Panel dataset frequency conversion

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tchaithonov
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Joined: Mon Apr 13, 2009 7:39 am
Location: New York City

Panel dataset frequency conversion

Postby tchaithonov » Thu Feb 24, 2011 3:24 pm

Hey Guys,

I am trying to convert a monthly panel dataset to daily by constant-match sum and it looks like in the daily page, the daily numbers are exactly the same as the monthly (so, say for Jan 2008, if the value is 310 for the month, the value in the daily tab should be 10 per the 31 days of Jan 2008. It came out to be 310 per day). I don't know if it's an issue before as I usually don't need to split data this way. Would you please let me know? Thanks.

Tcahithonov

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel dataset frequency conversion

Postby EViews Gareth » Thu Feb 24, 2011 3:28 pm

Could you post an example workfile?

EViews Gareth
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Re: Panel dataset frequency conversion

Postby EViews Gareth » Thu Feb 24, 2011 4:17 pm

My quickly knocked up example seems to work right:

Code: Select all

create(page="monthly") m 1990 1995 10 rndseed 1 series y=rnd smpl 1990:1 1990:1 scalar dailyval = @mean(y)/31 show dailyval pagecreate(page="daily") d7 1990 1995 copy(c=d) monthly\y daily\y show y


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