Random sampling

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ah00277
Posts: 5
Joined: Fri Apr 12, 2019 3:02 am

Random sampling

Postby ah00277 » Tue Sep 22, 2020 10:50 am

Hi,

I am attempting to use eviews to create a series of random samples. My plan is to use random sampling with replacement (i.e. to allow for the same observation to be drawn twice). I have tried two approaches so far. In the first, I have used the option to copy a workfile page (proc -> copy/extract from current page ->By value) however as far as I can tell, this does not use a 'with replacement' technique. In the second approach, I tried the resample command on individual series. However this approach does not allow you to resample alpha series.

Is it possible to do use either of these techniques to create random samples with replacement or is there another technique that I should be using?

I would be very grateful for any help you could provide me with.

Thanks,

AH

EViews Gareth
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Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: Random sampling

Postby EViews Gareth » Tue Sep 22, 2020 11:35 am

Possibly better ways, but one that jumps out would be to create a series equal to @trend, use proc-resample to resample that with replacement, copy that into a new page, then use that trend series as the ID series to do a match-merge copy of the data series between the two pages.
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