Search found 37 matches
- 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
- 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))"
- 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?
Are there other options for filling missing data?
- Mon Jul 25, 2011 10:23 am
- Forum: Data Manipulation
- Topic: time format
- Replies: 4
- Views: 4951
Re: time format
thx
- 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...
- 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
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
- 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.
- 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...
- Fri May 13, 2011 11:39 am
- Forum: Data Manipulation
- Topic: cross id
- Replies: 7
- Views: 10766
Re: cross id
beautiful. Thanks a lot.
- 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...
- Fri May 13, 2011 8:48 am
- Forum: Data Manipulation
- Topic: cross id
- Replies: 7
- Views: 10766
Re: cross id
many thanks.
- 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
thx
- 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...
- 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 ...
- 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?
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?
