seas dummy bimonthly s=24, fortnight s=26...
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
seas dummy bimonthly s=24, fortnight s=26...
hi every one
how can generate dummy for bimonthly (s=24) and fortnight (s=26) and for trimonthly (s=36), i have used @expand(@month) , and @expand(@datepart(@date, "ww")) but doesn't work.
I would highly appreciate if any of you could help me :)
how can generate dummy for bimonthly (s=24) and fortnight (s=26) and for trimonthly (s=36), i have used @expand(@month) , and @expand(@datepart(@date, "ww")) but doesn't work.
I would highly appreciate if any of you could help me :)
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
There isn't an easy way to do it. What frequency is the workfile?
Re: seas dummy bimonthly s=24, fortnight s=26...
i have 3 wf with three different frequency bimonthly fortnight and trimonthly.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
If they're regular (i.e. each year has exactly 24 observations for bimonthly, 26 for fortnightly and 36 for tri) it is doable:
Where you swap out the 24 bit depending on the frequency.
Code: Select all
show @expand(@mod(@trend,24)+1)
Re: seas dummy bimonthly s=24, fortnight s=26...
exactly what that i need :D . perfect!
many thanks! Mr Gareth.
it is possible to show the value 1 of dummy in color "green" in the group or in the series?
many thanks! Mr Gareth.
it is possible to show the value 1 of dummy in color "green" in the group or in the series?
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
i have data start from 03/05/1973 to 18/03/2016 frequency daily.
problem Mr Gareth i have data for another case not regular in the year for bimonthly fortnight, and trimonthly "the code @expand(@mod(@trend,x)+1)" it not work, same problem with weekly date when i use show @expand(@datepart(@date, "ww")) not work for the first year 1973. have you an idea for this case.
problem Mr Gareth i have data for another case not regular in the year for bimonthly fortnight, and trimonthly "the code @expand(@mod(@trend,x)+1)" it not work, same problem with weekly date when i use show @expand(@datepart(@date, "ww")) not work for the first year 1973. have you an idea for this case.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
I can't think of a good way to do it with daily data.
Re: seas dummy bimonthly s=24, fortnight s=26...
not for the daily, but for bimonthly, fortnight, and trimonthly.
Last edited by ch2324 on Tue Mar 22, 2016 9:43 am, edited 1 time in total.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
Seems to work for me:
Code: Select all
wfcreate bm 03/05/1973 18/03/2015
show @expand(@mod(@trend,24)+1)
Re: seas dummy bimonthly s=24, fortnight s=26...
you have not understand me,
1/05/1973 with (@expand(@mod,24)+1)=9 should take 1 not (@expand(@mod,24)+1)=1 with 1/05/1973 because i have 16 bm in the year of 1973 . but from 1974 to 2016 it will take regular seas dummy.
for example monthly frequency @expand(@month) generate the regular dummy for all years.
1973m5 = @month=5 take 1
1973m6= @month=6 take 1
....etc
1974m1= @month=1....etc
1/05/1973 with (@expand(@mod,24)+1)=9 should take 1 not (@expand(@mod,24)+1)=1 with 1/05/1973 because i have 16 bm in the year of 1973 . but from 1974 to 2016 it will take regular seas dummy.
for example monthly frequency @expand(@month) generate the regular dummy for all years.
1973m5 = @month=5 take 1
1973m6= @month=6 take 1
....etc
1974m1= @month=1....etc
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
You're right, I don't understand.
Surely you want the same period of each year to get the same value for the dummy. That is what this code gives.
Surely you want the same period of each year to get the same value for the dummy. That is what this code gives.
Re: seas dummy bimonthly s=24, fortnight s=26...
No this code generate dummy for 1/05/1973 = (@expand(@mod(@trend,24)+1)=1 it should be start from (@expand(@mod(@trend,24)+1)=9 for year 1973 you can see in my workfile pageselect bimonthly.
- Attachments
-
- quandl_seas.wf1
- (448.55 KiB) Downloaded 451 times
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: seas dummy bimonthly s=24, fortnight s=26...
Isn't that irrelevant? What does the order of the variables in the group matter?
Who is online
Users browsing this forum: No registered users and 1 guest
