fill series until next value

[Gin]

Hi all,

I have a data series for event-study. I need to fill/replace the zeros in a series with the value on event days, so that the entries until the release of the next value stay constant. The data are of daily frequency and the tim interval of release dates are irregular.

For example
series1
0
0
0
2.5
0
0
1.5
0
0
0
0
1.9

I need to have a series like
2.5
2.5
2.5
2.5
1.5
1.5
1.5
1.9
1.9
1.9
1.9
1.9

I would appreciate any ideas :)

[EViews Gareth]

Code: Select all

series x = @recode(x=0, x(-1), x)

[Gin]

Hi Gareth,

that will replace only the entry before the non-zero one with the non-zero value (via the argument x(-1)).
The series then looks like
0
0
2.5
2.5
0
1.5
1.5
0
0
0
1.9
1.9

How can I fill all the zero entries with the next non-zero values? so the series looks like
2.5
2.5
2.5
2.5
1.5
1.5
1.5
1.9
1.9
1.9
1.9
1.9

Thanks!

[EViews Gareth]

Sorry, went the wrong way.

Code: Select all

genr(r) x = @recode(x=0, x(1), x)

[Gin]

Thanks, Gerath! that worked well. Can you please tell me what the option (r) in genr(r) does? I couldn't find an explanation in the Eviews help file.

[EViews Gareth]

Generate backwards through time (i.e. start at the last date and go to the first)

[Gin]

Is there an option for generating forward through time as well?

[EViews Gareth]

That's what happens naturally.