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?
From daily to monthly observations, end of period
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
Re: From daily to monthly observations, end of period
Yes, you can use the "l" option. See the help files: http://www.eviews.com/help/helpintro.ht ... 3ww2081738
Re: From daily to monthly observations, end of period
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?
copy(l) daily::ois monthly::ois
Any suggestions?
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EViews Gareth
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Re: From daily to monthly observations, end of period
Did you look at the help file provided?
Re: From daily to monthly observations, end of period
yes I have seen the mistake
copy(c=l) daily::ois monthly::ois
it works. Thanks
copy(c=l) daily::ois monthly::ois
it works. Thanks
Re: From daily to monthly observations, end of period
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?
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
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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