## average value - last six months

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tvonbrasch
Posts: 389
Joined: Fri Apr 15, 2011 5:35 am

### average value - last six months

When I am working at a daily frequency, how can I best find the average value for the last six months of a series?
Thomas

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12038
Joined: Tue Sep 16, 2008 5:38 pm

### Re: average value - last six months

Tricky.

Before answering, you'll have to define exactly what you mean.

If an observation is 15th January 2010, do you want the result to be:

Code: Select all

`sum(16th July 2009: 15th January 2010) / 183`

If so, what happens if an observation is 31 August? (31 Feb doesn't exist).

Obviously one method, that doesn't do the above, would be to convert the daily into monthly and then take a 6 month moving average and convert back.
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tvonbrasch
Posts: 389
Joined: Fri Apr 15, 2011 5:35 am

### Re: average value - last six months

Great, thanks. Just what I was looking for
Thomas

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