How to restrict data sample (if function?)

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diogo12345
Posts: 1
Joined: Fri May 24, 2019 3:51 pm

How to restrict data sample (if function?)

Postby diogo12345 » Sun May 26, 2019 4:27 pm

Hi everyone, I'm doing some regressions for my thesis using only spot and forward exchange rates. ^

What I want to do now is to do separate estimations based on the movement of the spot rate (dependent variable):

Basically, one regression just for the periods when spot rate is increasing (and corresponding forward, obviously) and the same for decreasing spot rate.
It's ~20years of monthly data, so doing 2 separate database deleting the data that doesn't matter is not really a good option.

How can I do it?

startz
Non-normality and collinearity are NOT problems!
Posts: 3497
Joined: Wed Sep 17, 2008 2:25 pm

Re: How to restrict data sample (if function?)

Postby startz » Sun May 26, 2019 4:47 pm

Smpl if x>x(-1)


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