Posted: Thu May 28, 2015 9:51 am
This is a thread to discuss the MacroTrans add-in. The addin operates on group objects from either the command line or group proc, automatically adjusting group members (series) one at a time in convention with the prominent macroeconometric literature. Designed for quarterly or monthly workfiles, it provides options on seasonal adjustment, the inclusion of interest/discount rates, a choice of unit root tests, and logarithmic transformations. It is designed to pre-processes series for 'big data' modelling (i.e. factors/LBVARs/combination algorithms), although it can also be used for smaller, 'medium' sized models. If you have any questions, bugs, or requests for extensions (e.g filtering) please post below and I will endeavour to answer them as quickly as possible.