
option(every)
TEXT tx_every _spsep @ _cksprb ., ///
label("Save results to file every #th replication")
TEXT tx_optstepsize _lft +45 _cwd1 ., ///
label("Step size:")
SPINNER sp_stepsize @ _ss _spwd ., ///
label("Number of time periods to advance window") ///
min(1) ///
max(c(N)) ///
default(1) ///
option(stepsize)
TEXT tx_stepsize _spsep @ _cksprb ., ///
label("Number of time periods to advance window")
GROUPBOX gb_tol _lft +35 _cwd1 _ht6, ///
label("Period at which rolling is to start and end")
DEFINE holdy @y
TEXT tx_start _ilft _ms 40 ., ///
label("Start:") right
EDIT ed_start +45 @ _en7r2b ., ///
label("Start") ///
option(start)
TEXT tx_end _ilft _ls 40 ., ///
label("End:") right
EDIT ed_end +45 @ _en7r2b ., ///
label("End") ///
option(end)
CHECKBOX ck_keep _lft2 holdy _cwd1 _ht6, ///
label("Save a variable along with results") groupbox ///
onclickon(script opt_ck_keep_on) ///
onclickoff(script opt_ck_keep_off)
TEXT tx_var _indent2 _ms 50 ., ///
label("Variable:") right
DEFINE holdx @x
EDIT ed_var +55 @ _vnwd ., ///
label("Variable") ///
option(variable)
CHECKBOX ck_leftedge holdx _ls _cwd4 ., ///
label("Use value at left edge of window")
END
SCRIPT opt_ck_keep_on
BEGIN
opt.tx_var.enable
opt.ed_var.enable
opt.ck_leftedge.enable
END
SCRIPT opt_ck_keep_off
BEGIN
opt.tx_var.disable
opt.ed_var.disable
opt.ck_leftedge.disable
END
PROGRAM opt_save_on
BEGIN
call opt.gb_save.enable
call opt.fi_sav.enable
call opt.ck_double.enable
call opt.ck_every.enable
call opt.tx_every.enable
call opt.tx_sav.enable
if opt.ck_every {
call opt.sp_every.enable
}
END
SCRIPT opt_save_off
BEGIN
opt.gb_save.disable
opt.fi_sav.disable
opt.ck_double.disable
opt.sp_every.disable
opt.tx_every.disable
opt.ck_every.disable
opt.tx_sav.disable
END
SCRIPT opt_every_on
BEGIN
opt.sp_every.enable
END
SCRIPT opt_every_off
BEGIN
opt.sp_every.disable
END
DIALOG report, tabtitle("Reporting")
BEGIN
DEFINE _x _lft
DEFINE _cx _iwd
DEFINE _y _top
DEFINE _cy _ht8
INCLUDE _output_reps
END
DIALOG adv, tabtitle("Advanced")
BEGIN
TEXT tx_reject _lft _top _iwd ., ///
label("Identify invalid results:")
EDIT ed_reject @ _ss @ ., ///
label("Identify invalid results") ///
option("reject")
END
PROGRAM check_legend
BEGIN
if report.ck_nolegend {
call gaction report.ck_verbose.disable
}
if !report.ck_nolegend {
call gaction report.ck_verbose.enable
}
END
PROGRAM rolling_options
BEGIN
put "rolling "
option main.ck_b
option main.ck_se
put " " main.ed_explst
INCLUDE _weights_pr
INCLUDE _ifin_pr
beginoptions
require main.ed_window
optionarg main.ed_window
option main.rb_recur
option main.rb_rrecur
if opt.rb_sav {
require opt.fi_sav
repfile opt.fi_sav
put `"saving("'
put opt.fi_sav
put `", "'
optionarg opt.sp_every
option opt.ck_double
put "replace)"
}
if opt.rb_default {
stopbox rusure "This command will replace your data in memory." ///
"Do you wish to continue?"
put " clear"
}
option opt.rb_clear
optionarg /hidedefault opt.sp_stepsize
optionarg opt.ed_start
optionarg opt.ed_end
if opt.ck_keep {
require opt.ed_var
put `"keep("'
put opt.ed_var
if opt.ck_leftedge {
put `", start"'
}
put ")"
}
option radio(report rb_qui rb_dots rb_noi rb_trace)
optionarg adv.ed_reject
endoptions
END
PROGRAM command
BEGIN
require main.vl_cmd
put /program rolling_options
put " " " : " /* end of prefix, begin command */
put main.vl_cmd
END
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