Merging series - backward from an unspecified date
Posted: Thu Oct 12, 2023 7:17 am
Hi there,
I would like to merge two series, backward from an unspecified date. The first series have missing observations up to a date that can vary per country and variable. I would like to backfill these observations based on the rate of change of a 2nd series.
The difficulty for me lies in getting the observation date to start from. For instance, series 1 starts at 2004Q4 for country A, but at 2006Q1 for country B (with other dates for the remaining countries and variables). How can I get the different dates for each country, from which I should start the backfill? Could you give some tips of how best I could program this task?
many thanks!
I would like to merge two series, backward from an unspecified date. The first series have missing observations up to a date that can vary per country and variable. I would like to backfill these observations based on the rate of change of a 2nd series.
The difficulty for me lies in getting the observation date to start from. For instance, series 1 starts at 2004Q4 for country A, but at 2006Q1 for country B (with other dates for the remaining countries and variables). How can I get the different dates for each country, from which I should start the backfill? Could you give some tips of how best I could program this task?
many thanks!