MIDAS TRANSFORMATION

[LeonardoMC]

hI,

I'm trying to build a prg code to implement the U-midas transformation on a group of N monthly variables, that is, for each monthly variable n, it creates 3 quartely ones (n1, n2 and n3). The first will only collect the first motnhs for each quarter values (jan, apr, jul, oct), the second only the second months (feb, may, aug, nov) and the third only the third ones (mar, jun, sep, dec).

Can you help me with that?

Thanks in advance.

[EViews Gareth]

The copy command will do it automatically.

Here's an example

Code: Select all

!n = 5 'number of monthly variables wfcreate(page=monthly) m 1990 2025 for !i=1 to !n series y_!i=@rnorm next pagecreate(page=quarterly) q 1990 2025 copy(c=split) monthly\y* quarterly\y*

[LeonardoMC]

Thanks a lot!