From daily to monthly observations, end of period

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RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

From daily to monthly observations, end of period

Postby RDS » Fri Oct 30, 2015 4:27 am

I use the following command
copy(a) daily::ois monthly::ois
to move a daily series "OIS" located in the worksheet "daily" to a "monthly" worksheet.
This provides the OIS average over the month.

Is there a possiblity also to get the end-of-period of the daily observation: namely, the end of each month?

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: From daily to monthly observations, end of period

Postby trubador » Fri Oct 30, 2015 5:34 am

Yes, you can use the "l" option. See the help files: http://www.eviews.com/help/helpintro.ht ... 3ww2081738

RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Re: From daily to monthly observations, end of period

Postby RDS » Fri Oct 30, 2015 6:21 am

I did the following, but I still get the everage of the month and not the end of the month:
copy(l) daily::ois monthly::ois

Any suggestions?

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

Re: From daily to monthly observations, end of period

Postby EViews Gareth » Fri Oct 30, 2015 8:22 am

Did you look at the help file provided?

RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Re: From daily to monthly observations, end of period

Postby RDS » Fri Oct 30, 2015 9:49 am

yes I have seen the mistake
copy(c=l) daily::ois monthly::ois
it works. Thanks

RDS
Posts: 86
Joined: Thu Feb 17, 2011 9:50 am

Re: From daily to monthly observations, end of period

Postby RDS » Thu Nov 12, 2015 6:20 am

This command provides the the sum of the variable Y1 for the week.
However, the week starts on Friday and ends on Thursday the week after
copy(c=s) daily::Y1 weekly::Y1
Conversely, I would need the sum over the corresponding week from Monday to Friday.


Similarly, this commands gives at the end of each week, the correspondent value of the subsequent Thursday.
copy(c=l) daily::Y1 weekly::Y1
Conversely, I would need the corresponding value on Fridays.


Can you help?

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

Re: From daily to monthly observations, end of period

Postby EViews Gareth » Thu Nov 12, 2015 7:03 am

The only way to do it is have your weekly page set up so that the week's start on a Monday


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