I am trying to convert some series to lower frequency (Monthly/Quarterly to Yearly). This works well when you do it directly, but not through the program. Specifically it does not seem to recognise any of the options for frequency conversion.
For instance using the code:
Code: Select all
copy(c=last) Monthly\BOND_ALLOC_TOTAL *
copy(c=last) Monthly\EQUITY_ALLOC_TOTAL *
copy(c=last) Quarterly\BOND_MARKET *
does not in fact use the last observation of the month/quarter for the yearly values, but actually sums them up.
This problem was pointed out before viewtopic.php?t=20275 and recognised as a bug. I was wondering if there were any plans to patch it? I should add that I am still using Eviews 12.
Thank you
Bruno