Split a time series and estimate the same equation

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YK_Econ
Posts: 36
Joined: Wed Jan 28, 2015 8:34 am

Split a time series and estimate the same equation

Postby YK_Econ » Tue Mar 24, 2015 7:59 am

Hi all,

I have a time series from 1960-2014. I would like to split the series in 4 parts (1960-1972, 1972-1984,1984-1996,1996-2008) and estimate the same equation (I=y+irl) for all of the periods.

does anybody knows a loop or a program that does all these steps? I have just no idea where to start.



thx
YK

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Split a time series and estimate the same equation

Postby EViews Gareth » Tue Mar 24, 2015 8:10 am

For just four samples like that, I wouldn't bother with a loop.

Code: Select all

smpl 1960 1972 equation eq1.ls l y irl c smpl 1972 1984 equation eq2.ls l y irl c smpl 1984 1996 equation eq3.ls l y irl c smpl 1996 2008 equation eq4.ls l y irl c smpl @all show eq1 show eq2 show eq3 show eq4


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