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by bvasu
Sun Nov 27, 2016 5:35 am
Forum: Data Manipulation
Topic: Question on data manipulation- restricting the sample based on a dummy's value
Replies: 2
Views: 3970

Question on data manipulation- restricting the sample based on a dummy's value

Hi there, Quick question on how to perform this operation: I have a series of data for changes to the Bank of Canada's target for the Overnight rate, and a series of bond yields. I'm trying to restrict my sample of yields to 15 days before and after the bank changes their target. I've generated a du...

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