average value - last six months

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tvonbrasch
Posts: 352
Joined: Fri Apr 15, 2011 5:35 am

average value - last six months

Postby tvonbrasch » Tue Feb 06, 2018 10:35 am

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
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Joined: Tue Sep 16, 2008 5:38 pm

Re: average value - last six months

Postby EViews Gareth » Tue Feb 06, 2018 10:55 am

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: 352
Joined: Fri Apr 15, 2011 5:35 am

Re: average value - last six months

Postby tvonbrasch » Tue Feb 06, 2018 12:17 pm

Great, thanks. Just what I was looking for
Thomas


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