Search found 10 matches

by JanVinter
Tue Jun 09, 2015 9:16 am
Forum: Data Manipulation
Topic: Denton/Litterman frequency conversion for panel data?
Replies: 0
Views: 3039

Denton/Litterman frequency conversion for panel data?

So with regards to simple time series low-to-high frequency conversion, EViews offers lots of options, such as constant, quadratic, Denton, Chow-Lin etc. However, as far as I can tell, when carrying out the same conversions in a panel data set, there are only a few conversion methods available, whil...
by JanVinter
Wed May 27, 2015 3:33 pm
Forum: Data Manipulation
Topic: Any way to generate missing time periods in data?
Replies: 4
Views: 5833

Re: Any way to generate missing time periods in data?

Perfect. Thank you Gareth. This is precisely what I was looking for.
by JanVinter
Wed May 27, 2015 3:20 pm
Forum: Data Manipulation
Topic: Any way to generate missing time periods in data?
Replies: 4
Views: 5833

Re: Any way to generate missing time periods in data?

The data is in a format like below: Month Total Sales Jan 2011 $100 Feb 2011 $110 Mar 2011 $90 May 2011 $120 Jun 2011 $85 (cont'd) In the above example, there were no sales in the month of April 2011, so that row doesn't exist at all in the Excel file through which the data is being imported to EVie...
by JanVinter
Wed May 27, 2015 3:01 pm
Forum: Data Manipulation
Topic: Any way to generate missing time periods in data?
Replies: 4
Views: 5833

Any way to generate missing time periods in data?

I have a large, monthly dataset that ranges from Jan 2010 to Dec 2014. There is an entry for almost every month; however, some months are missing from that range (for example, August 2010 and March 2012) because there were no sales in that time period by any of the companies in the dataset. Is there...
by JanVinter
Wed May 13, 2015 1:27 pm
Forum: General Information and Tips and Tricks
Topic: How to enter data into a panel workfile.
Replies: 225
Views: 928997

Re: How to enter data into a panel workfile.

Sorry, upon further inspection, I suppose it is not panel data. Account Key, Customer Key and Zip Code should, naturally, be constant across time. I just can't find a way to get the data in a format that enables me to carry out time series operations.
by JanVinter
Wed May 13, 2015 12:28 pm
Forum: General Information and Tips and Tricks
Topic: How to enter data into a panel workfile.
Replies: 225
Views: 928997

Re: How to enter data into a panel workfile.

Hi I have a very large dataset that I want to use as a panel dataset. However, I just cannot wrap my head around what modifications I need to make in order to get it to work as such within Eviews. I have monthly a unique account number, along with a customer number and a zipcode. For each unique acc...
by JanVinter
Mon May 04, 2015 10:36 am
Forum: Programming
Topic: Generate monthly data from multiple annual data series
Replies: 2
Views: 5009

Re: Generate monthly data from multiple annual data series

Perfect! Thank you Gareth. Your code has done the trick for me, albeit with some small modifications that I have written below

Code: Select all

pageselect annualpage %serieslist = @wlookup("*", "series") for %a {%serieslist} pageselect monthlypage copy(some options here) annualpage\{%a} next
by JanVinter
Fri May 01, 2015 1:24 pm
Forum: Programming
Topic: Generate monthly data from multiple annual data series
Replies: 2
Views: 5009

Generate monthly data from multiple annual data series

I have a bunch of data series that have observations on an annual basis (lets call them a1, a2, a3, ...., aN) I am looking to generate new series that have observations on a monthly basis by applying, say, the Denton method on the annual data series (utilizing an applicable indicator series) to crea...
by JanVinter
Thu Apr 30, 2015 3:31 pm
Forum: Econometric Discussions
Topic: Generating monthly data from annual/quarterly data
Replies: 4
Views: 8534

Re: Generating monthly data from annual/quarterly data

Interesting. I will definitely give those new frequency conversion methods a try once I get access to EViews 9 on my work computer next week. They definitely appear to be a much better choice than cubic spline interpolation for my purposes.
by JanVinter
Thu Apr 30, 2015 9:53 am
Forum: Econometric Discussions
Topic: Generating monthly data from annual/quarterly data
Replies: 4
Views: 8534

Generating monthly data from annual/quarterly data

I have a revenue dataset for various businesses. For about half of those businesses, monthly data is available. For the other half, only annual or quarterly revenue data is present. I know the seasonality of the revenues fairly well from the half of the businesses who have reported their monthly rev...

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