Create a series based on other series as indicator

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Create a series based on other series as indicator

Postby marend » Fri Apr 19, 2019 6:36 am

Hi, I need to create a new series y2 based on the data of series y1, but also based on the information (not data, used as an indicator) of series x1.

To be more clear, suppose that y1 is a time series reflecting performance (numbers from 1 to 10) and that x1 is the series with an ID number (identifier number or name) of the person who had that performance. I need to create a new series y2 which contains the average of the previous three performances of the persons in x1 at any point in time. Example below:

Date y1 x1 *y2*
Jan-18 5 John *na*
Feb-18 7 Carl *na*
Mar-18 4 Heather *na*
Apr-18 8 Heather *na*
May-18 3 Carl *na*
Jun-18 6 John *na*
Jul-18 2 Heather *na*
Aug-18 1 Carl *na*
Sep-18 9 John *na*
Oct-18 6 John *6.7*
Nov-18 7 Carl *3.7*
Dec-18 6 John *7*
Jan-19 3 Heather *4.7*
Feb-19 9 John *7*
Mar-19 3 Carl *3.7*
Apr-19 7 Heather *4.3*
(na is not available since there are not three observations for the person yet, although it can also be the average available, is not important for me)

Is there any way to do this in Eviews.

Thank you in advance for your help. :D

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