Hi there,
Is there a way for me to ensure that the low to high frequency conversion settings will always be the same when I run a particular program?
For example, in some instances I might want to use a constant value for the period say if I were using a policy rate, whilst if I were pulling through GDP I would maybe want to interpolate in some way.
Is there a command that I can use in the programming language to change these settings before running my analysis or do I have to manually change this everytime?
Thanks,
Abi
Frequency conversion settings
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Re: Frequency conversion settings
When doing the frequency conversion in your program, specify the method you want to use.
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Re: Frequency conversion settings
How does this work if you are pulling directly from a database?
E.g. if I am pulling an annual GDP series from Bloomberg or Haver into a quarterly work file it will automatically follow the setting that I have last used in the general options?
E.g. if I am pulling an annual GDP series from Bloomberg or Haver into a quarterly work file it will automatically follow the setting that I have last used in the general options?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
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Re: Frequency conversion settings
The fetch and copy commands both have options for frequency conversion
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Re: Frequency conversion settings
Makes sense - thanks Gareth!
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