finding maximum to certain date

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dasilver
Posts: 8
Joined: Wed Aug 04, 2010 11:35 am

finding maximum to certain date

Postby dasilver » Mon Apr 04, 2011 3:09 pm

I want to create a series that is the maximum value of another series up to that date. Is there a way to do this in EViews? I can create a 1-column matrix that is equivalent to what I want, but I cannot convert it back into a time series.

Thank you.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: finding maximum to certain date

Postby EViews Gareth » Mon Apr 04, 2011 3:13 pm

Aren't you just talking about the @cummax function?

dasilver
Posts: 8
Joined: Wed Aug 04, 2010 11:35 am

Re: finding maximum to certain date

Postby dasilver » Mon Apr 04, 2011 3:29 pm

that is exactly what I needed - thanks!


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