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How to restrict data sample (if function?)

Posted: Sun May 26, 2019 4:27 pm
by diogo12345
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?

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

Posted: Sun May 26, 2019 4:47 pm
by startz
Smpl if x>x(-1)