binary series out of discrete data

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lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

binary series out of discrete data

Postby lomfy » Fri Jul 26, 2013 4:19 am

hello! I have been looking for an easy way to traxsform discrete time series data into binary format, e.g. for the return series
+3%
-1%
-2%
+5%
+1%
I would like to create a series that reflects only the sign of the returns (return<0--> "0", return>0 --> "1")
that would then be the following series in this case:
1
0
0
1
1
is there an easy way to do this?
thanks,
Wolfgang

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: binary series out of discrete data

Postby startz » Fri Jul 26, 2013 4:46 am

Series discrete=return>0

lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

Re: binary series out of discrete data

Postby lomfy » Fri Jul 26, 2013 4:59 am

thanks! now thats what i call easy ;-)


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