Obtaining Original Data from diff series

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alirezan321
Posts: 13
Joined: Tue Feb 17, 2009 9:28 pm

Obtaining Original Data from diff series

Postby alirezan321 » Sun Apr 12, 2009 10:14 pm

Hi There,

This is something that can easily be done in Excel, but I couldn't figure how to do it in Eview.
Assume I have a series y and I generate another series dy = y - y(-1). The question is if I only know the initial value of y, how I can reconstruct y from the dy series?

Thanks,
Ali.

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Obtaining Original Data from diff series

Postby startz » Mon Apr 13, 2009 4:32 am

alirezan321 wrote:Hi There,

This is something that can easily be done in Excel, but I couldn't figure how to do it in Eview.
Assume I have a series y and I generate another series dy = y - y(-1). The question is if I only know the initial value of y, how I can reconstruct y from the dy series?

Thanks,
Ali.

enter the initial value of y. Then

Code: Select all

smpl 2 @last
y = dy + y(-1)

alirezan321
Posts: 13
Joined: Tue Feb 17, 2009 9:28 pm

Re: Obtaining Original Data from diff series

Postby alirezan321 » Mon Apr 13, 2009 4:31 pm

Thanks a lot.
Is it possible to write this as a link object, so it would automatically update itself if dy changes?

EViews Gareth
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Re: Obtaining Original Data from diff series

Postby EViews Gareth » Mon Apr 13, 2009 4:38 pm

Unfortunately since you need an initial value for Y, you can not express Y as an automatically updating formula.
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alirezan321
Posts: 13
Joined: Tue Feb 17, 2009 9:28 pm

Re: Obtaining Original Data from diff series

Postby alirezan321 » Mon Apr 13, 2009 5:47 pm

Is it possible to define a sequence of commands as a Macro? And then run the Macro with new parameters.

EViews Gareth
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Re: Obtaining Original Data from diff series

Postby EViews Gareth » Mon Apr 13, 2009 8:23 pm

You can write a program...
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