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Posted: **Tue Mar 24, 2015 7:59 am**

Hi all,

I have a time series from 1960-2014. I would like to split the series in 4 parts (1960-1972, 1972-1984,1984-1996,1996-2008) and estimate the same equation (I=y+irl) for all of the periods.

does anybody knows a loop or a program that does all these steps? I have just no idea where to start.

thx
YK

Posted: **Tue Mar 24, 2015 8:10 am**

For just four samples like that, I wouldn't bother with a loop.

Code: Select all


smpl 1960 1972
equation eq1.ls l y irl c
smpl 1972 1984
equation eq2.ls l y irl c
smpl 1984 1996
equation eq3.ls l y irl c
smpl 1996 2008
equation eq4.ls l y irl c
smpl @all
show eq1
show eq2
show eq3
show eq4

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Split a time series and estimate the same equation

Split a time series and estimate the same equation

Re: Split a time series and estimate the same equation