estimation with different frequency time series

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robwareing
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Joined: Thu Oct 06, 2011 2:51 am

estimation with different frequency time series

Postby robwareing » Thu Oct 06, 2011 3:00 am

Hi

I have Eviews 6 and am tring to run a canonical cointergrating regression for a quarterly frequency dependent variable with an annual frequency explantory variable. Does eviews 6 have the capability to do this? If so how do I do this (what is the command and process)?

Thanks
Rob

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

Re: estimation with different frequency time series

Postby EViews Gareth » Thu Oct 06, 2011 7:57 am

You'll have to copy the annual variable onto the quarterly page (or vice versa) and use frequency conversion to make them both the same frequency.


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