Generate monthly data from multiple annual data series

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JanVinter
Posts: 10
Joined: Thu Apr 30, 2015 9:49 am

Generate monthly data from multiple annual data series

Postby JanVinter » Fri May 01, 2015 1:24 pm

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.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Generate monthly data from multiple annual data series

Postby EViews Gareth » Fri May 01, 2015 2:36 pm

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:

Code: Select all

copy(some options here) page\series page\series
Then write a simple program that loops through all the series and copies them one at a time:

Code: Select all

pageselect annualpage %serieslist = @wlookup("*", "series") for %a {%serieslist} copy(some options here) annualpage\{%a} monthlypage\{%a} next

JanVinter
Posts: 10
Joined: Thu Apr 30, 2015 9:49 am

Re: Generate monthly data from multiple annual data series

Postby JanVinter » Mon May 04, 2015 10:36 am

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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