Page 1 of 1
Extracting data from multipel series
Posted: Mon Mar 09, 2015 8:18 am
by bananen
Good evening,
I'm trying to program a script to extract observations from different series into a new one. I have series in the naming format of aW_Y & bW_Y where W=week number and Y=year. Example: a01_06, b52_96. The observations are dated about 5 times a week, and I want to take the 7th last observation from every series, and input into a new time series. It would be greatly appreciated if someone could offer support.
Code: Select all
series new
for !i = 1 to 53
for !j = 95 to 99
series new = A{i}_{j}.(@dateadd(@last, -7, "dd"))
next
next
for !i = 1 to 53
for !j =00 to 99
series new = B{i}_{j}.(@dateadd(@last, -7, "dd"))
next
next
Re: Extracting data from multipel series
Posted: Mon Mar 09, 2015 8:56 am
by EViews Gareth
Something like:
Code: Select all
%alist = @wlookup("a*", "series")
for %j {%alist}
smpl if {%j}<>na
!obs = @obssmpl-7+1
%date = @otods(!obs)
smpl {%date} {%date}
series new = {%j}
next
%blist = @wlookup("b*", "series")
for %j {%blist}
smpl if {%j}<>na
!obs = @obssmpl-7+1
%date = @otods(!obs)
smpl {%date} {%date}
series new = {%j}
next
Re: Extracting data from multipel series
Posted: Mon Mar 09, 2015 11:38 am
by bananen
Thank you very much Gareth! Works like a charm when the series are modified for missing values.
Re: Extracting data from multipel series
Posted: Wed Mar 25, 2015 8:30 am
by bananen
I have another question. If I have a panel, and would like to extract the last value of each cross section, that is not NA, in a series, into a new one, and fill all observations within that cross section with the same value. How would one address this issue?
I made an example below. X symoblises the original series, and the line separates the cross sections.
Code: Select all
x y
na 176,5
na 176,5
173 176,5
175 176,5
176,5 176,5
na 176,5
na 176,5
--------------
na 174
177 174
174 174
na 174
na 174
I tried experimenting with some new code but did not get it to work out. Would be grateful if you have some input.
Re: Extracting data from multipel series
Posted: Wed Mar 25, 2015 10:23 am
by EViews Gareth
Code: Select all
'make some data
create a 1990 2000 10
rndseed 1
smpl if nrnd<0.6
series x = @floor(rnd*10)+160
smpl @all
'do the series generation
for !i=1 to 10 'loop over the cross-sections
smpl if @crossid=!i
series y = @last(x) 'set series y equal to the last value in x
next
Re: Extracting data from multipel series
Posted: Wed Mar 25, 2015 11:04 am
by EViews Glenn
Think this works a little better
Code: Select all
series adjtrend = @recode(x<>na, @trend, na)
series lasttrend = @maxsby(adjtrend, @crossid)
series y = @meansby(x, @crossid, "if @trend=lasttrend")
Re: Extracting data from multipel series
Posted: Mon Mar 30, 2015 2:57 am
by bananen
Thanks for the idea and effort. Unfortunately, none of the suggestions did work out, as both of them filled y with the last value of x, from the last cross section.
Code: Select all
for !i=1 to 1018
smpl if @crossid=!i
series adjtrend = @recode(x<>na, @trend, na)
series lasttrend = @maxsby(adjtrend, @crossid)
series y = @meansby(x, @crossid, "if @trend=lasttrend")
nextCode: Select all
'make some data
create a 1990 2000 10
rndseed 1
smpl if nrnd<0.6
series x = @floor(rnd*10)+160
smpl @all
'do the series generation
for !i=1 to 10 'loop over the cross-sections
smpl if @crossid=!i
series y = @last(x) 'set series y equal to the last value in x
next
Think this works a little better
Code: Select all
series adjtrend = @recode(x<>na, @trend, na)
series lasttrend = @maxsby(adjtrend, @crossid)
series y = @meansby(x, @crossid, "if @trend=lasttrend")
Re: Extracting data from multipel series
Posted: Mon Mar 30, 2015 7:58 am
by EViews Gareth
Did you try running our example codes?
Re: Extracting data from multipel series
Posted: Mon Mar 30, 2015 2:05 pm
by bananen
Did you try running our example codes?
Yes, like I said, unfortunately none of the examples worked out. The code i posted was my attempt after running both your ideas first.