"integrate" a time series variable

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centroid
Posts: 18
Joined: Fri Feb 05, 2021 4:46 am

"integrate" a time series variable

Postby centroid » Tue Jun 08, 2021 2:14 pm

How do I sum a time series variable through a command which I could use in a formula link? My idea is to use a command for a discrete time version of an integral S(t)=Integral_{t_0}^t s(t) dt, given a time series whose increment should be added up, given some initial value. I would prefer to avoid script programming, since this would interfere with an automated workflow to some degree.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: "integrate" a time series variable

Postby EViews Gareth » Tue Jun 08, 2021 2:20 pm

I'm not sure I understand.

@sum ?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3700
Joined: Wed Sep 17, 2008 2:25 pm

Re: "integrate" a time series variable

Postby startz » Tue Jun 08, 2021 3:30 pm

Code: Select all

series summation = 0
smpl 2 @last
summation  = summation(-1) + x


maybe

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: "integrate" a time series variable

Postby EViews Gareth » Tue Jun 08, 2021 4:11 pm

That’s just @cumsum?
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