EViews.com

Posted: **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.

Posted: **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

Posted: **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

EViews.com

Generate monthly data from multiple annual data series

Generate monthly data from multiple annual data series

Re: Generate monthly data from multiple annual data series

Re: Generate monthly data from multiple annual data series