link series value of EViews11,12 differs from that of EViews10 and earlier

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watabehj
Posts: 28
Joined: Tue Apr 12, 2011 1:19 am

link series value of EViews11,12 differs from that of EViews10 and earlier

Postby watabehj » Thu Mar 25, 2021 8:29 pm

When I run the following program on EViews 10 or earlier, the last show command returns 400 and 400 for ycc1 and ycc2, respectively.
But when run on EViews 11 or later, the last show command returns 400 and 100 for ycc1 and ycc2, respectively.
I suppose this is bug, but if this change is intentional, I'd like to know the reason of the change.

wfcreate(wf=wf1,page=page1) q 1985 2017
series ycc=100
ycc.setconvert S
pagecreate(page=page2) q 1985 2017
link ycc.linkto page1\ycc
pagecreate(page=page3) a 1985 2017
link ycc1.linkto page1\ycc
link ycc2.linkto page2\ycc
show ycc1 ycc2

EViews Steve
EViews Developer
Posts: 788
Joined: Tue Sep 16, 2008 3:00 pm
Location: Irvine, CA

Re: link series value of EViews11,12 differs from that of EViews10 and earlier

Postby EViews Steve » Fri Mar 26, 2021 2:19 pm

I was able to confirm the issue, but it'll take some time to work out the best way to fix/change this. In the meantime, I can tell you what's happening and try to provide a workaround.

The series link objects you're creating have both "Link Spec" and "Freq Convert" settings, with a unique frequency conversion option defined for each.
spec.png
spec.png (24.27 KiB) Viewed 8708 times

The "Link Spec" conversion setting is basically how the linked object is doing the conversion from the source to itself. Think of this value as a "link back" to the source. The "Freq Convert" setting is more of a "link forward" value that should be the new conversion default when this object is the source for something else. Meaning if this object is ever the source for another object, the default conversion option to use will be defined by this setting.

Beginning with EViews 11, we stopped defaulting the "Freq Convert" value to the "Link Spec" value when a new series link object was created. So in EViews 10, the new linked ycc object would have "Sum observations" under both "Link Spec" and "Freq Convert". But in EViews 11, only "Link Spec" would have that value while the "Freq Convert" setting would be "Specified in source" which really just means the application default here (defined under General Options menu/Series and Alphas/Fequency conversion). I know the name here is a bit confusing, so that's one of the things we'll need to work on.

Series Link to Series Link
Now this change isn't normally a problem -- until you try to create a series link to a series link. The code performing that is only looking at the "Freq Convert" value of the source object which for EViews 11 is just default ("Average observations" if you haven't touched this under General Options menu).

Because of this, you can see the Link Spec for page3\ycc2 (under EViews 11) is:
spec2.png
spec2.png (21.25 KiB) Viewed 8708 times

To work around this, you'll have to either call setconvert on page2\ycc and set it to S like this:

Code: Select all

...
link ycc.linkto page1\ycc
ycc.setconvert S
pagecreate(page=page3) a 1985 2017
link ycc1.linkto page1\ycc
link ycc2.linkto page2\ycc
show ycc1 ycc2

or you could just specify the conversion method in your linkto calls, like this:

Code: Select all

...
link ycc1.linkto page1\ycc
link ycc2.linkto(c=s) page2\ycc
show ycc1 ycc2

By the way, it's always preferable to specify an explicit conversion option in your programs without depending on default behavior since that can change version to version.

I'll try to post again once we figure out how we'd like for all of this to work by default.

Steve


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