I have a bunch of data series that have observations on an annual basis (lets call them a1, a2, a3, ...., aN)
I am looking to generate new series that have observations on a monthly basis by applying, say, the Denton method on the annual data series (utilizing an applicable indicator series) to create a high frequency series for every corresponding low frequency series (lets just call the new higher frequency series b1, b2, b3, ...., bN)
I know how to do this on a one-by-one basis by following the instructions laid out here: http://inceif-students.lefora.com/topic ... UOkSZPNKJ8
Unfortunately I have hundreds of series for which I need to undertake the same procedure, so a batch solution, if possible, would be naturally desirable.
Thanks in advance. I am using EViews 9.
Generate monthly data from multiple annual data series
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EViews Gareth
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Re: Generate monthly data from multiple annual data series
Perform it on one series using the interface. Then look at the command capture window to find out what the command line version is. It should be something like:
Then write a simple program that loops through all the series and copies them one at a time:
Code: Select all
copy(some options here) page\series page\series
Code: Select all
pageselect annualpage
%serieslist = @wlookup("*", "series")
for %a {%serieslist}
copy(some options here) annualpage\{%a} monthlypage\{%a}
next
Re: Generate monthly data from multiple annual data series
Perfect! Thank you Gareth. Your code has done the trick for me, albeit with some small modifications that I have written below
Code: Select all
pageselect annualpage
%serieslist = @wlookup("*", "series")
for %a {%serieslist}
pageselect monthlypage
copy(some options here) annualpage\{%a}
next
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