/* GETDAT.G gets data. called by aerppr.g and monte carlos. just call getdat to activate */ clearg x, YEAR, QUARTER, GCD82, GCN82, GCS82, GIF82, GIN82, GIR82, FYAAAC, FYBAAC, FYGL, FYGN3, ti, GPDIV, GPINT, GPRENJ, GYD, GYD82 , x,vwret,vwretx,vwreta,vwretxa,vwretq, GNP82, GPI82, gcns82, labinc, vwdp, gge82, GGE82,GNP82,GPI82,GCNS82,VWRETD,VWRETXD,VWDP,VWP,VWD; proc(0) = getdat(stpnt,dataset); load x[171,11] = gene.dat; YEAR =x[.,1]; QUARTER =x[.,2]; GCD82 =x[.,3]; GCN82 =x[.,4]; GCS82 =x[.,5]; GGE82 =x[.,6]; GIF82 =x[.,7]; GIN82 =x[.,8]; GIR82 =x[.,9]; GNP82 =x[.,10]; GPI82 =x[.,11]; gcns82 = gcn82+gcs82; ti = gpi82+gcd82; if (dataset == 4) or (dataset == 5); /* for p,d,d/p data set */ load x[756,6] = msia.dat; /* note only to 88:12:30*/ vwret = (1+x[.,3]); vwretx = (1+x[.,4]); vwretq = chgfreq(ln(vwret),12,12,0); /* returns */ vwretd = chgfreq(ln(vwret),12,12,0); /* returns */ vwretxd = chgfreq(ln(vwretx),12,12,0); /* for use in d/p */ if stpnt == 47; vwretq = vwretq[rows(vwretq)-41:rows(vwretq)]; /* sample 47-88 */ vwretd = vwretd[rows(vwretd)-41:rows(vwretd)]; /* sample 47-88 */ vwretxd = vwretxd[rows(vwretxd)-41:rows(vwretxd)]; /* sample 47-88 */ /* Q: use 168 A:41 */ endif; vwdp = ln(exp(vwretd) - exp(vwretxd)) - vwretxd ; /* ln d/p */ vwP = recserar(vwretq,0,1); /* cumulate ln ret to ln price*/ vwd = vwdp + vwP; /* find ln dividends */ /* extra right variables --found not useful for GNP or stocks load x[514,6] = yield.dat; x = x[seqa(12,12,trunc(rows(x)/12)),.]; /* annual: last month */ FYAAAC = x[.,3]; FYBAAC = x[.,4]; FYGL = x[.,5]; FYGN3 = x[.,6]; term = fygl-fygn3; termind = recserar(term,term[1],1); junk = fybaac-fyaaac; junkind = recserar(junk,junk[1],1); */ endif; if dataset ==2; /* for PIH */ load x[171,7] = income.dat; GPDIV = x[.,3]; /* dividends */ GPINT = x[.,4]; /* interest */ GPRENJ= x[.,5]; /* rent */ GYD = x[.,6]; /* pers disp. inc. */ GYD82 = x[.,7]; /* pdi in 82$ */ labinc = gyd82 - (gpdiv+gpint+gprenj).*gyd82./gyd; endif; clear x, YEAR, QUARTER, GCD82, GCN82, GCS82, GIF82, GIN82, GIR82, FYAAAC, FYBAAC, FYGL, FYGN3, ti, GPDIV, GPINT, GPRENJ, GYD, GYD82 , x,vwret,vwretx,vwreta,vwretxa,vwretq; /* GNP82, GPI82, gcns82, labinc, vwdp, gge82 */ /* GGE82,VWRETD,VWRETXD,VWDP,VWP,VWD*/ endp;