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From daily to monthly observations, end of period
Posted: Fri Oct 30, 2015 4:27 am
by RDS
I use the following command
copy(a) daily::ois monthly::ois
to move a daily series "OIS" located in the worksheet "daily" to a "monthly" worksheet.
This provides the OIS average over the month.
Is there a possiblity also to get the end-of-period of the daily observation: namely, the end of each month?
Re: From daily to monthly observations, end of period
Posted: Fri Oct 30, 2015 5:34 am
by trubador
Re: From daily to monthly observations, end of period
Posted: Fri Oct 30, 2015 6:21 am
by RDS
I did the following, but I still get the everage of the month and not the end of the month:
copy(l) daily::ois monthly::ois
Any suggestions?
Re: From daily to monthly observations, end of period
Posted: Fri Oct 30, 2015 8:22 am
by EViews Gareth
Did you look at the help file provided?
Re: From daily to monthly observations, end of period
Posted: Fri Oct 30, 2015 9:49 am
by RDS
yes I have seen the mistake
copy(c=l) daily::ois monthly::ois
it works. Thanks
Re: From daily to monthly observations, end of period
Posted: Thu Nov 12, 2015 6:20 am
by RDS
This command provides the the sum of the variable Y1 for the week.
However, the week starts on Friday and ends on Thursday the week after
copy(c=s) daily::Y1 weekly::Y1
Conversely, I would need the sum over the corresponding week from Monday to Friday.
Similarly, this commands gives at the end of each week, the correspondent value of the subsequent Thursday.
copy(c=l) daily::Y1 weekly::Y1
Conversely, I would need the corresponding value on Fridays.
Can you help?
Re: From daily to monthly observations, end of period
Posted: Thu Nov 12, 2015 7:03 am
by EViews Gareth
The only way to do it is have your weekly page set up so that the week's start on a Monday