changing from monthly to quarterly

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

changing from monthly to quarterly

Postby startz » Tue Mar 16, 2010 3:14 pm

If you have an unbalanced monthly panel (cross-section id PERMNO, dates in DATE), how do you create a quarterly panel programmatically? I don't need to copy the data over, just to get the structure set up.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: changing from monthly to quarterly

Postby EViews Gareth » Tue Mar 16, 2010 4:14 pm

Do you want the new page to be balanced or unbalanced?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: changing from monthly to quarterly

Postby startz » Tue Mar 16, 2010 4:20 pm

unbalanced

EViews Glenn
EViews Developer
Posts: 2672
Joined: Wed Oct 15, 2008 9:17 am

Re: changing from monthly to quarterly

Postby EViews Glenn » Tue Mar 16, 2010 5:00 pm

Trying to stump us Startz? This one is from Chris...

Code: Select all

pagecreate(id, page=quarterly) PERMNO @date(@datefloor(DATE, "q"))

will create the page you want named QUARTERLY.

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

Re: changing from monthly to quarterly

Postby startz » Tue Mar 16, 2010 6:36 pm

It is well known that Chris is a smart chap :D


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