Copy monthly data to quaterly gmean

[Jelena]

Hello,

my workfile consists of different pages with different sampling frequencies (1. page- daily, 2. page -monthly, 3. page - quaterly).
I am trying to copy monthly data to the quaterly data page by taking the geometric mean of every quater.
I know about the possibility "paste special..." and to select some methods.
But I did not find a way to convert the monthly data into the the geometric mean for each quater.
Does somebody have an idea?

Thank you very much in advance!
Jelena

[trubador]

You can try the following trick:
1) Take the logarithm of the monthly series.
2) Copy and paste special the values to your quarterly page using "Average observations" as the high-to-low frequency conversion method.
3) And take the exponential of the series.

[Jelena]

Hello,

thanks for your response!

I thought of the following definition of the geometric mean:

(return 1 * return 2 *...* return n)^1/n

I think your proposed procedure doesn't really reflect this definition...
Do you maybe have another idea? I am thankful about every hint :)

[trubador]

In fact, it does:
(return 1 * return 2 *...* return n)^1/n = exp[(ln(return1) + ln(return2) + ... + ln(returnn))/n]

[Jelena]

Thanks! It works :)
Sorry for the confusion!