Search found 37 matches

by basil
Wed Aug 10, 2011 1:39 pm
Forum: Data Manipulation
Topic: dlog with lags
Replies: 2
Views: 3915

Re: dlog with lags

thanks. So it looks like there is no similar shortcut as in "x(-1 to -5)". Ok
by basil
Wed Aug 10, 2011 1:33 pm
Forum: Data Manipulation
Topic: dlog with lags
Replies: 2
Views: 3915

dlog with lags

how do I run an OLS with lagged logs? While i can do the following: "x c x(-1 to 05)" i was not able to do "x c dlog(x(-1 to 05))"
by basil
Wed Aug 10, 2011 1:03 pm
Forum: Data Manipulation
Topic: fill missing data
Replies: 2
Views: 7157

fill missing data

how do I fill missing data? i would like to fill missing data with its recent value. For example, 1 2 3 NA 4 5 becomes 1 2 3 3 4 5.
Are there other options for filling missing data?
by basil
Mon Jul 25, 2011 10:23 am
Forum: Data Manipulation
Topic: time format
Replies: 4
Views: 4951

Re: time format

thx
by basil
Mon Jul 25, 2011 10:04 am
Forum: Data Manipulation
Topic: time format
Replies: 4
Views: 4951

Re: time format

it is a series in file that includes intraday seconds: 09:30:00 09:30:01...
by basil
Mon Jul 25, 2011 8:54 am
Forum: Data Manipulation
Topic: time format
Replies: 4
Views: 4951

time format

hi,

Why does the following create an error: "series sday1=(second=09:30:00)" -> "09:30:00 is not defined"
and the following also creates an error: "series sday1=(second="09:30:00")" -> "Numeric operator applied to string data"

thx for the help
by basil
Tue May 17, 2011 9:19 am
Forum: Data Manipulation
Topic: list of distinct two variables
Replies: 3
Views: 4413

Re: list of distinct two variables

Thx. It is the latter- looking to get distinct pairs. N-way tabulation (with count, list layout) would do, but I have to go over the outcome and clean the cases with zero count to get the actual list. I was hoping for an easier way.
by basil
Tue May 17, 2011 7:18 am
Forum: Data Manipulation
Topic: list of distinct two variables
Replies: 3
Views: 4413

list of distinct two variables

How do I get the list of distinct combination of two (or more) variables? In sql, the list would be simply "select distinct x,y from table". In EViews, to get distinct list of one variable, I use the command "freeze(mode=overwrite, distinct_list) x.freq(nov,noa)". But what comman...
by basil
Fri May 13, 2011 11:39 am
Forum: Data Manipulation
Topic: cross id
Replies: 7
Views: 10766

Re: cross id

beautiful. Thanks a lot.
by basil
Fri May 13, 2011 11:16 am
Forum: Data Manipulation
Topic: cross id
Replies: 7
Views: 10766

Re: cross id

Thanks. That's what I did, indeed (i.e., "freeze(mode=overwrite, syms) sym.freq(nov,noa)". A quick follow-up to question 5. Is this what you meant: "group1.cor(mode=overwrite, Out=Group1_)"? This solution does work. When running on verbose mode, this command pops up the correlati...
by basil
Fri May 13, 2011 8:48 am
Forum: Data Manipulation
Topic: cross id
Replies: 7
Views: 10766

Re: cross id

many thanks.
by basil
Fri May 13, 2011 8:07 am
Forum: Data Manipulation
Topic: Controlling lag
Replies: 9
Views: 9930

Re: Controlling lag

This definitely works for panel data, but not for non-panel stacked data.
thx
by basil
Fri May 13, 2011 7:59 am
Forum: Data Manipulation
Topic: cross id
Replies: 7
Views: 10766

cross id

I will appreciate your help in the following questions: (1) Is there a function that provide the number of cross-section IDs? My solution is: series cxid=@crossid scalar cxidnum=@max(cxid) Is there more elegant way? (2) Is there a function that gives the list of distinct cross-section IDs? (3) How d...
by basil
Fri May 13, 2011 6:02 am
Forum: Data Manipulation
Topic: Controlling lag
Replies: 9
Views: 9930

Re: Controlling lag

The suggestion does not do the trick. It only offsets the beginning of the entire data by 1. Assume IBM are observations 1 to 10, MSFT 11 to 20. Your suggestion will first restrict the data to observations 2 to 20, and then apply the "if" restriction. That means, "smpl @first+1 @last ...
by basil
Thu May 12, 2011 5:59 pm
Forum: Data Manipulation
Topic: Controlling lag
Replies: 9
Views: 9930

Re: Controlling lag

you can do the following
smpl @first+1 @last

so, my question is whether I can do something similar, where I define my sample to be restricted to "smpl if ticker=%ticker_now" and then move the start of sample by one observation forward?

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