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generate trend between two date
Posted: Wed Feb 24, 2016 9:50 am
by ch2324
Hi everybody,
how can generate trend between two date, for dummy it's easy by @during("date1 date2"), i have combined @trend(@during("date1 date2")) but no idea.
i have 400 obs monthly to generate some broken trend and levelshift, each time i use smpl date1 date2, are there any way to do this.
best regards.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 9:52 am
by EViews Gareth
Need more details.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:01 am
by ch2324
for example: generate trend between 1990m01 and 1997m06 for monthly ( trend take 1 2 3.....and so on)
and for weekly data 01/01/1990 to 09/06/1997.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:06 am
by EViews Gareth
Code: Select all
smpl 1990m1 1997m6
series trend=@trend+@dtoo("1990m1")
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:14 am
by ch2324
error message: @dtoo is not genr or series expression function.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:28 am
by EViews Gareth
Code: Select all
smpl 1990m1 1997m6
!offset = @dtoo("1990m1")
series trend=@trend-!offset+1
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:31 am
by ch2324
error message: !offset is not defined
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:36 am
by EViews Gareth
run it in a program.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 10:45 am
by ch2324
it run but the othres value take NA value, i need this
from 1988m01 to 1989m12 take 0,
from 1990m01 to 1997m06 take trend
from 1997m07 to 2003m12 take 0.
you understood me now.
i have others case to generate but it take long time to make smpl date1 date2, @during it's very easy to do dummy.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 11:03 am
by startz
series t = 0
smpl 1990m01 1997m06
t = @trend("1990m01")+1
smpl @all
Re: generate trend between two date
Posted: Wed Feb 24, 2016 11:13 am
by EViews Gareth
or
Code: Select all
series t = @recode(@during("1990 1997m6"), @trend, 0)
Re: generate trend between two date
Posted: Wed Feb 24, 2016 12:55 pm
by ch2324
thanks Mr Gareth and Mr startz.
1)suppose i would like to have trend between 1990m1 to 1997m6 and between 2000m1 2002m12, i have used this code but it not work.
Code: Select all
series t = @recode(@during("1990m1 1997m6"), @trend, 0) and @recode(@during("2000m1 2002m12"), @trend, 0)
Re: generate trend between two date
Posted: Wed Feb 24, 2016 1:00 pm
by EViews Gareth
Code: Select all
series t = @recode(@during("1990m1 1997m6") or @during("2000m1 2002m12"), @trend, 0)
Re: generate trend between two date
Posted: Wed Feb 24, 2016 1:02 pm
by ch2324
another question
generate trend:
the 1st year take trend
the 2nd year take 0
the 3rd year take trend
the 4th take 0.....and so on.
Re: generate trend between two date
Posted: Wed Feb 24, 2016 1:05 pm
by EViews Gareth
Code: Select all
series t = @recode(@mod(@trend,2)=0, @trend, 0)