programmation the oil shocks
Posted: Tue Dec 22, 2015 10:23 pm
Hello ! Please do not take into account my English I French-speaking at the base thank you . Please let me know how the maximum values of a series in one eviews program. In fact , I would model the oil shocks so I would like to have the following series:
- The interannual variations in oil prices ( ΔPPt ) I would like to have :
ΔPPt PPt = ln - ln -1 PPt
- Oil price increases ( + ΔPPt ) where:
ΔPPt + = max ( 0 , ΔPPt )
- The net increases in oil prices ( ANPPt ) where:
ANPPt = max [0, ( ln ( PPt ) - ln ( max ( PPt -1, PPt -2 ))) ]
PP refers to the price of oil.
If you could send me the appropriate commands to eviews 8 I will be very happy . Thank you to all who will read me or answer me . :D
- The interannual variations in oil prices ( ΔPPt ) I would like to have :
ΔPPt PPt = ln - ln -1 PPt
- Oil price increases ( + ΔPPt ) where:
ΔPPt + = max ( 0 , ΔPPt )
- The net increases in oil prices ( ANPPt ) where:
ANPPt = max [0, ( ln ( PPt ) - ln ( max ( PPt -1, PPt -2 ))) ]
PP refers to the price of oil.
If you could send me the appropriate commands to eviews 8 I will be very happy . Thank you to all who will read me or answer me . :D