Problem High to Low Frequency Data
Posted: Wed Feb 18, 2015 1:19 pm
Hi,
I am trying to convert a flow variable from daily to weekly frequency.
Since it is a flow variable I need to sum up the daily values occurred during the week from
Monday to Friday. For instance, on the weekly data page, at the date 30 Jan 2015 I should observe
the sum of the daily values from the 26th to the 30th of Jan 2015, instead I'm getting the sum of
the daily values from the 30th Jan to the 5th of Feb 2015. It seems that Eviews computes the sum
looking forward and not backward.
Can you please tell me how to fix this? Here below the relevant commands I use
wfcreate(wf = WF, page = Daily ) d5 22/04/1983 06/02/2015 ' Generating WF
import {%xls} range="Data" @date d5 03/04/1990
....
pagecreate(page = Weekly ) w 22/04/1983 6/02/2015 ' Generating Page
copy(merge, c=s) Daily\Flow_Daily Flow_Weekly @src @date @dest @date
I am trying to convert a flow variable from daily to weekly frequency.
Since it is a flow variable I need to sum up the daily values occurred during the week from
Monday to Friday. For instance, on the weekly data page, at the date 30 Jan 2015 I should observe
the sum of the daily values from the 26th to the 30th of Jan 2015, instead I'm getting the sum of
the daily values from the 30th Jan to the 5th of Feb 2015. It seems that Eviews computes the sum
looking forward and not backward.
Can you please tell me how to fix this? Here below the relevant commands I use
wfcreate(wf = WF, page = Daily ) d5 22/04/1983 06/02/2015 ' Generating WF
import {%xls} range="Data" @date d5 03/04/1990
....
pagecreate(page = Weekly ) w 22/04/1983 6/02/2015 ' Generating Page
copy(merge, c=s) Daily\Flow_Daily Flow_Weekly @src @date @dest @date