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Very sorry, but I don't get this! * I have an unbalanced panel * the first cross-section is the sum of the others I want to create a variable that doesn't vary across cross-sections (is the same for each cross section for same date) based on the first cross-section id. Let this variable be "vol...

Hi, How can I create a variable in an unbalanced panel that for every crossid/date equals the value for, e.g., the first crossid on that date? I can unstack the panel-variable in a new sheet, take the first of these unstacked variables, and copy it back into the panel. but if my crossids in the pane...

Thanks

so with an unbalanced panel I rather do this in pool/unstacked page, or create a ALL-variable that is same for all cross-sections in the PANEL.

Dagfinn

Hei, please find attached an example file. Two sheets, Panel and pool. Pool created from panel by unstack in new page. I have 6 categories in the panel, where category 1 is "all". (all is actually slightly larger than sum of group 2-6 because one group is omitted here). I want to learn eac...

Problem generating av variable as share of a different cross-section! I have a panel where one of the cross-sections is actually the sum of the others. My cross-sections have names but I have made a variable with names replaced with numbers, and the cross-x that is aggregate is number 1. In panel: I...

Hi I too failed to manage to use the command-line version of irrval. Tried both the global command, and the series version. Irrval(series=«seriesname») Irrval(«seriesname») Irrval(seriesname) (And with versions like scalar test = …. Any of the above). Seriesname.irrval(results) Since the menu -alter...

Hi 1) if download irrval via the add-ins menu in EV13 you get the one-sided HP-filter add-in by the same author. You have to download the package from add-in list on web. 2) I don’t get the command-line versions to store results. It saves «status», but not the scalar result. The menu alternative wor...

Hi, I have values in my data that make it very difficult to show the (main) variation (big "outliers"). I can cap the axis to show the normal variation, but then I miss the maximum value. Is there a way to present vertical (data)-axis with "gaps"? Example: Ordinary variation is w...

Since I have been struggling with this I post my successful attempt here: 0. You can find the zip-file here https://drive.google.com/file/d/0B2n4Rkc61L-TcHhBUkFxVmN4Z3M/view?usp=sharing (I was struggling finding it at Thomson Reuters) 1. Unzip the file to the Datastream folder (In my case: C:\Progra...

Hi, I too would like to use functions on groups. (User request!!!). The way I fix it now is the following: for !i = 1 to gr_data.@count %varname = gr_data.@seriesname(!i) tab_descstats(1,!c) = %varname !mret = (1+@mean({%varname}))^12-1 !sdret = @stdev({%varname}) tab_descstats(2,!c) = !mret ' Retur...

Hi,

If have long time-span of high-frequency data. If I use symbols in time-series line-graphs it becomes so many that the line becomes impossible to see.

How can I set distance between symbols? A bit similar to how one can set distance between labels on X-axis.

Thanks in advance,

Dagfinn

Thanks.
For some reason I thought I couldn't call a subroutine from within a subroutine.

So if I want the SUBROUTINE in a program for later reference, I can use a INCLUDE-command, and then CALL it in the program.

Hi, I want to have a code that I can reuse to create "significant-asteriks" next to regression-coefficents in tables. This attempt works : subroutine signif(string %eq, scalar !coef) !sig10 = 0 !sig5 = 0 !sig1 = 0 if {%eq}.@pval(!coef) < 0.01 then !sig1=1 endif if {%eq}.@pval(!coef) < 0.05...

Hi, @rsum is of course very nice, but it propagates NAs. Code above can be fixed to deal with NAs. 'some group grp series grpsum = 0 for !grcount = 1 to grp.@count grpsum = grpsum + @nan(grp(!grcount),0) next Maybe add a version of group-row functions that don't propagate NAs? Like with moving-stat ...

Hi a request: it would be very useful if @ranks could control how NAs are treated. Useful example is eg. for constructing portfolios in empirical asset pricing. However, a solution is: group x x_* !n = @obsrange !m = x.@count stomna(x,_tmp_mx) matrix(!n,!m) m_Ranks for !r = 1 to !n rowvector _tmp_rv...