## Search found 21 matches

Wed May 10, 2017 2:03 pm
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

I ask if @nan does't exist.
Great!, @nan(mytrend(-1) , 0) + 1.
Wed May 10, 2017 1:53 pm
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

If there is not the function @nan? how can do solve this?
Wed May 10, 2017 12:14 pm
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

Perfect, thank you a lot.
for (2-4) how can fix NA of the first two observation by code?

Code: Select all

`series first_second_week = @date < @datefloor(@date, "mm") + 14series mytrend = @recode(first_second_week, mytrend(-1) + 1, 0)`
Wed May 10, 2017 1:21 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

It help me. Thank you (honestly the weekly frequency is very complicated) Just a last two question: 1°This produce value one, for the first week , this is the only way to do this. (for last week there is three way to do this). series first_week=@date<@datefloor(@date, "mm")+7 2°I would to ...
Tue May 09, 2017 2:52 pm
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

After some manipulation from your code, i have solved my two cases for unstructured and quarterly frequency, but for weekly i need your help. This part of your code generate value one to the last week. series mytrend = @recode(@recode(@month<@month(1),1,0)=0,0,1) So, how can generate value one for: ...
Tue May 09, 2017 10:10 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

Probably, I asked too many questions. make some many tricks of special cases, would be difficult for me.
Mon May 08, 2017 5:04 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

Good. Can i asking another questions? just by curiosity. Are there another way for: Here's the first way that springs to mind: series mytrend = @recode(@recode(@month<@month(1),1,0)=0,0,@cumsum(@recode(@month<@month(1),1,0))) I need that for quarterly and unstructured and weeky: Quarterly: 2004q1 an...
Sun May 07, 2017 11:56 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

Sometimes I do not find the words to express myself well.
Yep!.
Sun May 07, 2017 11:35 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

Weeks and months do not align. day at the beginning of next week "a Friday" is within the next month.
Sun May 07, 2017 10:50 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

The day of the week in my workfile structured on Friday.
Sun May 07, 2017 10:37 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### Re: generate trend by sequence

If i understand:
my first week start on "Friday" 02/01/2004 for January
my last week start on "Friday" 30/01/2004 for January
Sun May 07, 2017 5:35 am
Forum: General Information and Tips and Tricks
Topic: generate trend by sequence
Replies: 20
Views: 6602

### generate trend by sequence

Hi for everyone, I have three workfile with three different frequency from 2004 to 2015 in three workfile (weekly "02/01/2004 25/12/20015", quarterly "2004q1 2015q4, unstructured 80 observation). i need that: for weekly: the last week of "Jan" take value 1, the last week of ...
Mon Jul 07, 2014 4:36 pm
Topic: Fama-MacBeth regression
Replies: 156
Views: 100985

### Re: Fama-MacBeth regression

thanks for your help, thanks a lot.
Mon Jul 07, 2014 8:43 am
Topic: Fama-MacBeth regression
Replies: 156
Views: 100985

### Re: Fama-MacBeth regression

hi Rebecca
I have a simple suggestion :
can you show the regression output of the first step in equation object in the spool object results, just to show Sdr-error and t-stat.....
and very useful add-in. Thanks for sharing.
Kind Regards.
Tue Jun 24, 2014 8:03 am
Forum: Suggestions and Requests